HomePortfolios00 Coffee 0504

00 Coffee 0504

Optimize
Annual Rebalancing
EUR
High Risk
4.8yr backtest

Performance Summary

Total Return+234.92%
Annualized Return+28.31%
Volatility+24.29%
Sharpe Ratio1.08
Max Drawdown+30.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio focused on technology, emerging markets, and value factors for targeted growth potential.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
60.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
10.0%0.25%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1CIE00BMFKG444
ETF
10.0%0.2%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
10.0%0.25%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €33,491.74
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 59 months (61%)
Monthly Returns Heatmap
Best month: +29.2% • Worst month: -11.3% • Best year: 2026 (+69.8%) • Worst year: 2022 (-27.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+11.8%+1.8%-8.5%+29.2%+22.6%+3.0%------+69.8%
2025+3.0%-4.8%-11.0%-4.7%+10.7%+8.7%+3.7%-0.6%+10.1%+13.7%-3.2%+2.3%+27.8%
2024+3.2%+8.0%+4.4%-3.3%+3.9%+9.0%-5.7%-3.2%+0.9%-1.2%+3.4%+2.0%+22.4%
2023+11.3%+2.3%+5.1%-6.2%+14.7%+3.3%+3.2%-2.3%-2.9%-4.8%+10.8%+8.3%+48.8%
2022-9.5%-0.8%+2.4%-6.9%-0.7%-11.3%+12.0%-4.3%-9.0%+1.3%+6.5%-8.1%-27.1%
2021-------+0.6%-2.0%+5.0%+8.2%+3.8%+16.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.88% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -29.3%.

Detailed Metrics

Returns
Total Return
+234.92%
Annualized Return
+28.31%
Avg Monthly Return
+2.36%
Risk
Volatility (Annual)
+24.29%
Max Drawdown
+30.88%
Positive Months
61%
Average Drawdown
-9.7%
Risk-Adjusted
Sharpe Ratio
1.08
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
11.72
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
33,491.74
Backtest Period
2021-08-06 to 2026-06-12
4.8 years
Rebalancing
annual
Base Currency
EUR
00 Coffee 0504 | +28.3% CAGR | ETF Backtest