HomePortfolios00 4

00 4

Created byuser-5us6my
Optimize
Annual Rebalancing
EUR
High Risk
5.0yr backtest

Performance Summary

Total Return+195.89%
Annualized Return+24.32%
Volatility+25.29%
Sharpe Ratio0.88
Max Drawdown+31.02%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global tech-focused ETF portfolio with semiconductor emphasis, diversified across US, emerging markets, and global value stocks for targeted growth.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
60.0%0.35%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1C • IE00BM67HT60
ETF
10.0%0.25%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444
ETF
10.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
10.0%0.18%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59
ETF
5.0%0.25%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
5.0%0.4%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €29,589.12
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 60 months (60%)
Monthly Returns Heatmap
Best month: +29.2% • Worst month: -17.4% • Best year: 2026 (+50.4%) • Worst year: 2022 (-27.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+12.0%+2.1%-8.7%+29.2%+22.5%+10.1%-17.4%-----+50.4%
2025+2.9%-5.0%-10.9%-4.7%+10.7%+9.0%+3.8%-0.8%+10.2%+14.0%-3.4%+2.2%+27.9%
2024+3.1%+8.1%+4.3%-3.0%+4.0%+9.2%-5.9%-3.1%+1.1%-1.3%+3.3%+2.1%+22.9%
2023+11.4%+2.1%+5.2%-6.2%+14.6%+3.3%+3.3%-2.4%-2.8%-4.9%+10.8%+8.3%+48.6%
2022-9.4%-0.8%+2.3%-6.9%-0.8%-11.3%+11.9%-4.2%-9.1%+0.8%+7.0%-8.2%-27.3%
2021-------+0.6%-2.1%+5.0%+8.2%+3.7%+15.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.02% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -29.6%.

Detailed Metrics

Returns
Total Return
+195.89%
Annualized Return
+24.32%
Avg Monthly Return
+2.15%
Risk
Volatility (Annual)
+25.29%
Max Drawdown
+31.02%
Positive Months
60%
Average Drawdown
-9.8%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
11.88
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€29,589.12
Backtest Period
2021-08-06 to 2026-07-31
5.0 years
Rebalancing
annual
Base Currency
EUR