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Coffee var 1

Created byuser-5us6my

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None Rebalancing

EUR

Moderate Risk

4.8yr backtest

Performance Summary

Total Return+135.76%

Annualized Return+19.52%

Volatility+19.89%

Sharpe Ratio0.88

Max Drawdown+27.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A globally diversified ETF portfolio targeting tech, emerging markets, and US small caps for balanced, long-term equity growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SEC0.XETRA iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9	IE000I8KRLL9	Acc	ETF	20.0%	0.35%
XDWT.XETRA Xtrackers MSCI World Information Technology UCITS ETF 1C • IE00BM67HT60	IE00BM67HT60	Acc	ETF	20.0%	0.25%
XNAS.XETRA Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	20.0%	0.2%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	20.0%	0.18%
ZPRV.XETRA SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413	IE00BSPLC413	Acc	ETF	20.0%	0.3%
Total		Total			100.0%	0.26%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €23,576.14

Histogram of Monthly Returns

The portfolio had a positive return during 36 of the 58 months (62%)

Monthly Returns Heatmap

Best month: +20.3% • Worst month: -10.3% • Best year: 2026 (+38.7%) • Worst year: 2022 (-22.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.5%	+1.0%	-6.4%	+20.3%	+15.7%	-	-	-	-	-	-	-	+38.7%
2025	+2.7%	-4.9%	-10.3%	-4.8%	+9.4%	+5.3%	+5.4%	-0.5%	+6.5%	+8.9%	-2.6%	+0.8%	+14.6%
2024	+2.3%	+5.3%	+3.6%	-2.9%	+2.8%	+7.9%	-2.1%	-2.5%	+1.8%	+0.6%	+6.5%	+0.1%	+25.2%
2023	+9.4%	+1.4%	+1.3%	-3.4%	+9.0%	+4.4%	+3.7%	-1.7%	-2.7%	-4.4%	+8.6%	+7.1%	+36.5%
2022	-7.6%	-1.2%	+3.2%	-4.8%	-3.0%	-8.3%	+11.6%	-2.0%	-7.9%	+2.5%	+1.9%	-7.7%	-22.4%
2021	-	-	-	-	-	-	-	+1.4%	-1.8%	+4.7%	+4.1%	+3.0%	+11.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +27.70% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -23.6%.

Detailed Metrics

Returns

Total Return

+135.76%

Annualized Return

+19.52%

Avg Monthly Return

+1.66%

Risk

Volatility (Annual)

+19.89%

Max Drawdown

+27.70%

Positive Months

62%

Average Drawdown

-7.9%

Risk-Adjusted

Sharpe Ratio

0.88

Risk-free rate: 2.0%

Sortino Ratio

0.84

Downside risk adjusted

Return/Volatility

0.98

Calmar Ratio

0.70

Return/Max Drawdown

Ulcer Index

9.71

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€23,576.14

Backtest Period

2021-08-06 to 2026-05-29
4.8 years

Rebalancing

none

Base Currency

EUR