HomePortfoliosCoffee var 2
Optimize
None Rebalancing
EUR
High Risk
4.8yr backtest

Performance Summary

Total Return+200.62%
Annualized Return+25.71%
Volatility+23.38%
Sharpe Ratio1.01
Max Drawdown+30.81%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting semiconductors, emerging markets, US small cap value, and global tech for growth.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
50.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
15.0%0.18%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
15.0%0.3%
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%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €30,061.93
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +28.4% • Worst month: -11.3% • Best year: 2026 (+62.0%) • Worst year: 2022 (-25.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+11.3%+1.8%-8.1%+28.4%+21.2%-------+62.0%
2025+3.1%-5.5%-11.3%-5.3%+10.6%+8.2%+4.2%-0.4%+9.2%+12.6%-3.0%+1.8%+23.5%
2024+2.6%+7.4%+4.3%-3.4%+3.7%+8.5%-4.3%-3.3%+1.2%-0.8%+4.6%+0.8%+22.3%
2023+11.1%+1.9%+2.7%-5.7%+12.4%+3.9%+3.7%-2.3%-3.0%-5.0%+10.2%+8.7%+43.4%
2022-9.3%-0.3%+2.5%-6.2%-1.2%-10.7%+12.4%-3.5%-8.8%+2.0%+5.1%-8.3%-25.4%
2021-------+0.8%-1.8%+4.9%+6.8%+3.5%+14.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.81% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -26.8%.

Detailed Metrics

Returns
Total Return
+200.62%
Annualized Return
+25.71%
Avg Monthly Return
+2.19%
Risk
Volatility (Annual)
+23.38%
Max Drawdown
+30.81%
Positive Months
60%
Average Drawdown
-9.2%
Risk-Adjusted
Sharpe Ratio
1.01
Risk-free rate: 2.0%
Sortino Ratio
0.99
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.83
Return/Max Drawdown
Ulcer Index
11.19
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,061.93
Backtest Period
2021-08-06 to 2026-05-29
4.8 years
Rebalancing
none
Base Currency
EUR
Coffee var 2 | +25.7% CAGR | ETF Backtest