Optimize
None Rebalancing
EUR
High Risk
6.6yr backtest

Performance Summary

Total Return+1292.30%
Annualized Return+49.25%
Volatility+34.62%
Sharpe Ratio1.36
Max Drawdown+39.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Technology-focused equity portfolio concentrated in IBM, Dell, and NVIDIA for targeted growth in the tech sector.
AssetTypeAllocationTER
IBM.XETRA
International Business MachinesUS4592001014
STOCK
40.0%0%
12DA.XETRA
DELL TECHS INC. C DL-01US24703L2025
STOCK
35.0%0%
NVD.XETRA
NVIDIA CorporationUS67066G1040
STOCK
25.0%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €139,230.48
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 80 months (60%)
Monthly Returns Heatmap
Best month: +32.2% • Worst month: -14.7% • Best year: 2024 (+141.2%) • Worst year: 2022 (-29.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.3%-4.9%-1.4%+14.5%+21.4%-1.9%------+27.6%
2025-3.4%-3.0%-14.6%-4.5%+23.5%+11.4%+12.7%-5.7%+7.9%+11.9%-12.1%+3.1%+22.4%
2024+21.4%+21.4%+13.7%-1.9%+16.7%+14.2%-8.0%-0.1%+2.8%+10.4%+7.5%-2.0%+141.2%
2023+12.7%+13.5%+6.0%-0.8%+32.2%+5.7%+8.3%+7.0%-3.5%-5.4%+12.2%+3.7%+130.9%
2022-11.9%-1.5%+11.3%-14.7%-1.7%-7.0%+6.5%-7.9%-10.3%+10.5%+8.4%-10.5%-29.0%
2021+1.4%+7.2%+7.0%+8.5%+2.2%+13.8%-3.3%+8.4%+0.1%+9.9%+1.3%-1.7%+68.9%
2020+2.2%-4.6%-3.8%+9.9%+7.2%+5.3%+2.3%+13.1%+3.7%-8.6%+7.7%-2.1%+34.6%
2019-----------2.0%+1.4%-0.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +39.11% • The longest drawdown period lasted for 1 year and 5 months and was between November 2021 and May 2023. It reached a trough of -39.1%.

Detailed Metrics

Returns
Total Return
+1292.30%
Annualized Return
+49.25%
Avg Monthly Return
+3.75%
Risk
Volatility (Annual)
+34.62%
Max Drawdown
+39.11%
Positive Months
60%
Average Drawdown
-10.9%
Risk-Adjusted
Sharpe Ratio
1.36
Risk-free rate: 2.0%
Sortino Ratio
1.36
Downside risk adjusted
Return/Volatility
1.42
Calmar Ratio
1.26
Return/Max Drawdown
Ulcer Index
13.63
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
139,230.48
Backtest Period
2019-11-21 to 2026-06-19
6.6 years
Rebalancing
none
Base Currency
EUR
Computing | +49.3% CAGR | ETF Backtest