None Rebalancing
USD
Moderate Risk
16.4yr backtest

Performance Summary

Total Return+1722.95%
Annualized Return+19.43%
Volatility+19.28%
Sharpe Ratio0.90
Max Drawdown+35.12%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio built around the iShares Nasdaq 100 ETF for focused growth in leading technology and innovative companies.
AssetTypeAllocationTER
CSNDX.SW
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $182,295.01
Histogram of Monthly Returns
The portfolio had a positive return during 130 of the 198 months (66%)
Monthly Returns Heatmap
Best month: +17.1% • Worst month: -12.1% • Best year: 2023 (+55.0%) • Worst year: 2022 (-34.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%-2.9%-6.8%+17.1%+11.4%-2.2%------+16.2%
2025+2.8%-5.2%-7.8%+1.4%+10.2%+6.3%+3.5%+0.1%+4.8%+5.4%-1.9%+0.8%+20.8%
2024+2.8%+4.2%+1.9%-3.4%+3.5%+8.8%-2.7%+0.4%+3.2%-0.3%+5.0%+1.4%+27.2%
2023+10.8%+0.4%+8.3%+0.7%+8.3%+6.4%+4.0%-1.3%-4.8%-3.2%+11.0%+5.5%+55.0%
2022-10.9%-3.0%+5.2%-12.1%-4.5%-8.4%+10.7%-3.5%-8.6%+1.3%+1.4%-6.0%-34.1%
2021+0.7%+0.4%+0.9%+6.0%-1.6%+6.5%+2.6%+4.3%-5.0%+6.5%+2.5%+2.5%+28.9%
2020+3.8%-7.6%-4.2%+12.5%+4.9%+7.1%+7.1%+11.6%-4.8%-3.5%+9.8%+5.9%+48.4%
2019+9.7%+3.1%+3.5%+5.2%-7.3%+6.9%+4.1%-3.9%+1.1%+4.3%+4.6%+3.4%+39.2%
2018+8.4%-0.3%-5.6%+2.4%+4.6%+1.5%+2.0%+6.1%-0.3%-9.1%-0.6%-8.8%-1.3%
2017+4.6%+4.8%+2.0%+2.5%+3.8%-2.3%+4.0%+1.6%-0.1%+4.8%+1.8%+1.0%+32.3%
2016-9.7%+0.8%+6.1%-3.8%+4.7%-3.1%+8.1%+0.8%+2.2%-1.0%+0.7%+0.7%+5.2%
2015-2.7%+6.6%-1.8%+1.9%+1.3%-2.3%+4.7%-6.5%-3.4%+12.4%+0.2%-0.1%+9.4%
2014-1.7%+5.9%-2.9%-0.9%+5.0%+3.0%+1.8%+4.3%-0.3%+2.0%+4.9%-1.0%+21.2%
2013+4.7%+0.4%+2.1%+2.3%+4.5%-2.7%+6.3%-0.3%+4.3%+5.6%+3.1%+2.3%+37.4%
2012+7.5%+7.6%+4.6%-1.4%-7.9%+3.5%+2.0%+4.5%+1.4%-5.4%+1.2%-1.8%+15.7%
2011+2.3%+3.6%-0.8%+3.0%-2.2%-1.4%+2.9%-5.3%-4.0%+9.8%-3.8%-0.1%+3.2%
2010+0.1%+2.0%+9.2%+2.9%-7.8%-5.2%+3.8%-2.6%+12.5%+5.5%-0.3%+4.8%+25.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.12% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -35.1%.

Detailed Metrics

Returns
Total Return
+1722.95%
Annualized Return
+19.43%
Avg Monthly Return
+1.60%
Risk
Volatility (Annual)
+19.28%
Max Drawdown
+35.12%
Positive Months
66%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
8.85
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$182,295.01
Backtest Period
2010-01-28 to 2026-06-05
16.4 years
Rebalancing
none
Base Currency
USD
CSNDX | +19.4% CAGR | ETF Backtest