Optimize
Quarterly Rebalancing
EUR
Moderate Risk
5.4yr backtest

Performance Summary

Total Return+241.60%
Annualized Return+25.31%
Volatility+18.22%
Sharpe Ratio1.28
Max Drawdown+25.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A tech and energy-focused ETF portfolio with global equity diversification across US, Europe, and semiconductor/AI sectors.
AssetTypeAllocationTER
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
30.0%0.15%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
20.0%0.25%
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
18.0%0.35%
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1CIE00BJ0KDQ92
ETF
15.0%0.12%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
10.0%0.35%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
7.0%0.07%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,160.28
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 66 months (65%)
Monthly Returns Heatmap
Best month: +13.2% • Worst month: -9.8% • Best year: 2021 (+45.4%) • Worst year: 2022 (-11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+0.9%-0.4%+13.2%+8.3%-------+28.5%
2025+2.9%-3.4%-7.9%-5.7%+8.6%+5.0%+6.0%-1.1%+5.1%+7.3%-2.2%+0.5%+14.4%
2024+4.4%+5.3%+4.8%-1.8%+2.2%+8.2%-3.0%-2.0%+0.5%+1.4%+6.6%-0.2%+28.7%
2023+7.6%+2.0%+3.4%-1.5%+8.6%+3.5%+3.0%+0.4%-1.3%-3.4%+6.9%+4.3%+38.2%
2022-3.9%-0.6%+5.8%-3.2%-0.3%-9.8%+12.1%-2.4%-7.7%+6.2%+0.9%-7.4%-11.8%
2021+3.1%+5.5%+4.9%+0.9%-0.4%+7.4%+0.1%+3.0%-0.2%+6.2%+3.9%+3.9%+45.4%
2020-----------+1.8%+1.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.60% • The longest drawdown period lasted for 9 months and was between August 2022 and May 2023. It reached a trough of -14.8%.

Detailed Metrics

Returns
Total Return
+241.60%
Annualized Return
+25.31%
Avg Monthly Return
+1.99%
Risk
Volatility (Annual)
+18.22%
Max Drawdown
+25.60%
Positive Months
65%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
1.28
Risk-free rate: 2.0%
Sortino Ratio
1.21
Downside risk adjusted
Return/Volatility
1.39
Calmar Ratio
0.99
Return/Max Drawdown
Ulcer Index
5.56
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,160.28
Backtest Period
2020-12-03 to 2026-05-15
5.4 years
Rebalancing
quarterly
Base Currency
EUR