HomePortfolioscto balanced

cto balanced

Created byuser-u4ijwi
Optimize
None Rebalancing
EUR
Moderate Risk
5.4yr backtest

Performance Summary

Total Return+231.40%
Annualized Return+24.61%
Volatility+17.82%
Sharpe Ratio1.27
Max Drawdown+24.31%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio focused on energy, AI, semiconductors, US tech, Europe, and broad world market exposure for growth.
AssetTypeAllocationTER
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
38.4%0.25%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EUR • IE00BGV5VN51
ETF
18.8%0.35%
VVSM.XETRA
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
13.8%0.35%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14
ETF
12.0%0.15%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
12.0%0.07%
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1C • IE00BJ0KDQ92
ETF
5.0%0.12%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €33,139.79
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 66 months (73%)
Monthly Returns Heatmap
Best month: +10.9% • Worst month: -11.6% • Best year: 2021 (+44.9%) • Worst year: 2020 (+1.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.9%+2.9%+3.7%+8.5%+6.2%-------+31.4%
2025+4.2%-2.4%-4.9%-8.6%+6.2%+4.2%+5.3%-0.4%+3.6%+6.1%-1.1%+0.4%+11.9%
2024+3.4%+4.0%+6.3%-0.4%-0.1%+5.5%-2.1%-2.8%-0.8%+1.7%+7.1%-2.8%+20.1%
2023+5.2%+0.3%-0.1%+0.1%+2.1%+3.5%+4.0%+1.4%+1.5%-4.0%+3.0%+2.8%+21.4%
2022+0.7%+1.0%+6.8%-0.5%+4.1%-11.6%+10.0%+0.3%-7.3%+10.9%+0.6%-7.1%+5.4%
2021+4.0%+7.8%+5.1%+0.1%+0.7%+6.7%-2.1%+2.0%+2.6%+6.5%+1.1%+3.7%+44.9%
2020-----------+1.3%+1.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.31% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -13.2%.

Detailed Metrics

Returns
Total Return
+231.40%
Annualized Return
+24.61%
Avg Monthly Return
+1.92%
Risk
Volatility (Annual)
+17.82%
Max Drawdown
+24.31%
Positive Months
73%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
1.27
Risk-free rate: 2.0%
Sortino Ratio
1.18
Downside risk adjusted
Return/Volatility
1.38
Calmar Ratio
1.01
Return/Max Drawdown
Ulcer Index
4.92
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€33,139.79
Backtest Period
2020-12-03 to 2026-05-15
5.4 years
Rebalancing
none
Base Currency
EUR