HomePortfolioscto gemini
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None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+207.59%
Annualized Return+22.83%
Volatility+16.45%
Sharpe Ratio1.27
Max Drawdown+24.93%

Holdings

Asset Allocation

Asset Class

Equity 93.0%Commodities 7.0%
Holdings Details
Diversified ETF portfolio targeting global tech, energy, infrastructure, and Asia equities, plus commodities for balanced growth.
AssetTypeAllocationTER
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
30.0%0.15%
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
12.0%0.35%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
12.0%0.25%
DX2E.XETRA
Xtrackers S&P Global Infrastructure Swap UCITS ETF 1CLU0322253229
ETF
12.0%0.6%
FVSJ.XETRA
Franklin FTSE Asia ex China ex Japan UCITS ETFIE00BFWXDV39
ETF
10.0%0.14%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
10.0%0.35%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
7.0%0.19%
2B77.XETRA
iShares Ageing Population UCITS ETFIE00BYZK4669
ETF
7.0%0.4%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €30,758.65
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 66 months (67%)
Monthly Returns Heatmap
Best month: +13.6% • Worst month: -8.6% • Best year: 2021 (+38.3%) • Worst year: 2022 (-8.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+1.1%-1.1%+13.6%+10.4%-------+30.7%
2025+2.2%-3.7%-7.4%-5.5%+7.8%+4.6%+6.0%-1.4%+5.2%+7.7%-2.3%+0.4%+12.6%
2024+3.6%+4.4%+4.6%-1.3%+2.2%+8.0%-3.0%-1.9%+1.2%+1.5%+6.4%-0.1%+27.9%
2023+5.5%+0.8%+1.8%-1.1%+6.0%+2.9%+3.1%+0.1%-0.9%-3.1%+5.3%+3.5%+26.2%
2022-3.2%+0.1%+6.0%-1.3%-0.2%-8.6%+10.1%-1.0%-7.4%+4.9%+0.7%-6.9%-8.3%
2021+3.0%+4.5%+4.5%+1.1%-0.7%+6.2%-0.1%+2.8%+0.3%+4.9%+2.6%+4.0%+38.3%
2020-----------+2.0%+2.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.93% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -13.9%.

Detailed Metrics

Returns
Total Return
+207.59%
Annualized Return
+22.83%
Avg Monthly Return
+1.81%
Risk
Volatility (Annual)
+16.45%
Max Drawdown
+24.93%
Positive Months
67%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
1.27
Risk-free rate: 2.0%
Sortino Ratio
1.18
Downside risk adjusted
Return/Volatility
1.39
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
5.42
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,758.65
Backtest Period
2020-12-03 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
cto gemini | +22.8% CAGR | ETF Backtest