Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
4.2yr backtest

Performance Summary

Total Return+100.10%
Annualized Return+17.95%
Volatility+14.30%
Sharpe Ratio1.12
Max Drawdown+23.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified equity portfolio focused on Polish and emerging markets, plus cybersecurity, via a curated mix of ETFs and funds for growth.
AssetTypeAllocationTER
ETFBM40TR.WAR
Beta mWIG40TR Portfelowy FIZPLBETF400025
ETF
38.9%0.9%
ETFBS80TR.WAR
Beta ETF sWIG80TR Portfelowy FIZPLBSWTR00014
ETF
21.1%0.4%
LU1703069887
Goldman Sachs Emerging Markets Equity Income - R Cap EURLU1703069887
FUND
17.3%1.85%
LU2286301101
Allianz Global Investors Fund - Allianz Cyber Security RT EUR AccLU2286301101
FUND
15.3%0.75%
CBRS.XETRA
First Trust Nasdaq Cybersecurity UCITS ETF AccIE00BF16M727
ETF
4.7%0.6%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
2.7%0.18%
Total100.0%0.90%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,009.79
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 51 months (69%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -9.2% • Best year: 2023 (+41.5%) • Worst year: 2022 (-16.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.4%-0.7%-6.2%+7.9%+10.0%+0.2%------+18.0%
2025+6.8%+1.2%+0.8%+1.8%+4.9%+3.1%+1.3%-1.4%+1.5%+2.9%-1.1%+1.5%+25.7%
2024+1.9%+5.4%+1.2%-0.4%+2.8%+2.8%-3.0%+0.7%-0.5%-2.8%+3.4%+2.1%+14.2%
2023+6.5%+0.2%+2.7%+1.6%+3.9%+5.6%+6.7%-4.0%-4.3%+3.3%+8.3%+5.6%+41.5%
2022----7.4%-1.3%-7.2%+2.4%-2.0%-9.2%+4.7%+5.5%-2.3%-16.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.09% • The longest drawdown period lasted for 1 year and 2 months and was between April 2022 and June 2023. It reached a trough of -23.1%.

Detailed Metrics

Returns
Total Return
+100.10%
Annualized Return
+17.95%
Avg Monthly Return
+1.45%
Risk
Volatility (Annual)
+14.30%
Max Drawdown
+23.09%
Positive Months
69%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
1.12
Risk-free rate: 2.0%
Sortino Ratio
1.06
Downside risk adjusted
Return/Volatility
1.26
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
7.65
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,009.79
Backtest Period
2022-04-05 to 2026-06-18
4.2 years
Rebalancing
none
Base Currency
EUR
Emerging | +17.9% CAGR | ETF Backtest