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Monthly Rebalancing
EUR
High Risk
Multi-currency
8.1yr backtest

Performance Summary

Total Return+207.84%
Annualized Return+14.84%
Volatility+20.13%
Sharpe Ratio0.64
Max Drawdown+42.92%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio equally split between global energy and artificial intelligence technology sectors for targeted growth.
AssetTypeAllocationTER
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
50.0%0.25%
AIQ.US
Global X Artificial Intelligence & Technology ETFUS37954Y6326
ETF
50.0%0.68%
Total100.0%0.47%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €30,784.37
Histogram of Monthly Returns
The portfolio had a positive return during 63 of the 99 months (64%)
Monthly Returns Heatmap
Best month: +18.6% • Worst month: -17.8% • Best year: 2021 (+39.6%) • Worst year: 2018 (-15.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.7%+3.5%+5.9%+5.8%+7.8%-1.9%-3.3%-----+25.3%
2025+5.1%-1.6%-4.2%-9.1%+5.0%+3.0%+4.5%+1.1%+4.0%+5.1%-1.3%-0.8%+10.1%
2024+1.9%+4.0%+5.5%-0.7%-0.6%+4.3%-0.9%-2.4%+0.3%+1.9%+8.7%-3.3%+19.5%
2023+7.2%-0.0%+1.0%-1.4%+3.1%+4.4%+5.3%+0.6%+1.1%-3.9%+3.5%+1.6%+24.3%
2022+3.6%-0.8%+6.5%-2.7%+3.6%-10.1%+10.0%+1.1%-7.8%+9.5%+2.0%-8.5%+4.0%
2021+3.5%+9.8%+4.1%-0.7%+0.3%+7.0%-3.1%+2.4%+4.7%+6.2%-1.2%+1.7%+39.6%
2020-1.7%-10.8%-17.8%+15.0%+3.3%+0.9%-3.1%+5.1%-6.6%-3.5%+18.6%+1.7%-4.3%
2019+11.9%+4.9%+3.0%+3.9%-8.4%+4.4%+2.8%-5.0%+3.3%-2.1%+5.1%+2.7%+28.2%
2018-----0.1%+1.1%+0.2%+1.1%+2.0%-9.1%-1.0%-10.2%-15.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +42.92% • The longest drawdown period lasted for 11 months and was between February 2020 and January 2021. It reached a trough of -42.9%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (50.0% of total allocation)

Total Dividends Received

183.98

15 payments

Dividend Yield

0.14%

(annualized)

Avg Per Payment

12.27

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202610.98
202515.51
202418.58
202330.34
202222.66
202118.15
202029.38
201938.39
Total183.98

Detailed Metrics

Returns
Total Return
+207.84%
Annualized Return
+14.84%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+20.13%
Max Drawdown
+42.92%
Positive Months
64%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
8.59
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,784.37
Backtest Period
2018-05-16 to 2026-07-02
8.1 years
Rebalancing
monthly
Base Currency
EUR
energy tech | +14.8% CAGR | ETF Backtest