Optimize
Monthly Rebalancing
EUR
Moderate Risk
10.6yr backtest

Performance Summary

Total Return+409.00%
Annualized Return+16.66%
Volatility+17.44%
Sharpe Ratio0.84
Max Drawdown+31.34%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A tech-heavy global equity ETF portfolio targeting growth via US Nasdaq, S&P 500 IT, and worldwide dividend stocks.
AssetTypeAllocationTER
EQQQ.XETRA
Invesco EQQQ Nasdaq-100 UCITS ETFIE0032077012
ETF
40.0%0.3%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
30.0%0.17%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
20.0%0.15%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF DistributingIE00B8GKDB10
ETF
10.0%0.29%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €50,900.11
Histogram of Monthly Returns
The portfolio had a positive return during 82 of the 127 months (65%)
Monthly Returns Heatmap
Best month: +12.4% • Worst month: -9.6% • Best year: 2019 (+38.8%) • Worst year: 2022 (-21.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.1%-0.5%-4.5%+12.4%+10.2%-0.9%------+16.7%
2025+2.7%-3.7%-9.6%-3.6%+8.5%+2.5%+6.2%-1.3%+4.2%+6.2%-2.0%-0.0%+8.9%
2024+3.8%+4.2%+2.9%-2.2%+2.3%+8.3%-1.9%-1.2%+1.9%+1.8%+7.1%+1.1%+31.2%
2023+7.0%+1.9%+3.4%-0.7%+8.3%+3.8%+2.6%-0.2%-2.2%-3.1%+7.0%+4.4%+36.2%
2022-6.9%-2.7%+5.3%-4.7%-4.5%-6.4%+11.9%-2.0%-6.5%+2.9%-1.1%-7.4%-21.5%
2021+1.4%+1.9%+5.0%+2.3%-1.8%+7.4%+1.9%+3.9%-2.7%+5.8%+3.4%+3.3%+36.3%
2020+2.2%-7.8%-7.7%+11.1%+2.6%+4.4%+0.5%+8.4%-2.1%-3.0%+8.3%+3.2%+19.7%
2019+8.1%+4.4%+4.1%+4.7%-6.1%+4.5%+5.4%-2.3%+2.6%+1.1%+5.2%+2.5%+38.8%
2018+2.6%+0.3%-5.1%+3.8%+6.7%+0.4%+2.0%+4.6%+0.1%-5.5%-0.7%-8.6%-0.9%
2017+0.4%+5.9%+1.1%-0.0%-0.1%-2.5%+0.2%+0.4%+1.5%+5.4%-0.4%+1.1%+13.5%
2016-8.4%+1.4%+1.8%-2.2%+5.4%-1.6%+5.9%+1.1%+1.1%+1.3%+4.5%+2.4%+12.5%
2015------------0.5%-0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.34% • The longest drawdown period lasted for 1 year and 7 months and was between November 2021 and July 2023. It reached a trough of -21.8%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (50.0% of total allocation)

Total Dividends Received

1,251.49

86 payments

Dividend Yield

0.51%

(annualized)

Avg Per Payment

14.55

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
202699.15
2025169.91
2024171.73
2023145.25
2022138.84
2021108.82
202094.83
201990.85
201878.80
201772.12
201667.59
201513.61
Total1,251.49

Detailed Metrics

Returns
Total Return
+409.00%
Annualized Return
+16.66%
Avg Monthly Return
+1.39%
Risk
Volatility (Annual)
+17.44%
Max Drawdown
+31.34%
Positive Months
65%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
7.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
50,900.11
Backtest Period
2015-12-04 to 2026-06-26
10.6 years
Rebalancing
monthly
Base Currency
EUR
Espremido | +16.7% CAGR | ETF Backtest