HomePortfoliosEspremido 2
Optimize
Monthly Rebalancing
EUR
Moderate Risk
3.6yr backtest

Performance Summary

Total Return+112.04%
Annualized Return+23.00%
Volatility+16.00%
Sharpe Ratio1.31
Max Drawdown+24.22%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global ETF portfolio for growth: 50% world equities, 30% US tech (NASDAQ 100), 10% Asia EM, and 10% semiconductors. A diversified, all-equity strategy.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
50.0%0.17%
ANAV.XETRA
AXA IM NASDAQ 100 UCITS ETF USD AccIE000QDFFK00
ETF
30.0%0.14%
CEBL.XETRA
iShares MSCI EM Asia UCITS ETF (Acc)IE00B5L8K969
ETF
10.0%0.2%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
10.0%0.35%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,204
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 45 months (64%)
Monthly Returns Heatmap
Best month: +14.0% • Worst month: -8.7% • Best year: 2023 (+27.1%) • Worst year: 2022 (-5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+1.1%-5.9%+14.0%+10.4%+2.8%-1.4%-----+25.1%
2025+3.6%-3.4%-8.7%-4.2%+8.0%+3.0%+5.0%-0.8%+4.8%+6.8%-1.6%+0.5%+12.2%
2024+2.5%+4.7%+3.4%-1.9%+1.8%+7.0%-1.8%-1.3%+2.2%+0.8%+5.9%+0.4%+25.7%
2023+8.1%-0.0%+3.2%-1.3%+5.5%+4.4%+3.2%-4.0%-1.9%-3.8%+6.8%+5.0%+27.1%
2022----------+0.4%-5.9%-5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.22% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -24.2%.

Detailed Metrics

Returns
Total Return
+112.04%
Annualized Return
+23.00%
Avg Monthly Return
+1.78%
Risk
Volatility (Annual)
+16.00%
Max Drawdown
+24.22%
Positive Months
64%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.31
Risk-free rate: 2.0%
Sortino Ratio
1.25
Downside risk adjusted
Return/Volatility
1.44
Calmar Ratio
0.95
Return/Max Drawdown
Ulcer Index
4.87
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,204
Backtest Period
2022-11-22 to 2026-07-10
3.6 years
Rebalancing
monthly
Base Currency
EUR
Espremido 2 | +23.0% CAGR | ETF Backtest