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ETFs e ações

Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+221.34%
Annualized Return+19.15%
Volatility+17.65%
Sharpe Ratio0.97
Max Drawdown+34.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with core MSCI World ETF, plus targeted allocations to European financials, tech, healthcare, and finance.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
61.2%0.2%
SPYZ.XETRA
State Street SPDR MSCI Europe Financials UCITS ETF EURIE00BKWQ0G16
ETF
16.5%0.18%
ASME.DU
ASML Holding N.V.NL0010273215
STOCK
6.7%0%
LLY.XETRA
Eli Lilly and CompanyUS5324571083
STOCK
5.6%0%
3V64.XETRA
Visa IncUS92826C8394
STOCK
5.3%0%
CHV.XETRA
Chevron CorporationUS1667641005
STOCK
4.7%0%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €32,133.94
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 81 months (64%)
Monthly Returns Heatmap
Best month: +12.8% • Worst month: -10.7% • Best year: 2021 (+40.7%) • Worst year: 2022 (-5.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+1.0%-5.6%+5.7%+8.2%+7.4%-1.3%-----+18.9%
2025+5.8%+1.8%-7.8%-2.5%+1.3%+0.8%+2.9%-0.6%+3.6%+6.8%+4.5%+1.1%+18.2%
2024+6.5%+6.7%+3.9%-2.0%+3.0%+5.9%-3.8%+2.2%-2.0%-0.6%+4.8%-0.8%+25.5%
2023+4.7%-0.4%+0.3%+1.7%+4.3%+3.7%+0.7%+2.7%-1.3%-2.4%+5.8%+3.3%+25.2%
2022-5.4%-1.7%+6.1%-2.2%-0.4%-6.8%+10.1%-3.4%-4.5%+7.8%+2.4%-5.5%-5.0%
2021+2.1%+5.2%+5.7%+1.6%+1.2%+4.9%+3.2%+3.6%-2.7%+5.8%-0.3%+4.8%+40.7%
2020-0.1%-9.2%-10.7%+9.8%+2.2%+3.1%-3.1%+5.2%-2.3%-3.5%+12.8%+3.1%+4.7%
2019----------+1.1%+2.8%+4.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.26% • The longest drawdown period lasted for 10 months and was between February 2020 and January 2021. It reached a trough of -34.3%.

Detailed Metrics

Returns
Total Return
+221.34%
Annualized Return
+19.15%
Avg Monthly Return
+1.55%
Risk
Volatility (Annual)
+17.65%
Max Drawdown
+34.26%
Positive Months
64%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
6.61
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
32,133.94
Backtest Period
2019-11-18 to 2026-07-17
6.7 years
Rebalancing
none
Base Currency
EUR