Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+104.12%
Annualized Return+13.85%
Volatility+14.14%
Sharpe Ratio0.84
Max Drawdown+24.23%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified European equity ETF portfolio targeting growth sectors like tech and utilities alongside ESG and multi-factor strategies.
AssetTypeAllocationTER
FTGE.XETRA
First Trust Eurozone AlphaDEX UCITS ETF AccIE00B8X9NY41
ETF
20.0%0.65%
LUTI.XETRA
Amundi STOXX Europe 600 Utilities UCITS ETF AccLU1834988864
ETF
20.0%0.3%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
20.0%0.18%
LTCM.XETRA
Amundi STOXX Europe 600 Telecommunications UCITS ETF AccLU1834988609
ETF
20.0%0.3%
EDM4.XETRA
iShares MSCI EMU ESG Enhanced CTB UCITS ETF EUR (Acc)IE00BHZPJ015
ETF
20.0%0.12%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,412.29
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 67 months (61%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -9.0% • Best year: 2025 (+24.3%) • Worst year: 2022 (-15.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.6%+7.1%-6.3%+8.0%+5.8%-------+21.1%
2025+5.6%+3.0%-1.5%+1.3%+5.4%-0.0%-0.2%-0.1%+2.8%+4.2%-0.2%+2.0%+24.3%
2024+1.8%+0.4%+3.2%-1.7%+4.1%-0.4%+1.4%+1.4%+1.0%-3.0%+1.5%-0.4%+9.6%
2023+7.9%+2.1%+1.4%+0.6%-1.1%+2.1%+0.7%-3.0%-3.0%-2.6%+8.9%+2.8%+17.4%
2022-3.6%-3.6%-0.1%-0.7%-0.3%-8.6%+6.4%-4.9%-9.0%+6.4%+6.7%-3.9%-15.7%
2021-0.1%+0.8%+7.0%+1.9%+1.8%+1.1%+2.0%+4.0%-5.0%+3.4%-1.8%+4.3%+20.6%
2020----------+0.8%+2.8%+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.23% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -24.2%.

Detailed Metrics

Returns
Total Return
+104.12%
Annualized Return
+13.85%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+14.14%
Max Drawdown
+24.23%
Positive Months
61%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
6.85
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,412.29
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
europe | +13.9% CAGR | ETF Backtest