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europe

Created byuser-u4ijwi
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None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+100.27%
Annualized Return+13.41%
Volatility+14.41%
Sharpe Ratio0.79
Max Drawdown+24.84%

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 Acc • IE00B8X9NY41
ETF
20.0%0.65%
LUTI.XETRA
Amundi STOXX Europe 600 Utilities UCITS ETF Acc • LU1834988864
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 Acc • LU1834988609
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 €20,026.75
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: -8.9% • Best year: 2025 (+23.7%) • Worst year: 2022 (-16.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.6%+6.8%-6.4%+8.1%+5.3%-------+20.1%
2025+5.8%+2.8%-1.9%+1.2%+5.5%-0.0%-0.3%-0.1%+3.0%+4.2%-0.4%+2.0%+23.7%
2024+2.0%+0.7%+3.2%-1.8%+4.0%-0.2%+1.1%+1.2%+0.9%-3.2%+1.6%-0.2%+9.5%
2023+8.0%+2.1%+1.4%+0.6%-1.1%+2.2%+0.7%-3.0%-3.0%-2.6%+8.9%+2.8%+17.6%
2022-4.1%-3.8%-0.0%-1.0%-0.4%-8.8%+6.7%-5.1%-8.9%+6.5%+6.9%-4.0%-16.3%
2021-0.1%+0.9%+7.0%+1.9%+1.7%+1.1%+2.1%+4.0%-5.0%+3.5%-1.8%+4.3%+20.8%
2020----------+0.8%+2.8%+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.84% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -24.8%.

Detailed Metrics

Returns
Total Return
+100.27%
Annualized Return
+13.41%
Avg Monthly Return
+1.12%
Risk
Volatility (Annual)
+14.41%
Max Drawdown
+24.84%
Positive Months
61%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.93
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
7.23
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,026.75
Backtest Period
2020-11-20 to 2026-05-29
5.5 years
Rebalancing
none
Base Currency
EUR