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Evolution 3

Created byuser-q81ecy
Optimize
Monthly Rebalancing
USD
High Risk
Multi-currency
4.7yr backtest

Performance Summary

Total Return+178.84%
Annualized Return+24.30%
Volatility+22.60%
Sharpe Ratio0.99
Max Drawdown+35.15%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Precious Metals 15.0%
Holdings Details
A tech and semiconductor-focused ETF portfolio diversified with global equities and a 15% gold allocation for balanced growth and stability.
AssetTypeAllocationTER
VVSM.XETRA
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
34.0%0.35%
SC0J.XETRA
Invesco MSCI World UCITS ETF Acc • IE00B60SX394
ETF
27.0%0.05%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
24.0%0.35%
8PSG.F
Invesco Physical Gold ETC • IE00B579F325
ETF
15.0%0.12%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $27,883.72
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 57 months (65%)
Monthly Returns Heatmap
Best month: +24.8% • Worst month: -12.2% • Best year: 2023 (+48.5%) • Worst year: 2022 (-26.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+13.0%+0.5%-9.4%+24.8%--------+28.5%
2025+4.7%-5.0%-5.3%+0.6%+9.9%+11.2%+2.4%+0.2%+10.2%+10.0%-1.3%+3.5%+46.9%
2024+1.9%+7.4%+5.3%-2.9%+5.1%+6.4%-3.4%+0.1%+2.1%-2.0%+0.4%-0.7%+20.7%
2023+12.0%-0.9%+7.8%-3.5%+9.9%+4.0%+3.5%-2.9%-5.3%-2.7%+12.0%+8.6%+48.5%
2022-9.4%+0.4%+1.6%-10.1%+0.7%-12.2%+9.4%-6.5%-9.7%+1.9%+11.9%-4.3%-26.0%
2021-------+1.3%-4.3%+4.7%+6.3%+3.2%+11.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.15% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -35.2%.

Detailed Metrics

Returns
Total Return
+178.84%
Annualized Return
+24.30%
Avg Monthly Return
+2.05%
Risk
Volatility (Annual)
+22.60%
Max Drawdown
+35.15%
Positive Months
65%
Average Drawdown
-9.1%
Risk-Adjusted
Sharpe Ratio
0.99
Risk-free rate: 2.0%
Sortino Ratio
1.00
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
11.76
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$27,883.72
Backtest Period
2021-08-06 to 2026-04-24
4.7 years
Rebalancing
monthly
Base Currency
USD