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Evolutionary 144baf62

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Monthly Rebalancing
USD
High Risk
Multi-currency
4.7yr backtest

Performance Summary

Total Return+157.58%
Annualized Return+22.22%
Volatility+24.42%
Sharpe Ratio0.83
Max Drawdown+37.81%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
This ETF portfolio targets global semiconductor innovation and broad market growth through a diversified mix of leading sector and world index funds.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
33.0%0.35%
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
27.0%0.35%
SC0J.XETRA
Invesco MSCI World UCITS ETF AccIE00B60SX394
ETF
22.0%0.05%
UETW.XETRA
UBS Core MSCI World UCITS ETF USD accIE00BD4TXV59
ETF
18.0%0.06%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $25,757.99
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 57 months (56%)
Monthly Returns Heatmap
Best month: +26.8% • Worst month: -13.3% • Best year: 2023 (+50.7%) • Worst year: 2022 (-29.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+12.1%-0.4%-9.0%+26.8%--------+28.8%
2025+4.2%-5.4%-7.7%-0.3%+11.2%+12.1%+2.4%-0.1%+9.1%+10.4%-2.1%+3.2%+40.7%
2024+2.1%+8.1%+4.6%-4.2%+5.5%+7.0%-3.9%-0.4%+1.6%-3.0%+1.5%-0.9%+18.4%
2023+12.3%-0.3%+6.9%-3.5%+10.0%+5.3%+3.7%-3.2%-5.3%-4.5%+13.3%+9.5%+50.7%
2022-10.5%-0.6%+1.9%-11.2%+0.9%-13.3%+10.7%-6.7%-10.5%+3.1%+11.7%-5.4%-29.1%
2021-------+1.1%-4.2%+5.3%+6.0%+3.8%+12.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.81% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -37.8%.

Detailed Metrics

Returns
Total Return
+157.58%
Annualized Return
+22.22%
Avg Monthly Return
+1.94%
Risk
Volatility (Annual)
+24.42%
Max Drawdown
+37.81%
Positive Months
56%
Average Drawdown
-10.7%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
13.44
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$25,757.99
Backtest Period
2021-08-06 to 2026-04-24
4.7 years
Rebalancing
monthly
Base Currency
USD