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Evolutionary Portfolio

Created byuser-q81ecy

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Monthly Rebalancing

USD

High Risk

Multi-currency

4.7yr backtest

Performance Summary

Total Return+156.04%

Annualized Return+22.07%

Volatility+24.30%

Sharpe Ratio0.83

Max Drawdown+37.65%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified ETF portfolio investing in global equities with a strategic focus on the high-growth semiconductor sector for enhanced potential returns.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XDWD.XETRA Xtrackers MSCI World UCITS ETF 1C • IE00BJ0KDQ92	IE00BJ0KDQ92	Acc	ETF	41.0%	0.12%
SEC0.XETRA iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9	IE000I8KRLL9	Acc	ETF	30.0%	0.35%
VVSM.XETRA VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	29.0%	0.35%
Total		Total			100.0%	0.26%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $25,603.87

Histogram of Monthly Returns

The portfolio had a positive return during 32 of the 57 months (56%)

Monthly Returns Heatmap

Best month: +26.4% • Worst month: -13.2% • Best year: 2023 (+50.5%) • Worst year: 2022 (-28.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+11.9%	-0.5%	-8.9%	+26.4%	-	-	-	-	-	-	-	-	+28.2%
2025	+4.2%	-5.4%	-7.6%	-0.2%	+11.1%	+12.0%	+2.5%	-0.1%	+9.0%	+10.2%	-2.0%	+3.1%	+40.3%
2024	+2.1%	+8.1%	+4.6%	-4.2%	+5.4%	+7.0%	-3.8%	-0.3%	+1.6%	-2.9%	+1.6%	-0.9%	+18.6%
2023	+12.2%	-0.3%	+6.8%	-3.5%	+9.9%	+5.3%	+3.7%	-3.1%	-5.3%	-4.5%	+13.2%	+9.5%	+50.5%
2022	-10.4%	-0.7%	+1.9%	-11.1%	+0.8%	-13.2%	+10.7%	-6.6%	-10.5%	+3.1%	+11.6%	-5.4%	-28.9%
2021	-	-	-	-	-	-	-	+1.1%	-4.2%	+5.2%	+5.9%	+3.8%	+12.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +37.65% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -37.6%.

Detailed Metrics

Returns

Total Return

+156.04%

Annualized Return

+22.07%

Avg Monthly Return

+1.93%

Risk

Volatility (Annual)

+24.30%

Max Drawdown

+37.65%

Positive Months

56%

Average Drawdown

-10.6%

Risk-Adjusted

Sharpe Ratio

0.83

Risk-free rate: 2.0%

Sortino Ratio

0.82

Downside risk adjusted

Return/Volatility

0.91

Calmar Ratio

0.59

Return/Max Drawdown

Ulcer Index

13.34

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$25,603.87

Backtest Period

2021-08-06 to 2026-04-24
4.7 years

Rebalancing

monthly

Base Currency

USD