Optimize
None Rebalancing
EUR
Moderate Risk
2.3yr backtest

Performance Summary

Total Return+53.81%
Annualized Return+20.86%
Volatility+18.99%
Sharpe Ratio0.99
Max Drawdown+23.00%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with ETFs in world markets, healthcare innovation, and strategic metals for diversified growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
33.4%0.19%
XGEN.XETRA
Xtrackers MSCI Genomic Healthcare Innovation UCITS ETF 1CIE000KD0BZ68
ETF
33.3%0.3%
RARE.XETRA
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Unhedged AccIE000KHX9DX6
ETF
33.3%0.5%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,381.17
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 28 months (64%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -9.9% • Best year: 2025 (+33.1%) • Worst year: 2024 (+3.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.5%+5.9%-9.9%+7.5%+2.3%-2.2%-4.9%+8.1%----+12.2%
2025+5.4%-3.2%-5.8%-5.6%+3.7%+4.1%+6.6%+4.7%+7.7%+6.0%+3.4%+3.1%+33.1%
2024-----0.4%-0.5%+2.2%-2.9%+4.1%+0.3%+4.9%-4.5%+3.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.00% • The longest drawdown period lasted for 8 months and was between December 2024 and August 2025. It reached a trough of -23.0%.

Detailed Metrics

Returns
Total Return
+53.81%
Annualized Return
+20.86%
Avg Monthly Return
+1.67%
Risk
Volatility (Annual)
+18.99%
Max Drawdown
+23.00%
Positive Months
64%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.99
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.91
Return/Max Drawdown
Ulcer Index
5.79
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,381.17
Backtest Period
2024-05-06 to 2026-08-14
2.3 years
Rebalancing
none
Base Currency
EUR
First Pie | +20.9% CAGR | ETF Backtest