Optimize
None Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+154.44%
Annualized Return+14.66%
Volatility+17.02%
Sharpe Ratio0.74
Max Drawdown+32.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Explore a global equity portfolio with 80% VWCE ETF for worldwide exposure and 20% EQQQ ETF targeting US tech growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
EQQQ.XETRA
Invesco EQQQ Nasdaq-100 UCITS ETFIE0032077012
ETF
20.0%0.3%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,444
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 83 months (66%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -9.8% • Best year: 2021 (+31.3%) • Worst year: 2022 (-17.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%+0.6%-5.0%+10.2%+6.3%-------+13.0%
2025+3.9%-3.1%-8.3%-3.7%+7.1%+1.5%+5.2%-0.9%+3.4%+5.1%-1.1%+0.1%+8.5%
2024+3.1%+3.9%+3.1%-1.9%+1.4%+6.2%-0.8%-0.8%+1.9%+1.3%+7.0%+0.0%+26.9%
2023+5.9%+0.6%+1.6%-0.2%+4.6%+3.7%+2.7%-0.6%-1.7%-3.4%+6.2%+4.2%+25.6%
2022-6.0%-2.4%+4.6%-3.6%-4.0%-6.0%+10.3%-1.7%-6.1%+2.8%+0.4%-6.3%-17.8%
2021+1.2%+2.3%+5.3%+1.9%-0.9%+5.7%+1.2%+3.4%-2.2%+5.1%+1.5%+3.3%+31.3%
2020+0.3%-8.0%-9.8%+10.2%+2.4%+3.2%+0.3%+6.7%-1.5%-2.1%+8.5%+2.4%+11.3%
2019------+0.1%-2.0%+3.0%+0.5%+4.4%+2.3%+8.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.30% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -19.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

106.08

27 payments

Dividend Yield

0.10%

(annualized)

Avg Per Payment

3.93

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
20263.80
202518.44
202421.74
202317.25
202216.54
202110.17
202012.21
20195.93
Total106.08

Detailed Metrics

Returns
Total Return
+154.44%
Annualized Return
+14.66%
Avg Monthly Return
+1.22%
Risk
Volatility (Annual)
+17.02%
Max Drawdown
+32.30%
Positive Months
66%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
7.58
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,444
Backtest Period
2019-07-25 to 2026-05-22
6.8 years
Rebalancing
none
Base Currency
EUR
gaymer11 | +14.7% CAGR | ETF Backtest