Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
5.6yr backtest

Performance Summary

Total Return+199.67%
Annualized Return+21.66%
Volatility+17.38%
Sharpe Ratio1.13
Max Drawdown+24.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio for global growth, combining core world and US equity funds with targeted semiconductor exposure.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
30.0%0.07%
SMGB.LSE
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
20.0%0.35%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,966.78
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 68 months (65%)
Monthly Returns Heatmap
Best month: +17.3% • Worst month: -9.5% • Best year: 2021 (+39.3%) • Worst year: 2022 (-17.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+0.3%-5.5%+17.3%+12.7%+6.5%-2.9%-----+35.3%
2025+3.8%-4.2%-9.5%-4.5%+8.2%+3.7%+5.4%-0.9%+4.9%+7.5%-1.3%+0.7%+12.9%
2024+4.2%+5.8%+4.2%-2.5%+2.3%+7.1%-2.3%-1.3%+1.4%+1.0%+6.7%+0.1%+29.4%
2023+6.4%+1.2%+1.8%-1.6%+7.0%+3.5%+2.6%-0.5%-2.4%-3.6%+7.2%+5.6%+30.1%
2022-7.0%-1.3%+4.8%-4.2%-2.9%-7.7%+11.6%-2.8%-6.3%+3.8%+1.1%-6.6%-17.7%
2021+1.7%+3.5%+6.0%+1.6%-0.4%+5.7%+1.6%+3.5%-2.0%+5.3%+4.1%+3.5%+39.3%
2020-----------+1.7%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.88% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -19.6%.

Detailed Metrics

Returns
Total Return
+199.67%
Annualized Return
+21.66%
Avg Monthly Return
+1.75%
Risk
Volatility (Annual)
+17.38%
Max Drawdown
+24.88%
Positive Months
65%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
1.13
Risk-free rate: 2.0%
Sortino Ratio
1.08
Downside risk adjusted
Return/Volatility
1.25
Calmar Ratio
0.87
Return/Max Drawdown
Ulcer Index
7.15
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,966.78
Backtest Period
2020-12-03 to 2026-07-10
5.6 years
Rebalancing
none
Base Currency
EUR
Global | +21.7% CAGR | ETF Backtest