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Growth portfolio 2 — Max Sharpe strategy

Created byuser-vzt9j5
Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
14.6yr backtest

Performance Summary

Total Return+1136.82%
Annualized Return+18.86%
Volatility+17.87%
Sharpe Ratio0.94
Max Drawdown+30.14%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio with 60% US large-cap QQQ and 40% global equities for broad, growth-oriented market exposure.
AssetTypeAllocationTER
QQQ.US
Invesco QQQ Trust • US46090E1038
ETF
60.0%0.2%
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
40.0%0.17%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €123,682.25
Histogram of Monthly Returns
The portfolio had a positive return during 115 of the 175 months (66%)
Monthly Returns Heatmap
Best month: +14.1% • Worst month: -10.4% • Best year: 2023 (+42.0%) • Worst year: 2022 (-25.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.2%-0.4%-3.4%+12.6%--------+8.0%
2025+2.5%-2.6%-10.4%-3.1%+8.2%+2.0%+4.5%+0.1%+4.4%+5.9%-1.5%-1.5%+7.2%
2024+3.9%+4.9%+1.8%-2.9%+3.7%+7.0%-1.9%-0.9%+1.7%+1.4%+8.1%+1.6%+31.5%
2023+8.0%+1.8%+5.1%-0.8%+9.2%+4.0%+3.0%-0.2%-2.6%-2.4%+7.2%+4.1%+42.0%
2022-6.9%-3.8%+5.5%-7.7%-3.3%-6.7%+14.1%-3.0%-8.0%+3.4%+0.3%-9.8%-25.1%
2021+1.0%+0.9%+4.9%+3.0%-2.1%+8.0%+2.4%+4.3%-3.5%+7.4%+3.2%+1.3%+34.9%
2020+3.5%-6.5%-8.4%+13.8%+4.7%+4.0%+1.4%+9.5%-3.7%-2.3%+8.1%+3.4%+28.3%
2019+8.6%+3.7%+4.2%+5.3%-7.0%+4.7%+4.8%-1.8%+2.3%+1.7%+5.2%+1.9%+37.9%
2018+3.2%-0.1%-4.3%+3.5%+7.1%+1.2%+2.2%+4.5%-0.0%-6.3%+0.1%-8.7%+1.2%
2017+2.2%+6.1%+0.5%+0.7%-0.0%-3.4%+0.6%+0.9%+1.0%+5.4%-0.4%+0.4%+14.5%
2016-6.8%-0.5%+1.7%-1.5%+5.1%-1.5%+6.5%+0.3%+1.3%+0.4%+4.4%+2.0%+11.2%
2015+5.2%+7.7%+2.0%-1.5%+3.5%-3.5%+4.5%-9.4%-2.1%+12.2%+3.9%-4.3%+17.6%
2014-0.9%+3.3%-2.0%-0.3%+5.6%+2.1%+2.5%+5.8%+2.7%+2.4%+4.7%+0.5%+29.4%
2013+1.0%+4.6%+4.3%-0.1%+3.8%-3.0%+4.3%-1.1%+2.4%+5.0%+2.2%+1.0%+26.7%
2012+5.9%+4.2%+3.3%-0.5%-1.4%+1.7%+5.0%+1.6%-1.1%-4.0%+1.0%-1.5%+14.6%
2011---------+9.3%-0.5%+3.3%+12.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.14% • The longest drawdown period lasted for 1 year and 9 months and was between November 2021 and September 2023. It reached a trough of -27.5%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (60.0% of total allocation)

Total Dividends Received

€3,686.73

61 payments

Dividend Yield

0.54%

(annualized)

Avg Per Payment

€60.44

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
2026€112.76
2025€428.49
2024€503.93
2023€371.78
2022€358.41
2021€250.93
2020€254.12
2019€241.58
2018€204.85
2017€188.31
2016€189.13
2015€164.76
2014€179.94
2013€106.21
2012€100.20
2011€31.35
Total€3,686.73

Detailed Metrics

Returns
Total Return
+1136.82%
Annualized Return
+18.86%
Avg Monthly Return
+1.55%
Risk
Volatility (Annual)
+17.87%
Max Drawdown
+30.14%
Positive Months
66%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.63
Return/Max Drawdown
Ulcer Index
7.40
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€123,682.25
Backtest Period
2011-10-03 to 2026-04-24
14.6 years
Rebalancing
none
Base Currency
EUR
Growth portfolio 2 — Max Sharpe strategy | 14-Year Backtest