HomePortfoliosGROWTH VALUE
Optimize
None Rebalancing
EUR
High Risk
10.3yr backtest

Performance Summary

Total Return+489.07%
Annualized Return+18.73%
Volatility+20.26%
Sharpe Ratio0.83
Max Drawdown+32.57%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Growth-focused ETF portfolio blending 66% US technology sector and 34% global value stocks for a diversified, dynamic equity strategy.
AssetTypeAllocationTER
IUIT.LSE
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
66.0%0.15%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
34.0%0.25%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €58,906.8
Histogram of Monthly Returns
The portfolio had a positive return during 86 of the 125 months (69%)
Monthly Returns Heatmap
Best month: +12.3% • Worst month: -9.9% • Best year: 2023 (+51.9%) • Worst year: 2022 (-26.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.7%-2.8%-7.0%+3.7%---------6.9%
2025-1.3%-3.8%-8.0%+1.7%+10.8%+8.9%+5.4%+0.1%+6.5%+6.5%-3.8%+1.3%+25.0%
2024+3.4%+4.7%+3.2%-4.0%+6.2%+10.5%-2.6%+0.5%+2.5%-0.5%+4.0%+2.1%+33.5%
2023+8.9%+0.9%+7.8%+0.3%+8.5%+6.4%+3.2%-1.3%-5.8%-2.1%+12.3%+5.0%+51.9%
2022-7.1%-3.0%+3.9%-9.4%-2.7%-9.3%+10.3%-4.3%-9.9%+5.7%+2.2%-4.0%-26.1%
2021+0.1%+2.2%+1.9%+4.3%+0.2%+4.9%+2.8%+3.5%-4.4%+5.4%+3.2%+4.3%+31.7%
2020+3.4%-9.7%-6.6%+9.5%+4.9%+6.4%+3.3%+11.6%-4.1%-5.2%+10.9%+6.7%+32.2%
2019+7.1%+5.3%+3.0%+5.2%-7.7%+7.7%+4.2%-3.9%+2.6%+3.5%+4.9%+3.6%+40.4%
2018+6.0%-0.1%-4.8%+2.1%+3.7%-0.7%+1.9%+4.4%+0.2%-7.7%-2.0%-7.4%-5.3%
2017+2.7%+4.6%+1.8%+1.7%+3.3%-1.4%+4.0%+2.0%+1.4%+6.3%+1.3%+1.5%+33.2%
2016-9.8%-0.2%+5.5%+0.8%+2.0%-1.8%+8.2%+1.9%+1.8%+0.6%+0.3%+2.0%+10.7%
2015------------1.0%-1.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.57% • The longest drawdown period lasted for 1 year and 5 months and was between December 2021 and June 2023. It reached a trough of -31.8%.

Detailed Metrics

Returns
Total Return
+489.07%
Annualized Return
+18.73%
Avg Monthly Return
+1.55%
Risk
Volatility (Annual)
+20.26%
Max Drawdown
+32.57%
Positive Months
69%
Average Drawdown
-6.4%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.58
Return/Max Drawdown
Ulcer Index
8.85
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
58,906.8
Backtest Period
2015-12-04 to 2026-04-02
10.3 years
Rebalancing
none
Base Currency
EUR