HomePortfoliosGROWTH VALUE
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None Rebalancing
EUR
High Risk
Multi-currency
10.4yr backtest

Performance Summary

Total Return+534.41%
Annualized Return+19.47%
Volatility+20.77%
Sharpe Ratio0.84
Max Drawdown+32.59%

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 €63,441.24
Histogram of Monthly Returns
The portfolio had a positive return during 83 of the 125 months (66%)
Monthly Returns Heatmap
Best month: +18.4% • Worst month: -11.4% • Best year: 2023 (+47.3%) • Worst year: 2022 (-21.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.5%-1.4%-5.2%+18.4%--------+8.0%
2025-1.2%-3.8%-11.4%-2.8%+10.3%+4.7%+7.4%-0.7%+6.1%+7.9%-4.0%+0.0%+10.7%
2024+5.7%+4.7%+3.3%-2.8%+4.4%+11.9%-3.6%-1.5%+1.7%+1.8%+7.0%+3.8%+41.6%
2023+7.3%+3.6%+5.2%-1.3%+11.8%+4.3%+2.4%+0.1%-3.4%-2.2%+9.1%+3.6%+47.3%
2022-5.9%-2.9%+5.2%-4.9%-4.4%-7.0%+13.0%-2.5%-7.7%+4.8%-3.1%-6.5%-21.5%
2021+0.8%+2.7%+4.9%+1.8%-1.3%+7.9%+2.7%+4.0%-2.5%+5.5%+5.3%+3.9%+41.5%
2020+5.1%-9.4%-6.3%+9.4%+3.9%+4.8%-2.1%+12.1%-3.5%-4.6%+7.3%+5.4%+21.2%
2019+7.0%+6.2%+4.2%+5.5%-7.2%+5.4%+6.9%-3.7%+3.9%+1.3%+6.3%+1.8%+43.3%
2018+1.3%+1.8%-5.2%+4.9%+6.7%+0.1%+1.1%+4.3%+0.4%-5.8%-1.9%-7.8%-1.1%
2017+0.9%+6.8%+0.5%+0.1%+0.1%-3.4%+0.8%+1.5%+2.1%+7.8%-1.0%+1.0%+17.9%
2016-9.8%+0.5%+0.6%+1.0%+3.5%-1.3%+8.6%+0.9%+1.6%+2.1%+4.0%+2.8%+14.4%
2015------------1.2%-1.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.59% • The longest drawdown period lasted for 1 year and 4 months and was between December 2021 and May 2023. It reached a trough of -22.9%.

Detailed Metrics

Returns
Total Return
+534.41%
Annualized Return
+19.47%
Avg Monthly Return
+1.62%
Risk
Volatility (Annual)
+20.77%
Max Drawdown
+32.59%
Positive Months
66%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
7.75
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
63,441.24
Backtest Period
2015-12-04 to 2026-04-24
10.4 years
Rebalancing
none
Base Currency
EUR