Home PortfoliosIK 02

IK 02

Created byuser-5us6my

Annual Rebalancing

EUR

Moderate Risk

1.5yr backtest

Performance Summary

Total Return+23.13%

Annualized Return+15.11%

Volatility+18.68%

Sharpe Ratio0.70

Max Drawdown+24.51%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified global equity ETF portfolio with 70% Nasdaq 100, 30% in S&P 500, developed, and emerging markets for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XNAS.XETRA Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	70.0%	0.2%
XDPU.XETRA Xtrackers S&P 500 UCITS ETF 4C • IE000Z9SJA06	IE000Z9SJA06	Acc	ETF	10.0%	0.03%
IXUA.XETRA iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3	IE000R4ZNTN3	Acc	ETF	10.0%	0.15%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	10.0%	0.18%
Total		Total			100.0%	0.18%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,313.42

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 19 months (53%)

Monthly Returns Heatmap

Best month: +13.0% • Worst month: -9.3% • Best year: 2026 (+14.9%) • Worst year: 2025 (+7.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.8%	-0.6%	-4.9%	+13.0%	+10.1%	+1.6%	-4.5%	-	-	-	-	-	+14.9%
2025	+1.6%	-4.0%	-9.3%	-3.3%	+8.5%	+2.2%	+5.6%	-1.5%	+4.3%	+6.4%	-2.0%	-0.2%	+7.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +24.51% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -24.5%.

Detailed Metrics

Returns

Total Return

+23.13%

Annualized Return

+15.11%

Avg Monthly Return

+1.25%

Risk

Volatility (Annual)

+18.68%

Max Drawdown

+24.51%

Positive Months

53%

Average Drawdown

-5.4%

Risk-Adjusted

Sharpe Ratio

0.70

Risk-free rate: 2.0%

Sortino Ratio

0.65

Downside risk adjusted

Return/Volatility

0.81

Calmar Ratio

0.62

Return/Max Drawdown

Ulcer Index

6.88

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,313.42

Backtest Period

2025-01-30 to 2026-07-24
1.5 years

Rebalancing

annual

Base Currency

EUR