HomePortfoliosIK 02

IK 02

Created byuser-5us6my
FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
1.6yr backtest

Performance Summary

Total Return+25.66%
Annualized Return+15.22%
Volatility+18.34%
Sharpe Ratio0.72
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.
AssetTypeAllocationTER
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444
ETF
70.0%0.2%
XDPU.XETRA
Xtrackers S&P 500 UCITS ETF 4C • IE000Z9SJA06
ETF
10.0%0.03%
IXUA.XETRA
iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3
ETF
10.0%0.15%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,566.2
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 21 months (57%)
Monthly Returns Heatmap
Best month: +13.0% • Worst month: -9.3% • Best year: 2026 (+17.3%) • Worst year: 2025 (+7.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%-0.6%-4.9%+13.0%+10.1%+1.6%-6.1%+3.3%+0.5%---+17.3%
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
+25.66%
Annualized Return
+15.22%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+18.34%
Max Drawdown
+24.51%
Positive Months
57%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
6.69
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,566.2
Backtest Period
2025-01-30 to 2026-09-11
1.6 years
Rebalancing
annual
Base Currency
EUR