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ik 03

Created byuser-5us6my

Annual Rebalancing

EUR

Moderate Risk

1.5yr backtest

Performance Summary

Total Return+24.73%

Annualized Return+16.12%

Volatility+18.25%

Sharpe Ratio0.77

Max Drawdown+23.68%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified ETF portfolio targeting US tech, global developed, and emerging markets for long-term growth potential.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XNAS.XETRA Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	60.0%	0.2%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	20.0%	0.18%
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%
Total		Total			100.0%	0.17%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,472.64

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 19 months (58%)

Monthly Returns Heatmap

Best month: +12.8% • Worst month: -8.4% • Best year: 2026 (+15.4%) • Worst year: 2025 (+8.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.5%	+0.2%	-5.5%	+12.8%	+9.7%	+1.6%	-4.5%	-	-	-	-	-	+15.4%
2025	+1.4%	-3.6%	-8.4%	-3.4%	+8.0%	+2.3%	+5.4%	-1.3%	+4.4%	+6.2%	-1.9%	-0.1%	+8.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +23.68% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -23.7%.

Detailed Metrics

Returns

Total Return

+24.73%

Annualized Return

+16.12%

Avg Monthly Return

+1.31%

Risk

Volatility (Annual)

+18.25%

Max Drawdown

+23.68%

Positive Months

58%

Average Drawdown

-5.1%

Risk-Adjusted

Sharpe Ratio

0.77

Risk-free rate: 2.0%

Sortino Ratio

0.71

Downside risk adjusted

Return/Volatility

0.88

Calmar Ratio

0.68

Return/Max Drawdown

Ulcer Index

6.42

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,472.64

Backtest Period

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

Rebalancing

annual

Base Currency

EUR