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ik 03

Created byuser-5us6my
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+28.13%
Annualized Return+17.75%
Volatility+18.25%
Sharpe Ratio0.86
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.
AssetTypeAllocationTER
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444
ETF
60.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
20.0%0.18%
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%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,812.92
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 20 months (60%)
Monthly Returns Heatmap
Best month: +12.8% • Worst month: -8.4% • Best year: 2026 (+18.6%) • Worst year: 2025 (+8.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+0.2%-5.5%+12.8%+9.7%+1.6%-6.0%+4.3%----+18.6%
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
+28.13%
Annualized Return
+17.75%
Avg Monthly Return
+1.39%
Risk
Volatility (Annual)
+18.25%
Max Drawdown
+23.68%
Positive Months
60%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
6.40
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,812.92
Backtest Period
2025-01-30 to 2026-08-07
1.5 years
Rebalancing
annual
Base Currency
EUR