info tech

Info tech

Optimize
None Rebalancing
EUR
Moderate Risk
10.1yr backtest

Performance Summary

Total Return+592.51%
Annualized Return+21.01%
Volatility+19.00%
Sharpe Ratio1.00
Max Drawdown+32.22%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated tech portfolio of global ETFs and mutual funds for targeted exposure to the innovation and growth sectors.
AssetTypeAllocationTER
LU0260870158
Franklin Technology Fund A (Acc) EURLU0260870158
FUND
25.0%1.82%
LU0099574567
Fidelity Global Technology A-EURLU0099574567
FUND
25.0%1.89%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
25.0%0.3%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
25.0%0.25%
Total100.0%1.06%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €69,251.14
Histogram of Monthly Returns
The portfolio had a positive return during 80 of the 123 months (65%)
Monthly Returns Heatmap
Best month: +15.8% • Worst month: -11.7% • Best year: 2023 (+46.9%) • Worst year: 2022 (-29.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.6%-2.4%-4.2%+15.8%+8.2%-------+16.4%
2025+2.1%-4.6%-11.7%-3.0%+10.2%+4.3%+6.5%-2.1%+5.7%+7.2%-4.5%-0.1%+8.0%
2024+4.4%+5.4%+2.2%-3.1%+2.3%+10.0%-3.2%-1.3%+1.7%+2.0%+7.5%+2.2%+33.4%
2023+10.3%+2.1%+4.9%-2.9%+11.7%+3.7%+2.9%-0.7%-2.9%-3.1%+9.8%+4.8%+46.9%
2022-9.1%-3.6%+4.4%-7.6%-5.4%-7.0%+14.3%-2.5%-7.9%+2.5%-1.7%-8.7%-29.8%
2021+2.3%+2.8%+3.1%+2.6%-2.7%+9.8%+1.5%+4.5%-2.9%+6.8%+2.9%+1.2%+36.1%
2020+4.1%-6.4%-7.0%+13.4%+5.2%+6.5%+1.1%+8.6%-2.0%-2.4%+9.2%+3.4%+36.4%
2019+10.4%+5.5%+4.6%+6.4%-8.0%+5.2%+6.0%-2.7%+2.6%+1.1%+6.3%+2.0%+45.5%
2018+3.4%+1.5%-4.2%+2.1%+9.3%-0.2%+1.7%+6.0%-0.7%-6.7%+0.3%-8.6%+2.6%
2017+2.1%+6.4%+1.3%+0.6%+1.4%-3.1%+0.3%+1.4%+1.7%+7.4%-0.9%+0.1%+19.8%
2016---0.3%-4.4%+8.1%-1.6%+7.0%+2.3%+2.0%+1.6%+3.5%+1.3%+20.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.22% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -32.2%.

Detailed Metrics

Returns
Total Return
+592.51%
Annualized Return
+21.01%
Avg Monthly Return
+1.72%
Risk
Volatility (Annual)
+19.00%
Max Drawdown
+32.22%
Positive Months
65%
Average Drawdown
-7.2%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
9.80
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
69,251.14
Backtest Period
2016-03-22 to 2026-05-15
10.1 years
Rebalancing
none
Base Currency
EUR