Optimize
Annual Rebalancing
EUR
Moderate Risk
16.0yr backtest

Performance Summary

Total Return+1085.71%
Annualized Return+16.68%
Volatility+18.50%
Sharpe Ratio0.79
Max Drawdown+30.13%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending 80% US tech via Nasdaq 100 and 20% European small-cap stocks for targeted growth exposure.
AssetTypeAllocationTER
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
80.0%0.3%
SXRJ.XETRA
iShares MSCI EMU Small Cap UCITS ETF (Acc)IE00B3VWMM18
ETF
20.0%0.58%
Total100.0%0.36%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €118,571.09
Histogram of Monthly Returns
The portfolio had a positive return during 128 of the 193 months (66%)
Monthly Returns Heatmap
Best month: +13.5% • Worst month: -19.1% • Best year: 2023 (+43.7%) • Worst year: 2022 (-27.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%-1.4%-4.9%+13.5%+8.6%-------+16.3%
2025+3.4%-3.6%-8.9%-1.9%+9.4%+2.4%+5.1%-1.8%+3.7%+5.7%-1.9%-0.1%+10.6%
2024+2.8%+3.6%+2.5%-1.9%+2.5%+7.0%-2.6%-1.5%+1.9%+1.4%+6.6%+2.3%+26.8%
2023+9.0%+2.9%+3.9%-0.7%+9.2%+3.9%+2.8%-0.1%-2.6%-3.4%+7.6%+5.2%+43.7%
2022-8.7%-3.2%+5.3%-6.1%-4.9%-7.6%+12.2%-2.7%-6.9%+1.9%-1.3%-7.5%-27.4%
2021+1.8%+1.2%+4.3%+3.2%-1.9%+7.6%+2.4%+4.6%-3.3%+6.0%+3.4%+2.3%+36.1%
2020+2.9%-6.9%-7.4%+12.5%+3.7%+5.3%+1.8%+9.6%-2.7%-3.3%+8.7%+3.6%+28.7%
2019+9.2%+3.6%+4.4%+5.2%-6.6%+4.6%+5.3%-2.3%+1.8%+2.0%+5.4%+2.6%+40.3%
2018+3.8%+0.5%-5.5%+4.0%+6.7%+0.9%+1.8%+5.3%-0.5%-6.5%-1.2%-9.1%-1.2%
2017+0.8%+6.1%+1.9%+1.2%+1.0%-3.2%+0.9%+0.6%+1.5%+4.9%-0.4%+1.2%+17.4%
2016-8.6%+0.1%+1.3%-3.5%+7.0%-3.4%+6.9%+0.9%+1.5%+0.9%+3.3%+2.9%+8.6%
2015+5.2%+7.7%+2.6%-1.6%+3.0%-3.8%+5.6%-7.3%-3.1%+12.5%+4.0%-2.5%+22.5%
2014+0.4%+4.1%-2.2%-1.3%+5.6%+1.9%+2.1%+5.3%+2.9%+1.8%+5.5%+1.2%+30.6%
2013+2.3%+4.2%+3.1%+0.1%+6.4%-3.9%+4.6%+0.0%+3.1%+5.3%+2.6%+1.2%+32.6%
2012+7.0%+4.8%+4.2%-0.9%-2.3%+1.2%+4.4%+2.5%-0.4%-4.8%+1.2%-1.8%+15.3%
2011-0.5%+1.8%-2.2%-0.5%+0.5%-2.3%+1.2%-12.0%+8.4%+4.8%-0.7%+2.9%+0.1%
2010-----4.3%-4.0%+4.8%-4.0%+10.8%+6.6%-19.1%+4.1%-8.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.13% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -28.6%.

Detailed Metrics

Returns
Total Return
+1085.71%
Annualized Return
+16.68%
Avg Monthly Return
+1.40%
Risk
Volatility (Annual)
+18.50%
Max Drawdown
+30.13%
Positive Months
66%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
8.93
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
118,571.09
Backtest Period
2010-05-11 to 2026-05-22
16.0 years
Rebalancing
annual
Base Currency
EUR
insane | +16.7% CAGR | ETF Backtest