Optimize
None Rebalancing
EUR
Moderate Risk
7.6yr backtest

Performance Summary

Total Return+311.50%
Annualized Return+20.53%
Volatility+19.11%
Sharpe Ratio0.97
Max Drawdown+32.82%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio focused on sustainable sectors like semiconductors, hydrogen, and European markets.
AssetTypeAllocationTER
SNAW.XETRA
iShares MSCI World Screened UCITS ETF USD (Acc)IE00BFNM3J75
ETF
39.0%0.2%
LSMC.XETRA
Amundi MSCI Semiconductors UCITS ETF AccLU1900066033
ETF
24.0%0.35%
ANRJ.PA
Amundi Global Hydrogen UCITS ETF AccFR0010930644
ETF
16.0%0.45%
SLMC.XETRA
iShares MSCI Europe Screened UCITS ETF EUR (Acc)IE00BFNM3D14
ETF
12.0%0.12%
XAMB.XETRA
Amundi MSCI World SRI Climate Paris Aligned UCITS ETF AccIE000Y77LGG9
ETF
9.0%0.18%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €41,149.63
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 92 months (64%)
Monthly Returns Heatmap
Best month: +18.7% • Worst month: -11.3% • Best year: 2024 (+36.2%) • Worst year: 2022 (-16.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.4%+1.9%-6.7%+18.7%+12.0%-1.9%------+32.0%
2025+2.6%-3.5%-10.0%-2.8%+10.5%+5.5%+5.8%-1.4%+6.6%+10.1%-2.8%+0.9%+21.2%
2024+4.6%+7.5%+5.3%-2.4%+4.4%+7.5%-3.2%-0.9%+1.6%+0.9%+5.1%+1.5%+36.2%
2023+7.4%+2.7%+1.0%-1.5%+7.0%+3.5%+2.9%-0.4%-2.0%-4.7%+8.2%+6.0%+33.4%
2022-6.3%-1.3%+3.8%-4.6%-0.6%-9.3%+10.5%-3.4%-7.1%+4.3%+4.5%-6.6%-16.9%
2021+2.7%+4.2%+5.3%+2.5%-0.7%+4.3%+0.4%+3.0%-0.8%+3.7%+1.7%+3.7%+34.2%
2020-2.8%-7.5%-11.3%+8.6%+0.5%+3.6%+1.3%+2.8%-0.2%-2.3%+10.8%+3.6%+5.2%
2019+6.1%+3.5%+3.1%+3.4%-5.4%+3.7%+2.8%-2.1%+4.5%+1.0%+3.5%+2.8%+29.7%
2018-----------1.2%-5.8%-6.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.82% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -19.8%.

Detailed Metrics

Returns
Total Return
+311.50%
Annualized Return
+20.53%
Avg Monthly Return
+1.68%
Risk
Volatility (Annual)
+19.11%
Max Drawdown
+32.82%
Positive Months
64%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.63
Return/Max Drawdown
Ulcer Index
7.59
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
41,149.63
Backtest Period
2018-11-07 to 2026-06-05
7.6 years
Rebalancing
none
Base Currency
EUR
JYF | +20.5% CAGR | ETF Backtest