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Low price, high performance teszt

Created byuser-s8ftxs
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Annual Rebalancing
USD
High Risk
Multi-currency
4.5yr backtest

Performance Summary

Total Return+262.51%
Annualized Return+32.87%
Volatility+23.22%
Sharpe Ratio1.33
Max Drawdown+33.43%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio targeting semiconductors, European banks, US tech, and gold miners for global equity growth.
AssetTypeAllocationTER
SMH.LSE
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
30.0%0.35%
EXA1.AS
iShares EURO STOXX Banks 30-15 UCITS ETF (DE) EUR (Acc) • DE000A2QP372
ETF
28.0%0.52%
IUIT.LSE
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14
ETF
22.0%0.15%
ESGO.LSE
HANetf Gold Miners Screened UCITS ETF (Acc) • IE00BNTVVR89
ETF
20.0%0.6%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $36,251.41
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 55 months (67%)
Monthly Returns Heatmap
Best month: +18.7% • Worst month: -13.9% • Best year: 2025 (+81.1%) • Worst year: 2022 (-18.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.2%+1.8%-13.1%+18.7%+14.0%+2.6%-7.6%+9.3%----+35.5%
2025+5.6%+0.3%+1.8%+3.6%+10.5%+8.5%+4.4%+5.1%+11.4%+1.8%+3.5%+5.1%+81.1%
2024-0.6%+3.1%+9.6%-0.7%+7.0%+2.7%+0.3%-0.9%+3.1%-0.9%-2.1%+0.9%+22.9%
2023+14.2%-2.1%+5.8%-0.4%+5.2%+4.8%+4.8%-3.2%-5.6%-2.2%+13.3%+6.4%+46.8%
2022--3.5%+2.2%-10.7%+0.6%-13.9%+5.2%-5.3%-9.7%+7.2%+11.5%-0.2%-18.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.43% • The longest drawdown period lasted for 1 year and 3 months and was between February 2022 and May 2023. It reached a trough of -33.4%.

Detailed Metrics

Returns
Total Return
+262.51%
Annualized Return
+32.87%
Avg Monthly Return
+2.59%
Risk
Volatility (Annual)
+23.22%
Max Drawdown
+33.43%
Positive Months
67%
Average Drawdown
-7.6%
Risk-Adjusted
Sharpe Ratio
1.33
Risk-free rate: 2.0%
Sortino Ratio
1.32
Downside risk adjusted
Return/Volatility
1.42
Calmar Ratio
0.98
Return/Max Drawdown
Ulcer Index
10.07
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$36,251.41
Backtest Period
2022-02-14 to 2026-08-27
4.5 years
Rebalancing
annual
Base Currency
USD
Low price, high performance teszt | 1.33 Sharpe