Optimize
None Rebalancing
EUR
Moderate Risk
3.8yr backtest

Performance Summary

Total Return+81.27%
Annualized Return+16.84%
Volatility+13.21%
Sharpe Ratio1.12
Max Drawdown+22.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with 70% world index, plus targeted allocations to communication services and healthcare innovation sectors.
AssetTypeAllocationTER
SPYY.XETRA
SPDR MSCI All Country World UCITS ETF (Acc)IE00B44Z5B48
ETF
70.0%0.12%
WELX.XETRA
Amundi S&P Global Communication Services ESG UCITS ETF DR EUR (A)IE000EFHIFG3
ETF
15.0%0.18%
2B78.XETRA
iShares Healthcare Innovation UCITS ETFIE00BYZK4776
ETF
10.0%0.4%
XMLH.XETRA
L&G Healthcare Technology & Innovation UCITS ETF USD AccIE00BK5BC677
ETF
5.0%0.49%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,126.78
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 47 months (66%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -8.3% • Best year: 2024 (+24.3%) • Worst year: 2022 (-1.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+0.4%-5.4%+8.3%+5.3%+0.7%-1.3%+3.4%----+12.3%
2025+5.4%-3.3%-8.3%-3.5%+6.2%+1.7%+4.7%+0.3%+3.2%+5.2%-0.0%-0.4%+10.5%
2024+3.1%+3.8%+3.4%-2.1%+1.2%+5.0%-0.3%-0.8%+1.8%+1.3%+6.4%-0.6%+24.3%
2023+5.9%-0.5%+0.6%+0.4%+2.9%+2.9%+2.9%-1.2%-2.1%-4.3%+6.1%+4.8%+19.2%
2022---------+4.0%+0.6%-5.7%-1.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.11% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -22.1%.

Detailed Metrics

Returns
Total Return
+81.27%
Annualized Return
+16.84%
Avg Monthly Return
+1.34%
Risk
Volatility (Annual)
+13.21%
Max Drawdown
+22.11%
Positive Months
66%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.12
Risk-free rate: 2.0%
Sortino Ratio
1.08
Downside risk adjusted
Return/Volatility
1.27
Calmar Ratio
0.76
Return/Max Drawdown
Ulcer Index
4.23
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,126.78
Backtest Period
2022-10-11 to 2026-08-07
3.8 years
Rebalancing
none
Base Currency
EUR
Mana | +16.8% CAGR | ETF Backtest