Optimize
None Rebalancing
EUR
High Risk
Multi-currency
9.2yr backtest

Performance Summary

Total Return+1092.46%
Annualized Return+31.10%
Volatility+37.85%
Sharpe Ratio0.77
Max Drawdown+64.33%

Holdings

Asset Allocation

Asset Class

Equity 68.0%Cryptocurrencies 16.0%Bonds 16.0%
Holdings Details
Diversified ETF portfolio blending global dividend stocks, US equities, Bitcoin, and high-yield bonds for balanced growth.
AssetTypeAllocationTER
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF DistributingIE00B8GKDB10
ETF
20.0%0.29%
BTC-EUR
Bitcoin EUR Price
CRYPTO
16.0%-
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
16.0%0.5%
FGEQ.XETRA
Fidelity Global Quality Income UCITS ETF INC-USDIE00BYXVGZ48
ETF
16.0%0.4%
STHY.LSE
PIMCO US Short-Term High Yield Corporate Bond UCITS ETF DistIE00B7N3YW49
ETF
16.0%0.55%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETFNL0011683594
ETF
8.0%0.38%
ISPA.XETRA
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)DE000A0F5UH1
ETF
8.0%0.46%
Total100.0%0.36%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €119,245.99
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 110 months (55%)
Monthly Returns Heatmap
Best month: +36.1% • Worst month: -31.3% • Best year: 2017 (+160.1%) • Worst year: 2022 (-52.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-9.1%-11.5%+2.1%+10.2%-1.1%--------10.5%
2025+8.8%-15.8%-6.7%+6.7%+10.4%-1.2%+10.9%-7.7%+4.7%-1.8%-15.1%-3.6%-14.3%
2024+3.3%+35.0%+14.7%-12.2%+8.0%-4.2%+2.0%-9.1%+5.8%+11.4%+36.1%-1.1%+114.0%
2023+25.9%+2.2%+13.3%+1.1%-2.6%+8.2%-2.7%-7.4%+4.3%+19.4%+5.8%+9.3%+101.2%
2022-13.6%+9.2%+6.7%-10.9%-14.3%-29.4%+18.1%-9.3%-2.5%+4.9%-14.2%-6.4%-52.3%
2021+11.9%+30.0%+30.3%-3.6%-31.3%-1.4%+15.0%+11.8%-4.7%+33.8%-4.2%-15.2%+65.0%
2020+15.2%-8.9%-20.8%+23.1%+5.0%-1.9%+9.7%+3.5%-4.2%+15.7%+29.5%+31.9%+126.2%
2019+2.3%+7.0%+4.7%+13.5%+22.7%+15.2%-0.9%-3.3%-5.5%+4.1%-7.0%-2.8%+56.7%
2018-20.3%+1.4%-21.9%+20.1%-7.9%-7.5%+11.9%-3.9%-2.4%-3.2%-17.4%-8.4%-50.3%
2017---+1.5%+10.3%+0.9%+2.4%+18.9%-1.2%+22.3%+27.4%+22.9%+160.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +64.33% • The longest drawdown period lasted for 2 years and 11 months and was between December 2017 and November 2020. It reached a trough of -62.0%.

Dividend Income

Summary
This portfolio contains 5 distributing ETFs (68.0% of total allocation)

Total Dividends Received

3,155.16

257 payments

Dividend Yield

0.56%

(annualized)

Avg Per Payment

12.28

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026157.58
2025465.93
2024460.07
2023428.17
2022384.06
2021298.94
2020249.41
2019276.52
2018242.00
2017192.42
Total3,155.16

Detailed Metrics

Returns
Total Return
+1092.46%
Annualized Return
+31.10%
Avg Monthly Return
+3.19%
Risk
Volatility (Annual)
+37.85%
Max Drawdown
+64.33%
Positive Months
55%
Average Drawdown
-30.3%
Risk-Adjusted
Sharpe Ratio
0.77
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
34.67
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
119,245.99
Backtest Period
2017-04-03 to 2026-05-29
9.2 years
Rebalancing
none
Base Currency
EUR
x | +31.1% CAGR | ETF Backtest