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None Rebalancing
EUR
Moderate Risk
2.9yr backtest

Performance Summary

Total Return+132.88%
Annualized Return+34.34%
Volatility+16.42%
Sharpe Ratio1.97
Max Drawdown+14.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio targeting defence, tech, semiconductors, gold miners, and regional equities for strategic growth.
AssetTypeAllocationTER
ASWC.XETRA
HANetf Future of Defence UCITS ETFIE000OJ5TQP4
ETF
34.6%0.49%
G2X.XETRA
VanEck Gold Miners UCITS ETFIE00BQQP9F84
ETF
14.2%0.53%
LEER.XETRA
Amundi MSCI Eastern Europe Ex Russia UCITS ETF AccLU1900066462
ETF
14.0%0.5%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
12.2%0.35%
XMK9.XETRA
Xtrackers MSCI Japan UCITS ETF 4C - EUR HedgedLU0659580079
ETF
5.0%0.4%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
5.0%0.25%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
5.0%0.3%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
5.0%0.07%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
5.0%0.25%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,288.45
Histogram of Monthly Returns
The portfolio had a positive return during 27 of the 35 months (77%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -7.3% • Best year: 2025 (+44.4%) • Worst year: 2023 (+10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+8.6%+3.5%-7.3%+5.9%+4.7%-------+15.5%
2025+8.3%+0.4%+0.4%+0.7%+7.0%+2.9%+3.1%+0.8%+9.0%+3.2%-1.3%+3.2%+44.4%
2024+2.6%+5.5%+5.9%-0.7%+1.6%+3.7%-0.5%+0.4%-0.5%+1.8%+5.4%-1.5%+26.0%
2023------+2.6%-1.7%-1.9%+1.2%+5.9%+4.4%+10.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.25% • The longest drawdown period lasted for 2 months and was between July 2024 and October 2024. It reached a trough of -11.1%.

Detailed Metrics

Returns
Total Return
+132.88%
Annualized Return
+34.34%
Avg Monthly Return
+2.50%
Risk
Volatility (Annual)
+16.42%
Max Drawdown
+14.25%
Positive Months
77%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
1.97
Risk-free rate: 2.0%
Sortino Ratio
1.92
Downside risk adjusted
Return/Volatility
2.09
Calmar Ratio
2.41
Return/Max Drawdown
Ulcer Index
2.77
Drawdown depth & duration
Martin Ratio
0.12
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,288.45
Backtest Period
2023-07-04 to 2026-05-15
2.9 years
Rebalancing
none
Base Currency
EUR
Max Sharpe | +34.3% CAGR | ETF Backtest