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MaxSharpe

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Quarterly Rebalancing

EUR

High Risk

2.2yr backtest

Performance Summary

Total Return+69.64%

Annualized Return+27.52%

Volatility+22.25%

Sharpe Ratio1.15

Max Drawdown+29.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified global equity ETF portfolio targeting technology, US growth, semiconductors, clean energy, and healthcare innovation.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XDWT.XETRA Xtrackers MSCI World Information Technology UCITS ETF 1C • IE00BM67HT60	IE00BM67HT60	Acc	ETF	40.0%	0.25%
QGRW.XETRA WisdomTree US Quality Growth UCITS ETF USD Unhedged Acc • IE000YGEAK03	IE000YGEAK03	Acc	ETF	40.0%	0.33%
VVSM.XETRA VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	10.0%	0.35%
G1CE.XETRA Invesco Global Clean Energy UCITS ETF Acc • IE00BLRB0242	IE00BLRB0242	Acc	ETF	5.0%	0.6%
2B78.XETRA iShares Healthcare Innovation UCITS ETF • IE00BYZK4776	IE00BYZK4776	Acc	ETF	5.0%	0.4%
Total		Total			100.0%	0.32%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €16,964.05

Histogram of Monthly Returns

The portfolio had a positive return during 15 of the 27 months (56%)

Monthly Returns Heatmap

Best month: +16.8% • Worst month: -12.3% • Best year: 2024 (+26.1%) • Worst year: 2025 (+11.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.2%	-2.4%	-5.0%	+16.8%	+14.6%	-2.7%	-	-	-	-	-	-	+20.6%
2025	+1.5%	-6.2%	-12.3%	-2.7%	+10.8%	+4.7%	+7.9%	-1.8%	+6.2%	+9.3%	-3.4%	-0.3%	+11.6%
2024	-	-	-	+1.8%	+3.8%	+10.8%	-3.8%	-1.8%	+1.7%	+1.6%	+7.1%	+3.0%	+26.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +29.30% • The longest drawdown period lasted for 8 months and was between January 2025 and September 2025. It reached a trough of -29.3%.

Detailed Metrics

Returns

Total Return

+69.64%

Annualized Return

+27.52%

Avg Monthly Return

+2.19%

Risk

Volatility (Annual)

+22.25%

Max Drawdown

+29.30%

Positive Months

56%

Average Drawdown

-6.4%

Risk-Adjusted

Sharpe Ratio

1.15

Risk-free rate: 2.0%

Sortino Ratio

1.05

Downside risk adjusted

Return/Volatility

1.24

Calmar Ratio

0.94

Return/Max Drawdown

Ulcer Index

7.90

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€16,964.05

Backtest Period

2024-04-23 to 2026-06-26
2.2 years

Rebalancing

quarterly

Base Currency

EUR