HomePortfoliosmodif europe
Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+105.56%
Annualized Return+14.00%
Volatility+15.77%
Sharpe Ratio0.76
Max Drawdown+26.91%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
European equity ETF portfolio diversified across multi-factor, technology, ESG, utilities, and telecommunications sectors for targeted growth.
AssetTypeAllocationTER
FTGE.XETRA
First Trust Eurozone AlphaDEX UCITS ETF AccIE00B8X9NY41
ETF
30.0%0.65%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
25.0%0.18%
EDM4.XETRA
iShares MSCI EMU ESG Enhanced CTB UCITS ETF EUR (Acc)IE00BHZPJ015
ETF
20.0%0.12%
LUTI.XETRA
Amundi STOXX Europe 600 Utilities UCITS ETF AccLU1834988864
ETF
15.0%0.3%
LTCM.XETRA
Amundi STOXX Europe 600 Telecommunications UCITS ETF AccLU1834988609
ETF
10.0%0.3%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,556.24
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 67 months (64%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -9.7% • Best year: 2025 (+24.8%) • Worst year: 2022 (-17.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.6%+5.7%-7.0%+9.2%+6.2%-------+20.3%
2025+6.1%+2.3%-2.8%+1.0%+6.3%+0.3%+0.0%-0.2%+3.9%+4.1%-0.4%+2.2%+24.8%
2024+2.5%+1.6%+3.2%-1.9%+3.8%-0.1%+0.3%+0.6%+0.4%-3.8%+1.7%+0.5%+8.8%
2023+8.6%+1.7%+1.1%+0.0%-0.2%+2.9%+1.0%-3.0%-3.3%-3.0%+9.5%+3.2%+19.0%
2022-5.2%-4.2%-0.1%-1.9%-0.6%-9.7%+7.8%-5.3%-8.3%+7.0%+7.4%-4.0%-17.4%
2021-0.4%+1.8%+6.7%+2.2%+1.9%+1.1%+2.5%+4.3%-4.8%+4.0%-2.4%+4.4%+22.8%
2020----------+0.9%+3.3%+4.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.91% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -26.9%.

Detailed Metrics

Returns
Total Return
+105.56%
Annualized Return
+14.00%
Avg Monthly Return
+1.17%
Risk
Volatility (Annual)
+15.77%
Max Drawdown
+26.91%
Positive Months
64%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
8.39
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,556.24
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
modif europe | +14.0% CAGR | ETF Backtest