Optimize
Quarterly Rebalancing
EUR
Moderate Risk
5.2yr backtest

Performance Summary

Total Return+149.71%
Annualized Return+19.17%
Volatility+15.45%
Sharpe Ratio1.11
Max Drawdown+26.05%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Cryptocurrencies 5.0%
Holdings Details
A diversified ETF portfolio for growth: 75% S&P 500, 20% semiconductors, and 5% Bitcoin for strategic market exposure.
AssetTypeAllocationTER
SXR8.F
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
75.0%0.07%
VVSM.DU
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
20.0%0.35%
BTC-EUR
Bitcoin EUR Price
CRYPTO
5.0%-
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,971.22
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 63 months (59%)
Monthly Returns Heatmap
Best month: +13.8% • Worst month: -9.2% • Best year: 2024 (+38.5%) • Worst year: 2022 (-21.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%-0.5%-3.7%+13.8%--------+10.9%
2025+3.2%-5.7%-9.2%-4.2%+8.2%+3.6%+6.6%-1.8%+4.5%+6.5%-1.9%+0.0%+8.4%
2024+5.0%+6.7%+5.3%-3.2%+2.9%+6.5%-2.2%-0.8%+0.5%+4.2%+8.3%+0.4%+38.5%
2023+8.2%+1.6%+2.9%-1.7%+7.1%+4.6%+2.6%-1.9%-1.5%-1.9%+7.0%+6.0%+37.4%
2022-7.5%-2.7%+7.0%-6.7%-1.0%-9.1%+12.6%-2.6%-7.7%+4.3%-0.7%-7.0%-21.1%
2021-+0.5%+8.2%+2.6%-3.5%+5.5%+3.4%+4.0%-1.8%+6.8%+3.9%+3.9%+38.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.05% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -21.7%.

Detailed Metrics

Returns
Total Return
+149.71%
Annualized Return
+19.17%
Avg Monthly Return
+1.59%
Risk
Volatility (Annual)
+15.45%
Max Drawdown
+26.05%
Positive Months
59%
Average Drawdown
-6.4%
Risk-Adjusted
Sharpe Ratio
1.11
Risk-free rate: 2.0%
Sortino Ratio
1.11
Downside risk adjusted
Return/Volatility
1.24
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
8.21
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,971.22
Backtest Period
2021-02-03 to 2026-04-24
5.2 years
Rebalancing
quarterly
Base Currency
EUR