HomePortfoliosMyPortfolio
Optimize
None Rebalancing
EUR
Moderate Risk
10.1yr backtest

Performance Summary

Total Return+296.02%
Annualized Return+14.62%
Volatility+16.18%
Sharpe Ratio0.78
Max Drawdown+32.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio focused on SRI, momentum, and technology themes across US, Europe, and emerging markets.
AssetTypeAllocationTER
QDVR.XETRA
iShares MSCI USA SRI UCITS ETF USD (Acc)IE00BYVJRR92
ETF
21.1%0.2%
IUSK.XETRA
iShares MSCI Europe SRI UCITS ETF (Acc)IE00B52VJ196
ETF
20.3%0.2%
QDVS.XETRA
iShares MSCI EM SRI UCITS ETFIE00BYVJRP78
ETF
19.3%0.25%
CEMR.XETRA
iShares Edge MSCI Europe Momentum Factor UCITS ETFIE00BQN1K786
ETF
16.3%0.25%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
13.4%0.25%
LYMS.XETRA
Amundi Core Nasdaq-100 Swap UCITS ETF AccLU1829221024
ETF
9.6%0.22%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,601.66
Histogram of Monthly Returns
The portfolio had a positive return during 83 of the 122 months (68%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -9.5% • Best year: 2019 (+34.5%) • Worst year: 2022 (-19.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%-0.1%-6.2%+12.2%+8.8%+2.2%-4.5%+5.2%----+18.9%
2025+2.8%-2.7%-8.4%-2.4%+8.1%+1.8%+4.3%-1.5%+4.2%+4.8%-2.5%+1.1%+8.7%
2024+2.8%+3.8%+3.0%-2.5%+2.0%+6.5%-1.2%-0.6%+1.8%+0.2%+6.3%-0.2%+23.9%
2023+6.2%+1.3%+1.8%-0.1%+3.7%+3.6%+2.5%-1.4%-2.5%-3.1%+7.4%+3.8%+25.3%
2022-7.2%-2.9%+4.1%-3.5%-4.2%-5.9%+9.9%-2.6%-6.7%+3.3%+1.7%-6.1%-19.6%
2021+1.3%+0.6%+5.1%+2.3%-0.5%+6.2%+1.5%+3.7%-3.0%+6.0%+1.4%+3.6%+31.6%
2020+0.7%-7.3%-9.5%+9.4%+3.2%+4.3%+1.1%+6.4%-0.9%-2.8%+8.8%+3.3%+15.9%
2019+7.1%+3.8%+3.3%+3.9%-4.5%+4.4%+3.2%-1.5%+2.8%+1.2%+4.1%+2.7%+34.5%
2018+2.5%-1.4%-3.2%+3.0%+3.4%-0.6%+3.1%+1.9%+0.5%-5.7%+0.0%-6.6%-3.6%
2017+0.3%+4.9%+2.0%+0.4%+0.3%-2.0%+0.1%+0.4%+2.2%+4.5%-1.1%+1.4%+13.9%
2016------+2.6%+0.1%+1.0%+0.0%+2.2%+2.9%+8.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.30% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -21.2%.

Detailed Metrics

Returns
Total Return
+296.02%
Annualized Return
+14.62%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+16.18%
Max Drawdown
+32.30%
Positive Months
68%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
7.10
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,601.66
Backtest Period
2016-07-13 to 2026-08-14
10.1 years
Rebalancing
none
Base Currency
EUR
MyPortfolio | +14.6% CAGR | ETF Backtest