NASAQ-100

Nasdaq-100

None Rebalancing
EUR
Moderate Risk
5.0yr backtest

Performance Summary

Total Return+106.00%
Annualized Return+15.46%
Volatility+19.87%
Sharpe Ratio0.68
Max Drawdown+31.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in 100% Invesco Nasdaq-100 ETF for targeted growth in top US tech and innovative companies through this streamlined portfolio
AssetTypeAllocationTER
EQQX.XETRA
Invesco Nasdaq-100 Swap UCITS ETF AccIE00BNRQM384
ETF
100.0%0.2%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,600.31
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 61 months (56%)
Monthly Returns Heatmap
Best month: +14.8% • Worst month: -11.1% • Best year: 2023 (+51.6%) • Worst year: 2022 (-29.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.3%-2.4%-4.0%+14.8%--------+7.2%
2025+3.0%-5.3%-11.1%-3.2%+10.0%+2.7%+6.3%-2.2%+4.7%+7.2%-2.6%-0.7%+7.1%
2024+3.9%+4.5%+1.9%-2.3%+2.1%+10.1%-3.6%-1.7%+2.3%+2.5%+7.9%+2.7%+33.9%
2023+9.1%+2.8%+5.9%-1.0%+12.1%+4.1%+2.8%+0.4%-2.2%-3.2%+7.4%+5.2%+51.6%
2022-9.8%-3.2%+6.6%-7.4%-6.3%-6.3%+14.2%-2.3%-6.3%+0.6%-3.0%-9.2%-29.9%
2021----0.5%-3.1%+9.9%+2.5%+5.0%-3.2%+6.7%+5.1%+1.9%+26.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.17% • The longest drawdown period lasted for 1 year and 11 months and was between November 2021 and November 2023. It reached a trough of -31.2%.

Detailed Metrics

Returns
Total Return
+106.00%
Annualized Return
+15.46%
Avg Monthly Return
+1.36%
Risk
Volatility (Annual)
+19.87%
Max Drawdown
+31.17%
Positive Months
56%
Average Drawdown
-9.1%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
11.58
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,600.31
Backtest Period
2021-04-14 to 2026-04-24
5.0 years
Rebalancing
none
Base Currency
EUR