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nasdaq100

Created byuser-u4ijwi
Optimize
None Rebalancing
EUR
High Risk
5.5yr backtest

Performance Summary

Total Return+173.91%
Annualized Return+20.03%
Volatility+20.13%
Sharpe Ratio0.90
Max Drawdown+31.18%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A US and European tech-focused ETF portfolio for concentrated, long-term equity growth in leading innovative sectors.
AssetTypeAllocationTER
PANX.PA
Amundi PEA US Tech Screened UCITS ETF Acc • FR0013412269
ETF
99.9%0.3%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) • IE00BMW42413
ETF
0.1%0.18%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €27,390.59
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 67 months (61%)
Monthly Returns Heatmap
Best month: +17.3% • Worst month: -11.1% • Best year: 2023 (+47.0%) • Worst year: 2022 (-29.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.9%-3.2%-4.8%+17.3%+11.5%-------+19.4%
2025+0.0%-5.1%-11.1%-5.4%+8.0%+3.0%+8.9%-0.1%+5.9%+9.9%-1.5%-0.9%+9.9%
2024+6.5%+3.7%+3.9%-0.9%+5.1%+11.0%-4.3%-2.4%+1.3%+2.9%+6.4%+2.3%+40.4%
2023+9.3%+2.8%+5.9%-1.0%+11.9%+4.1%+3.0%+0.3%-2.4%-3.7%+7.2%+2.9%+47.0%
2022-9.2%-3.3%+6.6%-7.4%-6.4%-6.2%+14.1%-2.3%-6.0%+0.3%-2.9%-9.4%-29.7%
2021+2.2%+0.5%+4.0%+3.3%-3.1%+9.8%+2.6%+4.8%-3.2%+6.7%+5.0%+1.4%+38.9%
2020----------+0.4%+3.1%+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.18% • The longest drawdown period lasted for 1 year and 12 months and was between November 2021 and November 2023. It reached a trough of -31.2%.

Detailed Metrics

Returns
Total Return
+173.91%
Annualized Return
+20.03%
Avg Monthly Return
+1.68%
Risk
Volatility (Annual)
+20.13%
Max Drawdown
+31.18%
Positive Months
61%
Average Drawdown
-8.9%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.64
Return/Max Drawdown
Ulcer Index
11.38
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€27,390.59
Backtest Period
2020-11-20 to 2026-05-29
5.5 years
Rebalancing
none
Base Currency
EUR