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new version europe

Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+108.53%
Annualized Return+14.29%
Volatility+16.36%
Sharpe Ratio0.75
Max Drawdown+27.97%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
European equity ETF portfolio with diversified exposure to multi-factor, technology, and utilities sectors for targeted growth.
AssetTypeAllocationTER
FTGE.XETRA
First Trust Eurozone AlphaDEX UCITS ETF AccIE00B8X9NY41
ETF
40.0%0.65%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
30.0%0.18%
LUTI.XETRA
Amundi STOXX Europe 600 Utilities UCITS ETF AccLU1834988864
ETF
30.0%0.3%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,852.85
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 67 months (64%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -10.7% • Best year: 2025 (+28.0%) • Worst year: 2022 (-17.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.7%+5.4%-6.6%+9.7%+5.4%-------+21.5%
2025+5.6%+1.7%-2.1%+1.7%+6.6%+1.1%-0.1%-0.8%+4.7%+4.9%-0.0%+2.1%+28.0%
2024+2.0%+0.9%+3.1%-1.8%+3.8%-0.1%+0.4%+0.1%+0.4%-4.6%+2.1%+0.3%+6.5%
2023+7.8%+1.2%+1.5%-0.1%+0.5%+3.3%+0.8%-2.9%-3.8%-2.7%+9.9%+3.4%+19.5%
2022-6.2%-3.1%-0.5%-2.0%-1.0%-10.7%+9.0%-5.7%-8.2%+7.3%+7.6%-3.6%-17.8%
2021-0.5%+0.8%+6.6%+2.1%+1.6%+0.6%+2.9%+5.0%-5.5%+5.2%-2.6%+4.7%+22.2%
2020----------+0.8%+3.9%+4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.97% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -28.0%.

Detailed Metrics

Returns
Total Return
+108.53%
Annualized Return
+14.29%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+16.36%
Max Drawdown
+27.97%
Positive Months
64%
Average Drawdown
-6.7%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
8.65
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,852.85
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
new version europe | +14.3% CAGR | ETF Backtest