HomePortfoliosPAC1_Semic_QQQ_SnP_World_GLD

PAC1_Semic_QQQ_SnP_World_GLD

Created byuser-61bnq6
Optimize
Annual Rebalancing
EUR
High Risk
2.7yr backtest

Performance Summary

Total Return+162.53%
Annualized Return+42.83%
Volatility+24.46%
Sharpe Ratio1.67
Max Drawdown+28.91%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Precious Metals 5.0%
Holdings Details
Diversified ETF portfolio targeting global tech and US equities with 95% stocks and 5% gold for growth and stability.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
50.0%0.35%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444
ETF
30.0%0.2%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
10.0%0.03%
SC0J.XETRA
Invesco MSCI World UCITS ETF Acc • IE00B60SX394
ETF
5.0%0.05%
XGDU.XETRA
Xtrackers IE Physical Gold ETC • DE000A2T0VU5
ETC
5.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €26,252.79
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 33 months (70%)
Monthly Returns Heatmap
Best month: +25.4% • Worst month: -13.5% • Best year: 2026 (+44.3%) • Worst year: 2023 (+16.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.5%+0.8%-7.5%+25.4%+19.6%+9.0%-13.5%-----+44.3%
2025+3.6%-5.3%-11.0%-4.3%+10.2%+7.0%+4.3%-1.1%+9.2%+12.5%-2.7%+1.7%+23.7%
2024+3.6%+7.4%+4.1%-2.9%+3.5%+9.2%-5.2%-2.7%+1.1%+0.2%+4.6%+1.9%+26.7%
2023----------+7.9%+7.6%+16.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.91% • The longest drawdown period lasted for 7 months and was between January 2025 and September 2025. It reached a trough of -28.9%.

Detailed Metrics

Returns
Total Return
+162.53%
Annualized Return
+42.83%
Avg Monthly Return
+3.27%
Risk
Volatility (Annual)
+24.46%
Max Drawdown
+28.91%
Positive Months
70%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
1.67
Risk-free rate: 2.0%
Sortino Ratio
1.57
Downside risk adjusted
Return/Volatility
1.75
Calmar Ratio
1.48
Return/Max Drawdown
Ulcer Index
7.45
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€26,252.79
Backtest Period
2023-11-01 to 2026-07-17
2.7 years
Rebalancing
annual
Base Currency
EUR