HomePortfoliosPAC3_Semic90_SnP5_World5

PAC3_Semic90_SnP5_World5

Created byuser-61bnq6
Optimize
None Rebalancing
EUR
High Risk
2.7yr backtest

Performance Summary

Total Return+239.77%
Annualized Return+57.10%
Volatility+31.89%
Sharpe Ratio1.73
Max Drawdown+37.21%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A tech-focused ETF portfolio with 90% global semiconductors, plus S&P 500 and MSCI World funds for diversified equity growth.
AssetTypeAllocationTER
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
90.0%0.35%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
5.0%0.03%
SC0J.XETRA
Invesco MSCI World UCITS ETF Acc • IE00B60SX394
ETF
5.0%0.05%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €33,977.23
Histogram of Monthly Returns
The portfolio had a positive return during 22 of the 33 months (67%)
Monthly Returns Heatmap
Best month: +36.4% • Worst month: -18.3% • Best year: 2026 (+72.1%) • Worst year: 2023 (+21.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+16.6%+2.0%-9.6%+36.4%+26.2%+13.8%-18.3%-----+72.1%
2025+3.4%-6.3%-13.0%-5.4%+12.4%+11.7%+3.0%-0.7%+12.5%+17.0%-3.7%+2.9%+33.6%
2024+3.7%+10.1%+5.0%-4.0%+4.9%+9.8%-7.4%-3.9%+0.2%-2.1%+2.6%+2.4%+21.6%
2023----------+10.4%+10.1%+21.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.21% • The longest drawdown period lasted for 1 year and 2 months and was between July 2024 and September 2025. It reached a trough of -37.2%.

Detailed Metrics

Returns
Total Return
+239.77%
Annualized Return
+57.10%
Avg Monthly Return
+4.33%
Risk
Volatility (Annual)
+31.89%
Max Drawdown
+37.21%
Positive Months
67%
Average Drawdown
-9.6%
Risk-Adjusted
Sharpe Ratio
1.73
Risk-free rate: 2.0%
Sortino Ratio
1.64
Downside risk adjusted
Return/Volatility
1.79
Calmar Ratio
1.53
Return/Max Drawdown
Ulcer Index
11.23
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€33,977.23
Backtest Period
2023-11-01 to 2026-07-17
2.7 years
Rebalancing
none
Base Currency
EUR