HomePortfoliosPhase 2 test
Optimize
None Rebalancing
EUR
Moderate Risk
7.2yr backtest

Performance Summary

Total Return+164.53%
Annualized Return+14.44%
Volatility+16.63%
Sharpe Ratio0.75
Max Drawdown+29.13%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A balanced portfolio investing 50% in AI & Big Data and 50% in global healthcare through two targeted UCITS ETFs for thematic growth.
AssetTypeAllocationTER
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
50.0%0.35%
XDWH.XETRA
Xtrackers MSCI World Health Care UCITS ETF 1CIE00BM67HK77
ETF
50.0%0.25%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,452.9
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 87 months (61%)
Monthly Returns Heatmap
Best month: +12.3% • Worst month: -8.7% • Best year: 2021 (+33.4%) • Worst year: 2022 (-17.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.0%-0.8%-5.9%+10.7%--------+3.4%
2025+5.8%-3.2%-8.5%-4.1%+4.8%+3.0%+3.7%-1.7%+4.2%+7.4%-0.9%+0.8%+10.4%
2024+5.8%+3.6%+3.3%-3.8%-0.0%+9.0%-1.6%-0.6%+0.4%+1.1%+6.8%-2.2%+23.1%
2023+3.3%+0.6%+3.5%+0.1%+6.9%+2.5%+1.9%+1.3%-1.2%-3.3%+6.9%+3.9%+29.0%
2022-8.7%-1.7%+5.1%-1.8%-4.3%-3.8%+6.5%-3.2%-4.8%+3.6%-0.1%-4.9%-17.5%
2021+5.2%+1.1%+5.0%+1.5%-1.5%+7.8%+0.3%+3.0%-2.9%+4.8%+0.8%+4.7%+33.4%
2020-0.8%-7.3%-5.2%+12.3%+1.8%+0.8%-0.1%+3.1%-0.2%-3.2%+9.1%+3.9%+13.4%
2019-+2.2%+2.0%+1.1%-5.1%+3.8%+3.8%-2.4%+1.5%+1.4%+6.5%+1.6%+16.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.13% • The longest drawdown period lasted for 1 year and 7 months and was between January 2022 and August 2023. It reached a trough of -18.6%.

Detailed Metrics

Returns
Total Return
+164.53%
Annualized Return
+14.44%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+16.63%
Max Drawdown
+29.13%
Positive Months
61%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
7.25
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,452.9
Backtest Period
2019-02-05 to 2026-04-24
7.2 years
Rebalancing
none
Base Currency
EUR
Phase 2 test | +14.4% CAGR | ETF Backtest