HomePortfoliosPhase 2 test proxy

Phase 2 test proxy

Optimize
None Rebalancing
EUR
High Risk
Multi-currency
5.5yr backtest

Performance Summary

Total Return+341.24%
Annualized Return+31.26%
Volatility+25.92%
Sharpe Ratio1.13
Max Drawdown+32.03%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Tech-focused ETF portfolio with 100% equity allocation across global semiconductor, US tech, and quantum computing sectors.
AssetTypeAllocationTER
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
60.0%0.35%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
25.0%0.15%
QTUM.US
Defiance Quantum ETFUS26922A4206
ETF
15.0%0.4%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €44,123.81
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 66 months (62%)
Monthly Returns Heatmap
Best month: +30.3% • Worst month: -12.1% • Best year: 2023 (+60.7%) • Worst year: 2022 (-29.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.3%-0.9%-6.6%+30.3%+8.8%-------+43.4%
2025+1.8%-6.6%-12.1%-4.2%+13.1%+9.1%+6.0%-1.6%+10.3%+13.2%-4.2%+1.7%+25.4%
2024+5.8%+9.7%+4.7%-3.5%+5.2%+10.9%-6.8%-2.8%+0.9%-0.1%+5.8%+5.1%+38.8%
2023+12.4%+3.6%+6.8%-6.3%+18.8%+3.0%+3.0%-1.4%-3.8%-4.2%+11.3%+8.2%+60.7%
2022-11.0%-1.0%+3.1%-8.0%-0.9%-11.7%+15.2%-6.0%-9.4%+1.8%+5.5%-9.0%-29.9%
2021+5.7%+4.0%+4.1%+0.1%-0.9%+8.5%+0.8%+4.4%-2.4%+5.6%+11.0%+3.5%+53.5%
2020-----------+2.2%+2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.03% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -32.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (15.0% of total allocation)

Total Dividends Received

137.04

23 payments

Dividend Yield

0.14%

(annualized)

Avg Per Payment

5.96

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
20269.30
202545.48
202425.93
202319.03
202225.68
202110.52
20201.08
Total137.04

Detailed Metrics

Returns
Total Return
+341.24%
Annualized Return
+31.26%
Avg Monthly Return
+2.56%
Risk
Volatility (Annual)
+25.92%
Max Drawdown
+32.03%
Positive Months
62%
Average Drawdown
-9.5%
Risk-Adjusted
Sharpe Ratio
1.13
Risk-free rate: 2.0%
Sortino Ratio
1.10
Downside risk adjusted
Return/Volatility
1.21
Calmar Ratio
0.98
Return/Max Drawdown
Ulcer Index
12.01
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
44,123.81
Backtest Period
2020-12-03 to 2026-05-19
5.5 years
Rebalancing
none
Base Currency
EUR
Phase 2 test proxy | +31.3% CAGR | ETF Backtest