Optimize
None Rebalancing
EUR
Moderate Risk
4.0yr backtest

Performance Summary

Total Return+126.53%
Annualized Return+22.98%
Volatility+15.47%
Sharpe Ratio1.36
Max Drawdown+23.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio with 85% all-world stocks, 12% semiconductors, and 3% space innovators for targeted growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
85.0%0.19%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
12.0%0.35%
JEDI.XETRA
VanEck Space Innovators UCITS ETFIE000YU9K6K2
ETF
3.0%0.55%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,653.13
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 49 months (61%)
Monthly Returns Heatmap
Best month: +14.9% • Worst month: -8.1% • Best year: 2026 (+29.7%) • Worst year: 2022 (-1.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.3%+1.4%-5.8%+14.9%+12.6%-0.4%------+29.7%
2025+4.2%-3.0%-8.1%-4.2%+7.1%+3.4%+4.5%-0.1%+4.6%+7.0%-1.7%+1.7%+15.4%
2024+2.6%+4.7%+3.8%-2.2%+1.9%+5.6%-0.9%-1.0%+1.6%+0.3%+6.6%-0.4%+24.7%
2023+6.2%+0.4%+0.9%-1.4%+4.6%+3.5%+2.6%-1.2%-2.0%-3.9%+6.7%+5.0%+22.9%
2022------1.1%+9.8%-2.0%-6.7%+3.4%+2.3%-5.9%-1.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.28% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+126.53%
Annualized Return
+22.98%
Avg Monthly Return
+1.79%
Risk
Volatility (Annual)
+15.47%
Max Drawdown
+23.28%
Positive Months
61%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
1.36
Risk-free rate: 2.0%
Sortino Ratio
1.32
Downside risk adjusted
Return/Volatility
1.49
Calmar Ratio
0.99
Return/Max Drawdown
Ulcer Index
5.48
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,653.13
Backtest Period
2022-06-29 to 2026-06-12
4.0 years
Rebalancing
none
Base Currency
EUR