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World Nasdaq

Port

Optimize
None Rebalancing
EUR
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+153.61%
Annualized Return+14.31%
Volatility+16.73%
Sharpe Ratio0.74
Max Drawdown+32.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 85% VWCE for worldwide exposure and 15% SXRV for concentrated US tech growth via ETFs.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
85.0%0.19%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
15.0%0.3%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,360.65
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 85 months (66%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -10.1% • Best year: 2021 (+30.6%) • Worst year: 2022 (-16.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+0.9%-5.1%+9.8%+7.2%+1.3%+0.1%-----+15.5%
2025+4.0%-2.9%-8.0%-3.8%+6.9%+1.4%+5.1%-0.7%+3.3%+5.0%-0.9%+0.2%+8.7%
2024+3.1%+3.9%+3.2%-1.8%+1.3%+5.9%-0.6%-0.7%+1.9%+1.1%+6.9%-0.2%+26.3%
2023+5.7%+0.5%+1.2%-0.2%+4.1%+3.7%+2.6%-0.7%-1.6%-3.4%+6.0%+4.1%+23.7%
2022-5.6%-2.3%+4.4%-3.3%-3.8%-6.0%+10.0%-1.6%-6.1%+3.0%+0.6%-6.1%-16.8%
2021+1.2%+2.5%+5.4%+1.8%-0.7%+5.4%+1.1%+3.3%-2.1%+4.9%+1.2%+3.4%+30.6%
2020+0.1%-8.1%-10.1%+10.0%+2.4%+3.0%+0.2%+6.5%-1.4%-2.1%+8.6%+2.4%+9.8%
2019------+0.1%-1.9%+3.1%+0.4%+4.3%+2.3%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.61% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -18.3%.

Detailed Metrics

Returns
Total Return
+153.61%
Annualized Return
+14.31%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+16.73%
Max Drawdown
+32.61%
Positive Months
66%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
7.33
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,360.65
Backtest Period
2019-07-25 to 2026-07-10
7.0 years
Rebalancing
none
Base Currency
EUR
World Nasdaq | +14.3% CAGR | ETF Backtest