Optimize
None Rebalancing
EUR
Moderate Risk
3.9yr backtest

Performance Summary

Total Return+120.01%
Annualized Return+22.68%
Volatility+17.21%
Sharpe Ratio1.20
Max Drawdown+24.81%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Cryptocurrencies 10.0%
Holdings Details
A diversified ETF portfolio with 90% global equities and 10% Bitcoin, targeting long-term growth across world markets and technology.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
75.0%0.19%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
15.0%0.35%
21BC.XETRA
21shares Bitcoin Core ETPCH1199067674
ETF
10.0%0.1%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,001.42
Histogram of Monthly Returns
The portfolio had a positive return during 28 of the 47 months (60%)
Monthly Returns Heatmap
Best month: +15.5% • Worst month: -7.4% • Best year: 2024 (+38.1%) • Worst year: 2022 (-9.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%-1.6%-5.2%+15.5%+10.3%-------+22.6%
2025+6.0%-7.2%-7.4%-1.8%+8.4%+1.9%+6.4%-2.8%+4.8%+5.4%-4.7%-0.1%+7.5%
2024+3.0%+10.4%+5.6%-4.2%+3.0%+3.4%-0.1%-3.5%+2.5%+2.4%+12.6%-1.1%+38.1%
2023+8.7%+0.8%+2.9%-1.4%+4.2%+4.0%+2.1%-1.8%-1.6%-0.7%+6.9%+6.0%+33.9%
2022------+2.5%-3.5%-6.0%+2.9%+0.6%-6.1%-9.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.81% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -15.1%.

Detailed Metrics

Returns
Total Return
+120.01%
Annualized Return
+22.68%
Avg Monthly Return
+1.82%
Risk
Volatility (Annual)
+17.21%
Max Drawdown
+24.81%
Positive Months
60%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
1.20
Risk-free rate: 2.0%
Sortino Ratio
1.17
Downside risk adjusted
Return/Volatility
1.32
Calmar Ratio
0.91
Return/Max Drawdown
Ulcer Index
6.14
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,001.42
Backtest Period
2022-07-20 to 2026-05-29
3.9 years
Rebalancing
none
Base Currency
EUR
Port | +22.7% CAGR | ETF Backtest