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portfolio 2

Created byuser-udxp8t
Optimize
None Rebalancing
EUR
Moderate Risk
2.5yr backtest

Performance Summary

Total Return+93.57%
Annualized Return+30.28%
Volatility+17.20%
Sharpe Ratio1.64
Max Drawdown+19.80%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified European ETF portfolio targeting banking, tech, industrials, and Nasdaq-100 for balanced growth across key sectors.
AssetTypeAllocationTER
LYBNK.SW
Amundi STOXX Europe 600 Banks UCITS ETF Acc • LU1834983477
ETF
25.0%0.3%
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc • FR0011871110
ETF
25.0%0.3%
LIGS.XETRA
Amundi STOXX Europe 600 Industrials UCITS ETF Acc • LU1834987890
ETF
25.0%0.3%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) • IE00BMW42413
ETF
25.0%0.18%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,356.96
Histogram of Monthly Returns
The portfolio had a positive return during 22 of the 31 months (71%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -8.7% • Best year: 2025 (+30.1%) • Worst year: 2023 (+9.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.7%+0.5%-8.7%+12.1%+3.3%-------+11.1%
2025+6.9%+2.5%-5.8%-1.0%+9.2%+0.9%+3.3%-0.9%+5.5%+3.9%-0.4%+3.6%+30.1%
2024+3.4%+4.8%+4.0%-1.4%+3.9%+2.0%-0.3%-0.9%+0.6%-1.5%+3.5%+2.2%+22.1%
2023----------+4.1%+5.3%+9.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.80% • The longest drawdown period lasted for 4 months and was between July 2024 and December 2024. It reached a trough of -11.4%.

Detailed Metrics

Returns
Total Return
+93.57%
Annualized Return
+30.28%
Avg Monthly Return
+2.23%
Risk
Volatility (Annual)
+17.20%
Max Drawdown
+19.80%
Positive Months
71%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.64
Risk-free rate: 2.0%
Sortino Ratio
1.56
Downside risk adjusted
Return/Volatility
1.76
Calmar Ratio
1.53
Return/Max Drawdown
Ulcer Index
3.56
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,356.96
Backtest Period
2023-11-13 to 2026-05-13
2.5 years
Rebalancing
none
Base Currency
EUR