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portfolio 2

Created byuser-udxp8t

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None Rebalancing

EUR

Moderate Risk

2.4yr backtest

Performance Summary

Total Return+72.20%

Annualized Return+25.60%

Volatility+16.87%

Sharpe Ratio1.40

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
LYBNK.SW Amundi STOXX Europe 600 Banks UCITS ETF Acc • LU1834983477	LU1834983477	Acc	ETF	25.0%	0.3%
PUST.PA Amundi PEA Nasdaq-100 UCITS ETF Acc • FR0011871110	FR0011871110	Acc	ETF	25.0%	0.3%
LIGS.XETRA Amundi STOXX Europe 600 Industrials UCITS ETF Acc • LU1834987890	LU1834987890	Acc	ETF	25.0%	0.3%
ESIT.XETRA iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) • IE00BMW42413	IE00BMW42413	Acc	ETF	25.0%	0.18%
Total		Total			100.0%	0.27%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €17,219.85

Histogram of Monthly Returns

The portfolio had a positive return during 21 of the 30 months (70%)

Monthly Returns Heatmap

Best month: +9.2% • Worst month: -8.7% • Best year: 2025 (+30.1%) • Worst year: 2026 (-1.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.7%	+0.5%	-8.7%	+3.0%	-	-	-	-	-	-	-	-	-1.1%
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

+72.20%

Annualized Return

+25.60%

Avg Monthly Return

+1.89%

Risk

Volatility (Annual)

+16.87%

Max Drawdown

+19.80%

Positive Months

70%

Average Drawdown

-2.7%

Risk-Adjusted

Sharpe Ratio

1.40

Risk-free rate: 2.0%

Sortino Ratio

1.28

Downside risk adjusted

Return/Volatility

1.52

Calmar Ratio

1.29

Return/Max Drawdown

Ulcer Index

3.61

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€17,219.85

Backtest Period

2023-11-13 to 2026-04-02
2.4 years

Rebalancing

none

Base Currency

EUR