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Created byuser-z5qms4

Optimize

None Rebalancing

EUR

Moderate Risk

3.8yr backtest

Performance Summary

Total Return+83.87%

Annualized Return+17.56%

Volatility+13.67%

Sharpe Ratio1.14

Max Drawdown+22.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A 100% equity ETF portfolio with 85% global stocks and 15% Nasdaq-100 tech, built for diversified long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IUSQ.XETRA iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259	IE00B6R52259	Acc	ETF	85.0%	0.2%
ANAV.XETRA AXA IM NASDAQ 100 UCITS ETF USD Acc • IE000QDFFK00	IE000QDFFK00	Acc	ETF	15.0%	0.14%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €18,387.27

Histogram of Monthly Returns

The portfolio had a positive return during 31 of the 46 months (67%)

Monthly Returns Heatmap

Best month: +9.8% • Worst month: -8.0% • Best year: 2024 (+26.1%) • Worst year: 2022 (-5.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.9%	+0.9%	-5.1%	+9.8%	+7.0%	+1.4%	-2.5%	+3.7%	-	-	-	-	+16.4%
2025	+4.0%	-2.8%	-8.0%	-3.9%	+6.8%	+1.4%	+5.0%	-0.7%	+3.3%	+4.9%	-0.9%	+0.2%	+8.7%
2024	+3.0%	+3.8%	+3.3%	-1.8%	+1.2%	+5.8%	-0.5%	-0.6%	+1.8%	+1.2%	+6.9%	-0.3%	+26.1%
2023	+5.9%	+0.1%	+1.5%	+0.1%	+3.3%	+4.1%	+2.9%	-2.4%	-1.6%	-3.5%	+6.1%	+4.2%	+22.0%
2022	-	-	-	-	-	-	-	-	-	-	+0.2%	-5.7%	-5.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +22.25% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -22.3%.

Detailed Metrics

Returns

Total Return

+83.87%

Annualized Return

+17.56%

Avg Monthly Return

+1.40%

Risk

Volatility (Annual)

+13.67%

Max Drawdown

+22.25%

Positive Months

67%

Average Drawdown

-3.1%

Risk-Adjusted

Sharpe Ratio

1.14

Risk-free rate: 2.0%

Sortino Ratio

1.08

Downside risk adjusted

Return/Volatility

1.28

Calmar Ratio

0.79

Return/Max Drawdown

Ulcer Index

4.25

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€18,387.27

Backtest Period

2022-11-22 to 2026-08-28
3.8 years

Rebalancing

none

Base Currency

EUR