Optimize
Annual Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+108.15%
Annualized Return+14.30%
Volatility+17.50%
Sharpe Ratio0.70
Max Drawdown+26.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio with 70% US tech via Nasdaq 100 and 30% emerging markets for global equity growth.
AssetTypeAllocationTER
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1CIE00BMFKG444
ETF
70.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
30.0%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,815.4
Histogram of Monthly Returns
The portfolio had a positive return during 40 of the 67 months (60%)
Monthly Returns Heatmap
Best month: +14.1% • Worst month: -8.5% • Best year: 2023 (+37.7%) • Worst year: 2022 (-25.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+0.1%-5.8%+14.1%+10.8%+1.6%-5.7%-----+16.4%
2025+2.7%-4.0%-8.5%-3.5%+8.2%+2.9%+5.6%-1.6%+5.1%+6.7%-2.4%-0.2%+10.1%
2024+2.3%+4.2%+2.2%-1.2%+1.3%+8.7%-2.6%-1.7%+3.0%+1.3%+5.9%+1.9%+27.8%
2023+8.1%+0.7%+4.3%-1.3%+9.0%+3.8%+3.4%-0.9%-1.7%-3.4%+6.9%+4.5%+37.7%
2022-6.9%-3.4%+4.3%-5.3%-4.9%-5.7%+10.2%-0.9%-7.1%-0.7%+0.7%-7.6%-25.4%
2021-2.3%+0.9%+3.3%+2.1%-2.0%+8.0%+0.3%+4.0%-2.6%+5.2%+3.5%+1.6%+23.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.86% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -26.9%.

Detailed Metrics

Returns
Total Return
+108.15%
Annualized Return
+14.30%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+17.50%
Max Drawdown
+26.86%
Positive Months
60%
Average Drawdown
-7.7%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
9.85
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,815.4
Backtest Period
2021-01-27 to 2026-07-24
5.5 years
Rebalancing
annual
Base Currency
EUR
50 | +14.3% CAGR | ETF Backtest