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Portfolio Aggressive Nevist SCF Nasdaq

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Quarterly Rebalancing
EUR
Moderate Risk
5.2yr backtest

Performance Summary

Total Return+82.94%
Annualized Return+12.42%
Volatility+12.37%
Sharpe Ratio0.84
Max Drawdown+18.44%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Money Market 10.0%Precious Metals 7.0%Cryptocurrencies 3.0%
Holdings Details
A diversified ETF portfolio with 80% global equities, 10% money market, 7% gold, and 3% Bitcoin for balanced growth and risk management.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
65.0%0.19%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
15.0%0.3%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
10.0%0.1%
8PSG.XETRA
Invesco Physical Gold A • DE000A1MECS1
ETF
7.0%0.19%
WBIT.XETRA
WisdomTree Physical Bitcoin • GB00BJYDH287
ETF
3.0%0.15%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €18,294.32
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 63 months (60%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -6.0% • Best year: 2024 (+27.6%) • Worst year: 2022 (-14.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+0.7%-4.8%+7.9%+5.7%-1.2%------+9.5%
2025+4.3%-2.7%-6.0%-2.7%+5.5%+0.7%+4.6%-0.7%+3.6%+4.3%-0.7%+0.3%+10.3%
2024+2.8%+4.4%+3.8%-1.7%+1.4%+4.4%+0.1%-0.9%+2.1%+1.9%+7.2%-0.4%+27.6%
2023+6.0%+0.4%+2.2%-0.2%+3.4%+3.0%+2.1%-0.8%-1.4%-1.0%+5.1%+4.0%+24.8%
2022-4.9%-1.2%+4.1%-2.6%-4.0%-5.5%+8.2%-1.6%-4.8%+2.1%+0.4%-4.9%-14.7%
2021----0.3%-1.1%+3.9%+1.3%+0.9%-1.8%+4.2%+1.1%+2.9%+11.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.44% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+82.94%
Annualized Return
+12.42%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+12.37%
Max Drawdown
+18.44%
Positive Months
60%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
5.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€18,294.32
Backtest Period
2021-04-14 to 2026-06-12
5.2 years
Rebalancing
quarterly
Base Currency
EUR
Portfolio Aggressive Nevist SCF Nasdaq | ETF Backtest