Optimize
Annual Rebalancing
EUR
High Risk
Multi-currency
14.2yr backtest

Performance Summary

Total Return+2270.03%
Annualized Return+25.01%
Volatility+22.73%
Sharpe Ratio1.01
Max Drawdown+46.50%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Polish equity portfolio concentrated in energy, finance, and utilities for targeted exposure to key domestic market sectors.
AssetTypeAllocationTER
PKN.WAR
Polski Koncern Naftowy ORLEN SAPLPKN0000018
STOCK
20.0%0%
PZU.WAR
Powszechny Zaklad Ubezpieczen SAPLPZU0000011
STOCK
20.0%0%
BP1.STU
BANK PEKAO (BP1.SG)PLPEKAO00016
STOCK
15.0%0%
KTY.WAR
Grupa KĘTY SAPLKETY000011
STOCK
15.0%0%
ENA.WAR
Enea S.A.PLENEA000013
STOCK
15.0%0%
PKO.WAR
Powszechna Kasa Oszczednosci Bank Polski SAPLPKO0000016
STOCK
15.0%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €237,002.96
Histogram of Monthly Returns
The portfolio had a positive return during 109 of the 171 months (64%)
Monthly Returns Heatmap
Best month: +34.6% • Worst month: -21.8% • Best year: 2025 (+80.5%) • Worst year: 2020 (-16.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+10.1%+3.9%-2.1%+2.4%+5.4%+0.4%+7.5%-----+30.5%
2025+13.4%+7.6%+6.2%-0.9%+10.0%+5.3%+3.1%-1.6%+2.7%+12.7%+1.1%+2.2%+80.5%
2024-0.9%+5.9%+3.3%+4.5%+1.9%+3.4%-3.8%+0.2%+1.8%-6.2%+4.1%+2.7%+17.3%
2023+5.0%-1.0%-3.8%+13.3%+0.0%+7.9%+16.5%-1.7%-8.0%+20.0%+8.0%+6.7%+78.0%
2022+0.7%-7.8%+4.5%-5.6%-0.2%-7.0%+2.6%-10.3%-11.4%+11.5%+16.8%-0.7%-10.4%
2021-0.1%+3.2%+4.8%+13.3%+14.6%-2.0%+0.6%+9.5%+1.8%+9.8%-11.8%+3.7%+54.9%
2020-4.3%-12.5%-21.8%+5.5%+2.8%+7.9%-3.9%-0.3%-6.1%-17.8%+34.6%+9.3%-16.5%
2019+3.6%-5.0%-4.3%+2.3%-1.3%+4.1%+2.3%-5.2%+3.1%+5.2%-1.9%-0.6%+1.6%
2018+2.9%-8.0%-7.7%+3.4%-9.1%-2.0%+12.5%+6.0%+1.4%-7.7%+13.4%-2.8%-1.0%
2017+7.1%+5.7%+1.3%+12.2%-0.4%+17.0%+2.9%+4.3%-1.0%+1.6%-0.8%-0.0%+60.3%
2016-9.6%+4.0%+13.1%-7.1%-4.6%-1.1%+1.7%+3.3%+1.0%+8.5%-5.5%+11.5%+12.9%
2015+6.0%+2.1%+3.4%+5.7%-2.7%+0.8%+0.1%-3.4%-3.4%-4.2%+0.1%+1.3%+5.3%
2014-6.0%+9.4%+1.4%-1.2%+0.7%+2.0%-2.7%+6.5%+10.3%-2.0%+5.0%-4.7%+18.8%
2013-6.9%+3.6%-3.2%-2.1%+5.2%-10.5%+10.4%+10.0%+3.2%+6.9%+8.8%-5.9%+18.1%
2012----+3.2%+12.5%+1.7%+9.5%+6.2%+0.1%+5.9%+6.3%+54.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +46.50% • The longest drawdown period lasted for 1 year and 9 months and was between January 2018 and November 2019. It reached a trough of -25.1%.

Detailed Metrics

Returns
Total Return
+2270.03%
Annualized Return
+25.01%
Avg Monthly Return
+2.12%
Risk
Volatility (Annual)
+22.73%
Max Drawdown
+46.50%
Positive Months
64%
Average Drawdown
-9.9%
Risk-Adjusted
Sharpe Ratio
1.01
Risk-free rate: 2.0%
Sortino Ratio
1.03
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
13.01
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
237,002.96
Backtest Period
2012-05-24 to 2026-07-29
14.2 years
Rebalancing
annual
Base Currency
EUR
eu | +25.0% CAGR | ETF Backtest