IK

Created byuser-5us6my

Annual Rebalancing

EUR

Moderate Risk

1.5yr backtest

Performance Summary

Total Return+24.36%

Annualized Return+15.89%

Volatility+16.93%

Sharpe Ratio0.82

Max Drawdown+22.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity portfolio with 60% US tech & S&P 500, plus 40% in developed and emerging international markets via ETFs.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XNAS.XETRA Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	40.0%	0.2%
XDPU.XETRA Xtrackers S&P 500 UCITS ETF 4C • IE000Z9SJA06	IE000Z9SJA06	Acc	ETF	20.0%	0.03%
IXUA.XETRA iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3	IE000R4ZNTN3	Acc	ETF	20.0%	0.15%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	20.0%	0.18%
Total		Total			100.0%	0.15%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,435.88

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 19 months (63%)

Monthly Returns Heatmap

Best month: +11.3% • Worst month: -7.5% • Best year: 2026 (+14.9%) • Worst year: 2025 (+8.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.9%	+1.2%	-5.8%	+11.3%	+8.4%	+1.6%	-3.4%	-	-	-	-	-	+14.9%
2025	+1.2%	-2.8%	-7.5%	-3.3%	+7.1%	+1.8%	+4.9%	-0.8%	+3.9%	+5.6%	-1.4%	+0.2%	+8.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +22.27% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -22.3%.

Detailed Metrics

Returns

Total Return

+24.36%

Annualized Return

+15.89%

Avg Monthly Return

+1.26%

Risk

Volatility (Annual)

+16.93%

Max Drawdown

+22.27%

Positive Months

63%

Average Drawdown

-4.5%

Risk-Adjusted

Sharpe Ratio

0.82

Risk-free rate: 2.0%

Sortino Ratio

0.76

Downside risk adjusted

Return/Volatility

0.94

Calmar Ratio

0.71

Return/Max Drawdown

Ulcer Index

5.73

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,435.88

Backtest Period

2025-01-30 to 2026-07-24
1.5 years

Rebalancing

annual

Base Currency

EUR