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IK

Created byuser-5us6my
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+28.37%
Annualized Return+17.65%
Volatility+16.80%
Sharpe Ratio0.93
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.
AssetTypeAllocationTER
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444
ETF
40.0%0.2%
XDPU.XETRA
Xtrackers S&P 500 UCITS ETF 4C • IE000Z9SJA06
ETF
20.0%0.03%
IXUA.XETRA
iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3
ETF
20.0%0.15%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
20.0%0.18%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,836.65
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 20 months (65%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -7.5% • Best year: 2026 (+18.7%) • Worst year: 2025 (+8.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.2%-5.8%+11.3%+8.4%+1.6%-4.6%+4.5%----+18.7%
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
+28.37%
Annualized Return
+17.65%
Avg Monthly Return
+1.37%
Risk
Volatility (Annual)
+16.80%
Max Drawdown
+22.27%
Positive Months
65%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.79
Return/Max Drawdown
Ulcer Index
5.67
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,836.65
Backtest Period
2025-01-30 to 2026-08-14
1.5 years
Rebalancing
annual
Base Currency
EUR