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Portfolio Test

Created byuser-gt9t2s
None Rebalancing
EUR
Moderate Risk
0.9yr backtest

Performance Summary

Total Return+41.55%
Annualized Return+44.78%
Volatility+16.47%
Sharpe Ratio2.60
Max Drawdown+8.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio targeting growth in emerging markets, semiconductors, defense, water, cybersecurity, uranium, and energy sectors.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
15.0%0.19%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
15.0%0.18%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
13.0%0.35%
5J50.XETRA
iShares Global Aerospace & Defence UCITS ETF USD (Acc) • IE000U9ODG19
ETF
13.0%0.35%
AWAT.PA
Amundi PEA Eau (MSCI Water) UCITS ETF Capi • FR0011882364
ETF
13.0%0.6%
USPY.XETRA
L&G Cyber Security UCITS ETF • IE00BYPLS672
ETF
13.0%0.69%
NUKL.XETRA
VanEck Uranium and Nuclear Technologies UCITS ETF A • IE000M7V94E1
ETF
9.0%0.55%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
9.0%0.25%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,155.49
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 13 months (77%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -5.6% • Best year: 2025 (+31.1%) • Worst year: 2026 (+8.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+8.7%+2.3%-5.6%+2.9%--------+8.0%
2025---+1.5%+9.6%+4.2%+4.4%-0.6%+6.0%+7.1%-4.4%+0.4%+31.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.47% • The longest drawdown period lasted for 2 months and was between October 2025 and January 2026. It reached a trough of -8.5%.

Detailed Metrics

Returns
Total Return
+41.55%
Annualized Return
+44.78%
Avg Monthly Return
+2.81%
Risk
Volatility (Annual)
+16.47%
Max Drawdown
+8.47%
Positive Months
77%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
2.60
Risk-free rate: 2.0%
Sortino Ratio
2.78
Downside risk adjusted
Return/Volatility
2.72
Calmar Ratio
5.29
Return/Max Drawdown
Ulcer Index
2.46
Drawdown depth & duration
Martin Ratio
0.17
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,155.49
Backtest Period
2025-04-24 to 2026-04-02
0.9 years
Rebalancing
none
Base Currency
EUR