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Portfolio Test

Created byuser-gt9t2s
None Rebalancing
EUR
Moderate Risk
1.1yr backtest

Performance Summary

Total Return+60.30%
Annualized Return+56.28%
Volatility+16.30%
Sharpe Ratio3.33
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 €16,029.87
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 14 months (79%)
Monthly Returns Heatmap
Best month: +11.4% • Worst month: -5.6% • Best year: 2025 (+31.1%) • Worst year: 2026 (+22.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+8.4%+2.5%-5.6%+11.4%+4.6%-------+22.3%
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
+60.30%
Annualized Return
+56.28%
Avg Monthly Return
+3.54%
Risk
Volatility (Annual)
+16.30%
Max Drawdown
+8.47%
Positive Months
79%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
3.33
Risk-free rate: 2.0%
Sortino Ratio
3.52
Downside risk adjusted
Return/Volatility
3.45
Calmar Ratio
6.64
Return/Max Drawdown
Ulcer Index
2.37
Drawdown depth & duration
Martin Ratio
0.23
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,029.87
Backtest Period
2025-04-24 to 2026-05-15
1.1 years
Rebalancing
none
Base Currency
EUR