HomePortfoliosPortofolio#2

Portofolio#2

Created byuser-lqdv27
Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
2.9yr backtest

Performance Summary

Total Return+88.77%
Annualized Return+24.45%
Volatility+15.30%
Sharpe Ratio1.47
Max Drawdown+22.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with core US, world, and emerging markets exposure plus targeted allocations to semiconductors, defense, and AI.
AssetTypeAllocationTER
CSPX.AS
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
35.0%0.07%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
20.0%0.2%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
15.0%0.18%
VVSM.XETRA
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
12.0%0.35%
DFEN.XETRA
VanEck Defense UCITS ETF A • IE000YYE6WK5
ETF
10.0%0.55%
WTI2.F
WisdomTree Artificial Intelligence UCITS ETF USD Acc • IE00BDVPNG13
ETF
8.0%0.4%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €18,876.89
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 36 months (64%)
Monthly Returns Heatmap
Best month: +13.0% • Worst month: -7.1% • Best year: 2024 (+29.9%) • Worst year: 2023 (+7.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.6%+0.7%-5.8%+13.0%+4.6%-------+17.4%
2025+3.1%-3.3%-7.1%-3.1%+7.6%+3.5%+5.4%-0.9%+5.5%+6.0%-2.5%+0.9%+14.9%
2024+3.3%+5.9%+3.8%-1.9%+1.3%+6.1%-1.4%-0.5%+1.7%+1.8%+6.3%+0.4%+29.9%
2023------0.1%+3.4%-1.3%-1.8%-3.5%+7.1%+4.2%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.60% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -22.6%.

Detailed Metrics

Returns
Total Return
+88.77%
Annualized Return
+24.45%
Avg Monthly Return
+1.87%
Risk
Volatility (Annual)
+15.30%
Max Drawdown
+22.60%
Positive Months
64%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
1.47
Risk-free rate: 2.0%
Sortino Ratio
1.39
Downside risk adjusted
Return/Volatility
1.60
Calmar Ratio
1.08
Return/Max Drawdown
Ulcer Index
4.43
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€18,876.89
Backtest Period
2023-06-19 to 2026-05-15
2.9 years
Rebalancing
monthly
Base Currency
EUR