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Portofolio#2

Created byuser-lqdv27

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Monthly Rebalancing

EUR

Moderate Risk

Multi-currency

3.1yr backtest

Performance Summary

Total Return+99.22%

Annualized Return+25.28%

Volatility+15.37%

Sharpe Ratio1.51

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
CSPX.AS iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	35.0%	0.07%
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	20.0%	0.2%
EIMI.LSE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	15.0%	0.18%
VVSM.XETRA VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	12.0%	0.35%
DFEN.XETRA VanEck Defense UCITS ETF A • IE000YYE6WK5	IE000YYE6WK5	Acc	ETF	10.0%	0.55%
WTI2.F WisdomTree Artificial Intelligence UCITS ETF USD Acc • IE00BDVPNG13	IE00BDVPNG13	Acc	ETF	8.0%	0.4%
Total		Total			100.0%	0.22%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €19,921.69

Histogram of Monthly Returns

The portfolio had a positive return during 24 of the 38 months (63%)

Monthly Returns Heatmap

Best month: +13.0% • Worst month: -7.1% • Best year: 2024 (+29.9%) • Worst year: 2023 (+7.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.6%	+0.7%	-5.8%	+13.0%	+9.4%	+1.7%	-0.8%	-	-	-	-	-	+23.9%
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

+99.22%

Annualized Return

+25.28%

Avg Monthly Return

+1.92%

Risk

Volatility (Annual)

+15.37%

Max Drawdown

+22.60%

Positive Months

63%

Average Drawdown

-3.2%

Risk-Adjusted

Sharpe Ratio

1.51

Risk-free rate: 2.0%

Sortino Ratio

1.44

Downside risk adjusted

Return/Volatility

1.64

Calmar Ratio

1.12

Return/Max Drawdown

Ulcer Index

4.33

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€19,921.69

Backtest Period

2023-06-19 to 2026-07-10
3.1 years

Rebalancing

monthly

Base Currency

EUR