None Rebalancing
EUR
High Risk
10.5yr backtest

Performance Summary

Total Return+801.70%
Annualized Return+23.28%
Volatility+21.98%
Sharpe Ratio0.97
Max Drawdown+31.45%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in US tech growth with this 100% equity portfolio focused on the S&P 500 Information Technology sector via a single, targeted ETF.
AssetTypeAllocationTER
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €90,170.05
Histogram of Monthly Returns
The portfolio had a positive return during 80 of the 127 months (63%)
Monthly Returns Heatmap
Best month: +17.7% • Worst month: -12.4% • Best year: 2023 (+54.1%) • Worst year: 2022 (-25.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.0%-3.5%-4.3%+17.7%+16.9%-1.9%------+21.0%
2025-1.2%-4.8%-12.4%-2.9%+11.6%+5.8%+9.1%-2.8%+6.8%+8.8%-5.3%-0.2%+10.0%
2024+6.1%+5.8%+2.9%-3.0%+5.2%+13.7%-4.5%-1.5%+2.0%+2.5%+7.2%+3.4%+46.1%
2023+7.8%+3.7%+6.9%-1.4%+14.8%+3.8%+2.0%+0.7%-4.3%-1.6%+9.8%+3.3%+54.1%
2022-8.5%-3.6%+5.8%-5.4%-5.3%-6.9%+15.1%-3.1%-8.0%+4.7%-3.3%-8.3%-25.8%
2021+0.7%+2.0%+4.1%+2.8%-3.0%+10.3%+3.4%+4.6%-3.4%+6.6%+7.1%+4.6%+46.8%
2020+5.4%-8.5%-4.5%+10.8%+3.9%+6.4%-0.5%+11.8%-2.8%-5.0%+7.3%+4.4%+29.7%
2019+7.0%+7.6%+5.9%+6.3%-7.1%+5.7%+7.9%-2.4%+2.6%+1.5%+6.9%+3.0%+53.9%
2018+2.8%+2.9%-6.2%+3.6%+10.5%-0.2%+1.3%+7.6%-0.5%-5.3%-3.0%-8.8%+3.0%
2017+0.1%+7.5%+1.9%+0.1%+1.4%-3.9%+1.0%+2.2%+1.2%+8.9%-0.9%+0.5%+21.0%
2016-7.0%+0.8%+2.9%-6.9%+9.1%-2.5%+7.8%+2.1%+1.6%+2.6%+3.7%+2.5%+16.6%
2015------------4.7%-4.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.45% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and May 2023. It reached a trough of -26.2%.

Detailed Metrics

Returns
Total Return
+801.70%
Annualized Return
+23.28%
Avg Monthly Return
+1.92%
Risk
Volatility (Annual)
+21.98%
Max Drawdown
+31.45%
Positive Months
63%
Average Drawdown
-6.7%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
8.58
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
90,170.05
Backtest Period
2015-12-02 to 2026-06-05
10.5 years
Rebalancing
none
Base Currency
EUR
QDVE100 | +23.3% CAGR | ETF Backtest