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Quick & dirty

Created byuser-dd3881
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None Rebalancing
EUR
High Risk
Multi-currency
8.9yr backtest

Performance Summary

Total Return+473.17%
Annualized Return+21.67%
Volatility+24.70%
Sharpe Ratio0.80
Max Drawdown+49.79%

Holdings

Asset Allocation

Asset Class

Equity 87.1%Cryptocurrencies 12.9%
Holdings Details
Diversified portfolio blending European equity ETFs, tech & telecom stocks, and cryptocurrency for broad market exposure and growth potential.
AssetTypeAllocationTER
ASME.DU
ASML Holding N.V. • NL0010273215
STOCK
16.8%0%
EDEU.XETRA
BNP Paribas Easy Dividend Europe UCITS ETF • LU1615090864
ETF
16.6%0.31%
CEMR.XETRA
iShares Edge MSCI Europe Momentum Factor UCITS ETF • IE00BQN1K786
ETF
14.8%0.25%
DTE.XETRA
Deutsche Telekom AG • DE0005557508
STOCK
13.9%0%
ALV.XETRA
Allianz SE VNA O.N. • DE0008404005
STOCK
13.4%0%
ETH-USD
Ethereum
CRYPTO
12.9%-
VAPX.AS
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing • IE00B9F5YL18
ETF
11.6%0.15%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €57,317.44
Histogram of Monthly Returns
The portfolio had a positive return during 63 of the 108 months (58%)
Monthly Returns Heatmap
Best month: +22.3% • Worst month: -21.4% • Best year: 2021 (+113.9%) • Worst year: 2022 (-36.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+0.2%-4.9%+5.9%+5.3%+6.5%-4.5%+8.9%----+22.6%
2025+4.1%-11.1%-8.8%-2.4%+14.8%-1.1%+12.5%+8.1%+2.4%-0.0%-7.2%+1.3%+9.3%
2024+6.4%+17.9%+5.6%-8.9%+12.1%-0.2%-4.8%-9.2%-0.3%-5.0%+20.1%-3.4%+28.3%
2023+16.3%+1.1%+5.1%-0.4%+4.8%+0.5%-1.7%-5.2%-1.3%+2.9%+7.9%+7.6%+42.4%
2022-16.2%+1.7%+8.1%-7.5%-12.0%-21.4%+22.3%-6.6%-10.1%+12.0%+1.3%-7.8%-36.8%
2021+16.6%+5.7%+19.0%+14.9%+0.6%-3.5%+7.0%+16.2%-7.8%+20.7%+4.2%-9.4%+113.9%
2020+0.8%-4.9%-14.0%+14.1%+6.3%+8.2%-0.7%+5.9%-3.5%-2.5%+21.8%+7.2%+40.0%
2019+4.6%+5.2%+2.8%+7.1%+1.4%+5.1%-1.1%-3.3%+6.3%+2.2%+0.8%+1.6%+37.4%
2018+13.4%-9.3%-17.1%+16.1%-1.3%-5.2%+3.1%-8.0%-2.7%-6.3%-3.5%-5.0%-26.5%
2017--------+2.4%+3.3%+3.2%+12.2%+22.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +49.79% • The longest drawdown period lasted for 2 years and 10 months and was between January 2018 and November 2020. It reached a trough of -43.9%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (11.6% of total allocation)

Total Dividends Received

€3,737.91

78 payments

Dividend Yield

1.54%

(annualized)

Avg Per Payment

€47.92

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€598.69
2025€579.56
2024€505.49
2023€435.15
2022€415.84
2021€321.30
2020€364.48
2019€284.56
2018€225.32
2017€7.51
Total€3,737.91

Detailed Metrics

Returns
Total Return
+473.17%
Annualized Return
+21.67%
Avg Monthly Return
+2.01%
Risk
Volatility (Annual)
+24.70%
Max Drawdown
+49.79%
Positive Months
58%
Average Drawdown
-19.6%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.88
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
22.80
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€57,317.44
Backtest Period
2017-09-26 to 2026-08-21
8.9 years
Rebalancing
none
Base Currency
EUR