None Rebalancing
EUR
High Risk
15.9yr backtest

Performance Summary

Total Return+1158.99%
Annualized Return+17.24%
Volatility+20.66%
Sharpe Ratio0.74
Max Drawdown+32.80%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% Nasdaq 100 ETF portfolio for pure growth. Invest in top US tech and innovation companies through a single, efficient holding.
AssetTypeAllocationTER
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €125,899.43
Histogram of Monthly Returns
The portfolio had a positive return during 127 of the 192 months (66%)
Monthly Returns Heatmap
Best month: +14.0% • Worst month: -23.5% • Best year: 2023 (+51.2%) • Worst year: 2022 (-30.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.3%-2.5%-4.0%+6.0%---------1.0%
2025+3.0%-5.3%-11.1%-3.3%+10.0%+2.7%+6.3%-2.2%+4.7%+7.2%-2.6%-0.7%+7.0%
2024+3.9%+4.5%+2.0%-2.3%+2.1%+10.1%-3.6%-1.7%+2.3%+2.4%+8.0%+2.6%+33.5%
2023+9.0%+2.8%+5.8%-1.0%+12.0%+4.2%+2.8%+0.3%-2.3%-3.1%+7.5%+5.1%+51.2%
2022-9.9%-3.2%+6.5%-7.4%-6.2%-6.3%+14.0%-2.1%-6.3%+0.5%-3.0%-9.2%-30.1%
2021+2.0%+0.5%+4.1%+3.3%-3.1%+9.9%+2.5%+4.9%-3.2%+6.6%+5.1%+1.9%+39.3%
2020+4.1%-6.9%-4.2%+12.9%+3.4%+5.8%+2.1%+10.4%-3.1%-2.8%+7.0%+3.3%+34.5%
2019+9.3%+3.8%+5.0%+5.3%-6.7%+4.6%+6.4%-2.5%+1.7%+2.0%+5.8%+2.5%+42.9%
2018+3.8%+1.4%-6.3%+4.1%+8.7%+1.4%+1.8%+6.7%-0.3%-6.3%-1.0%-9.4%+3.0%
2017+0.8%+6.9%+1.2%+0.5%+0.6%-3.6%+0.7%+0.7%+0.5%+5.9%-0.2%+1.1%+15.8%
2016-8.8%+0.4%+0.7%-4.6%+7.9%-2.4%+7.1%+0.9%+1.5%+1.3%+4.5%+2.1%+10.0%
2015+4.4%+7.5%+2.3%-2.0%+3.3%-4.0%+5.7%-7.8%-2.9%+13.7%+4.4%-2.9%+21.9%
2014+0.1%+3.6%-3.0%-1.5%+6.6%+2.8%+3.8%+6.5%+3.9%+2.7%+5.7%+1.4%+37.3%
2013+1.4%+4.8%+4.3%-0.4%+6.9%-3.7%+4.2%-0.1%+2.3%+5.0%+2.9%+1.3%+32.3%
2012+6.3%+4.7%+5.3%-0.6%-0.9%+0.7%+5.1%+2.4%-1.2%-6.5%+1.1%-3.4%+13.0%
2011-1.0%+2.6%-3.6%-1.3%+1.0%-2.2%+3.3%-12.0%+11.8%+4.8%+0.1%+3.8%+5.7%
2010----+0.4%-4.7%+4.6%-4.3%+11.9%+7.0%-23.5%+3.3%-9.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.80% • The longest drawdown period lasted for 1 year and 12 months and was between November 2021 and November 2023. It reached a trough of -31.3%.

Detailed Metrics

Returns
Total Return
+1158.99%
Annualized Return
+17.24%
Avg Monthly Return
+1.46%
Risk
Volatility (Annual)
+20.66%
Max Drawdown
+32.80%
Positive Months
66%
Average Drawdown
-7.5%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
9.93
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
125,899.43
Backtest Period
2010-05-07 to 2026-04-10
15.9 years
Rebalancing
none
Base Currency
EUR
S+P | +17.2% CAGR | ETF Backtest