Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+124.51%
Annualized Return+15.84%
Volatility+15.03%
Sharpe Ratio0.92
Max Drawdown+23.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
US-focused ETF portfolio with S&P 500 exposure and a small European tech allocation for a concentrated, socially conscious equity strategy.
AssetTypeAllocationTER
PE500.PA
Amundi PEA S&P 500 Screened UCITS ETF AccFR0013412285
ETF
99.9%0.25%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
0.1%0.18%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,451.04
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 67 months (61%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -9.2% • Best year: 2021 (+40.5%) • Worst year: 2022 (-14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.2%-0.1%-4.7%+9.6%+5.3%-------+9.7%
2025+2.0%-3.6%-9.2%-5.9%+6.2%+1.8%+6.7%-0.9%+2.9%+5.2%-0.1%+0.1%+3.9%
2024+4.7%+4.0%+3.8%-1.6%+1.5%+6.8%-0.5%-1.0%+1.6%+2.4%+8.3%-0.8%+32.7%
2023+4.3%+1.0%+0.3%+0.2%+4.2%+4.1%+2.2%+0.5%-2.2%-2.7%+5.6%+2.9%+21.9%
2022-5.5%-2.1%+6.3%-3.0%-4.1%-5.9%+11.3%-1.3%-5.3%+4.7%-1.9%-6.8%-14.2%
2021+1.2%+3.4%+7.0%+2.5%-1.1%+5.7%+2.4%+3.7%-2.1%+6.0%+2.4%+3.9%+40.5%
2020-----------0.1%+1.1%+1.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.69% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -15.0%.

Detailed Metrics

Returns
Total Return
+124.51%
Annualized Return
+15.84%
Avg Monthly Return
+1.30%
Risk
Volatility (Annual)
+15.03%
Max Drawdown
+23.69%
Positive Months
61%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
6.24
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,451.04
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
s&p500 | +15.8% CAGR | ETF Backtest