Optimize
None Rebalancing
EUR
Moderate Risk
5.3yr backtest

Performance Summary

Total Return+127.94%
Annualized Return+16.84%
Volatility+18.69%
Sharpe Ratio0.79
Max Drawdown+28.39%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A US tech-focused ETF portfolio with global diversification for long-term growth, featuring Nasdaq 100 and MSCI World holdings.
AssetTypeAllocationTER
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
77.0%0.3%
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
17.0%0.2%
XNAS.XETRA
Xtrackers Nasdaq 100 UCITS ETF 1CIE00BMFKG444
ETF
6.0%0.2%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,794.19
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 65 months (58%)
Monthly Returns Heatmap
Best month: +13.7% • Worst month: -10.6% • Best year: 2023 (+45.1%) • Worst year: 2022 (-27.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.2%-1.9%-4.1%+13.7%+7.6%-------+14.9%
2025+3.3%-4.8%-10.6%-3.4%+9.4%+2.4%+6.1%-1.9%+4.3%+6.7%-2.2%-0.6%+7.2%
2024+3.8%+4.3%+2.3%-2.3%+2.0%+9.2%-3.0%-1.5%+2.1%+2.2%+7.9%+2.0%+32.3%
2023+8.2%+2.4%+4.8%-0.8%+10.3%+4.1%+2.7%+0.2%-2.2%-3.2%+7.2%+5.0%+45.1%
2022-9.1%-2.9%+6.2%-6.6%-5.7%-6.3%+13.3%-2.1%-6.2%+1.3%-2.4%-8.5%-27.3%
2021-2.3%+0.9%+4.4%+3.0%-2.6%+9.0%+2.4%+4.6%-3.0%+6.4%+4.4%+2.2%+32.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.39% • The longest drawdown period lasted for 1 year and 12 months and was between November 2021 and November 2023. It reached a trough of -28.4%.

Detailed Metrics

Returns
Total Return
+127.94%
Annualized Return
+16.84%
Avg Monthly Return
+1.41%
Risk
Volatility (Annual)
+18.69%
Max Drawdown
+28.39%
Positive Months
58%
Average Drawdown
-8.2%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
10.41
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,794.19
Backtest Period
2021-01-27 to 2026-05-15
5.3 years
Rebalancing
none
Base Currency
EUR