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ssac

Created byuser-098yle
None Rebalancing
CHF
Moderate Risk
Multi-currency
1.4yr backtest

Performance Summary

Total Return+21.05%
Annualized Return+14.60%
Volatility+15.49%
Sharpe Ratio0.81
Max Drawdown+15.80%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in AI's future with this 100% equity portfolio focused on a global technology ETF for targeted growth potential.
AssetTypeAllocationTER
XUSE.AS
Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C • IE00BGV5VN51
ETF
100.0%0.35%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,104.63
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 18 months (72%)
Monthly Returns Heatmap
Best month: +4.7% • Worst month: -6.0% • Best year: 2026 (+10.5%) • Worst year: 2025 (+9.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+4.3%-6.0%+4.7%+2.9%+3.1%------+10.5%
2025-0.1%+0.7%-2.5%-2.9%+4.5%-1.5%+1.5%+2.5%+1.5%+2.7%+0.9%+2.2%+9.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.80% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -15.8%.

Detailed Metrics

Returns
Total Return
+21.05%
Annualized Return
+14.60%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+15.49%
Max Drawdown
+15.80%
Positive Months
72%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
3.50
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,104.63
Backtest Period
2025-01-30 to 2026-06-26
1.4 years
Rebalancing
none
Base Currency
CHF