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Quarterly Rebalancing
EUR
High Risk
6.3yr backtest

Performance Summary

Total Return+41.28%
Annualized Return+5.63%
Volatility+22.81%
Sharpe Ratio0.16
Max Drawdown+36.39%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified US stock portfolio focused on leading tech, consumer, and auto companies like PayPal, Intel, Ferrari, and Netflix for growth.
AssetTypeAllocationTER
2PP.XETRA
PayPal Holdings IncUS70450Y1038
STOCK
30.8%0%
2FE.XETRA
Ferrari NVNL0011585146
STOCK
15.0%-
8TI.XETRA
Stellantis NVNL00150001Q9
STOCK
12.3%0%
U9R.F
Under Armour IncUS9043111072
STOCK
9.1%0%
KHNZ.XETRA
Kraft Heinz CoUS5007541064
STOCK
5.2%0%
INL.XETRA
Intel CorporationUS4581401001
STOCK
5.0%0%
SON1.F
Sony Group CorpJP3435000009
STOCK
4.8%0%
OPC.XETRA
Occidental Petroleum CorporationUS6745991058
STOCK
4.7%0%
NTO.F
Nintendo Co. LtdJP3756600007
STOCK
3.8%0%
NFC.XETRA
Netflix IncUS64110L1061
STOCK
3.5%0%
CTP2.XETRA
Comcast CorporationUS20030N1019
STOCK
3.2%0%
BY6.BE
BYD Company LimitedCNE100000296
STOCK
1.5%0%
2RR.F
Alibaba Group Holding LimitedKYG017191142
STOCK
1.1%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,128.21
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 77 months (58%)
Monthly Returns Heatmap
Best month: +22.3% • Worst month: -10.7% • Best year: 2020 (+48.3%) • Worst year: 2022 (-26.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.5%+0.2%-3.6%----------7.8%
2025+3.2%-4.8%-10.0%-4.7%+6.3%+0.4%-4.0%+0.4%+0.1%-0.8%-2.2%-4.9%-19.8%
2024+0.7%+5.0%+4.4%-3.1%-4.9%-1.8%+2.5%+4.0%+1.7%+2.3%+7.0%-1.7%+16.4%
2023+11.7%-2.7%+1.7%-0.0%-4.6%+5.4%+7.8%-7.0%-1.4%-4.6%+10.1%+4.5%+20.6%
2022-6.1%-10.6%+4.7%-7.5%-5.1%-10.3%+15.6%+1.9%-5.7%+2.1%+1.7%-7.5%-26.3%
2021+4.0%+8.6%+5.3%+0.0%+0.7%+6.2%-2.7%+3.5%-2.4%+0.5%-3.9%+0.7%+21.6%
2020+0.9%-9.9%-10.7%+22.3%+3.7%+10.0%+1.1%+3.5%+2.2%-0.1%+15.3%+6.3%+48.3%
2019----------+1.1%+1.3%+2.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +36.39% • The longest drawdown period lasted for 3 years and was between November 2021 and December 2024. It reached a trough of -36.4%.

Detailed Metrics

Returns
Total Return
+41.28%
Annualized Return
+5.63%
Avg Monthly Return
+0.63%
Risk
Volatility (Annual)
+22.81%
Max Drawdown
+36.39%
Positive Months
58%
Average Drawdown
-15.3%
Risk-Adjusted
Sharpe Ratio
0.16
Risk-free rate: 2.0%
Sortino Ratio
0.15
Downside risk adjusted
Return/Volatility
0.25
Calmar Ratio
0.15
Return/Max Drawdown
Ulcer Index
17.68
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,128.21
Backtest Period
2019-11-26 to 2026-03-18
6.3 years
Rebalancing
quarterly
Base Currency
EUR