Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+86.21%
Annualized Return+11.97%
Volatility+16.94%
Sharpe Ratio0.59
Max Drawdown+20.45%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in a 100% European equity portfolio via ETFs, offering broad market and targeted tech sector exposure for diversified growth.
AssetTypeAllocationTER
ETSZ.F
BNP Paribas Easy STOXX Europe 600 UCITS ETFFR0011550193
ETF
99.9%0.19%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
0.1%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,620.88
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 67 months (61%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -7.9% • Best year: 2021 (+24.4%) • Worst year: 2022 (-8.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+4.0%-7.1%+4.6%+3.1%-------+8.2%
2025+6.9%+2.0%-2.5%-1.8%+5.8%-1.0%+2.1%-0.1%+1.1%+2.8%+0.3%+2.5%+19.1%
2024+0.7%+2.2%+3.9%-0.9%+2.9%-1.1%+2.1%+1.3%-0.1%-1.5%-2.3%+0.4%+7.8%
2023+5.2%+1.9%-0.2%+1.4%-1.6%+1.1%+3.5%-1.7%-1.8%-4.2%+5.9%+5.2%+15.1%
2022-3.0%-4.5%+3.3%-1.9%-1.2%-7.9%+6.7%-3.6%-6.7%+5.9%+6.8%-1.7%-8.9%
2021-0.8%+2.8%+6.0%+2.3%+2.4%+2.4%+0.5%+2.9%-3.1%+5.2%-4.2%+6.2%+24.4%
2020----------+0.1%+2.7%+2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.45% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -20.5%.

Detailed Metrics

Returns
Total Return
+86.21%
Annualized Return
+11.97%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+16.94%
Max Drawdown
+20.45%
Positive Months
61%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
5.71
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,620.88
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
stoxx 600 | +12.0% CAGR | ETF Backtest