Optimize
None Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+101.00%
Annualized Return+15.90%
Volatility+17.42%
Sharpe Ratio0.80
Max Drawdown+24.68%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A tech-focused global equity portfolio blending a core world ETF with targeted semiconductor exposure for diversified growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
75.0%0.19%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
25.0%0.35%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,100.42
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 57 months (60%)
Monthly Returns Heatmap
Best month: +19.0% • Worst month: -8.9% • Best year: 2023 (+27.9%) • Worst year: 2022 (-18.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.7%+1.9%-7.0%+19.0%--------+20.3%
2025+4.0%-3.4%-8.9%-4.3%+7.8%+4.1%+4.2%-0.4%+5.9%+8.5%-1.6%+1.3%+16.8%
2024+3.1%+5.7%+4.0%-2.5%+2.3%+6.4%-2.4%-1.5%+1.3%-0.1%+5.3%+0.0%+23.4%
2023+7.1%+0.8%+1.8%-2.4%+6.5%+3.4%+2.8%-1.5%-2.1%-4.1%+7.6%+5.7%+27.9%
2022-6.8%-1.3%+3.4%-4.1%-2.2%-8.2%+10.4%-2.7%-7.0%+2.9%+3.4%-6.5%-18.6%
2021-------+1.0%-1.9%+4.8%+3.2%+3.8%+11.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.68% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -19.8%.

Detailed Metrics

Returns
Total Return
+101.00%
Annualized Return
+15.90%
Avg Monthly Return
+1.36%
Risk
Volatility (Annual)
+17.42%
Max Drawdown
+24.68%
Positive Months
60%
Average Drawdown
-6.6%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.64
Return/Max Drawdown
Ulcer Index
8.12
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,100.42
Backtest Period
2021-08-06 to 2026-04-30
4.7 years
Rebalancing
none
Base Currency
EUR