Optimize
None Rebalancing
EUR
Moderate Risk
4.9yr backtest

Performance Summary

Total Return+116.16%
Annualized Return+17.16%
Volatility+16.13%
Sharpe Ratio0.94
Max Drawdown+23.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global tech-focused ETF portfolio with 85% diversified world equities and 15% targeted semiconductor exposure for concentrated growth potential.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
85.0%0.19%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
15.0%0.35%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,616.41
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 59 months (61%)
Monthly Returns Heatmap
Best month: +15.2% • Worst month: -8.2% • Best year: 2026 (+34.9%) • Worst year: 2022 (-16.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.6%+1.8%-6.4%+15.2%+11.7%+5.1%------+34.9%
2025+4.1%-2.9%-8.2%-4.2%+7.1%+2.9%+4.4%-0.4%+4.8%+6.9%-1.2%+0.9%+13.8%
2024+3.0%+4.9%+3.8%-2.2%+1.9%+5.8%-1.4%-1.1%+1.5%+0.2%+5.8%-0.4%+23.8%
2023+6.2%+0.5%+1.2%-1.4%+4.8%+3.5%+2.7%-1.3%-1.8%-3.8%+6.9%+5.0%+23.9%
2022-5.9%-1.6%+3.6%-3.4%-2.6%-7.3%+9.9%-2.2%-6.7%+3.1%+2.6%-6.1%-16.6%
2021-------+1.1%-1.8%+4.7%+2.0%+3.8%+10.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.27% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -18.1%.

Detailed Metrics

Returns
Total Return
+116.16%
Annualized Return
+17.16%
Avg Monthly Return
+1.42%
Risk
Volatility (Annual)
+16.13%
Max Drawdown
+23.27%
Positive Months
61%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
7.23
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,616.41
Backtest Period
2021-08-06 to 2026-06-19
4.9 years
Rebalancing
none
Base Currency
EUR