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Tech 11

Created byuser-kmnqal
Quarterly Rebalancing
EUR
High Risk
6.9yr backtest

Performance Summary

Total Return+266.24%
Annualized Return+20.87%
Volatility+29.92%
Sharpe Ratio0.63
Max Drawdown+42.56%

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
XMLD.F
L&G Artificial Intelligence UCITS ETF • IE00BK5BCD43
ETF
100.0%0.49%
Total100.0%0.49%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €36,624.27
Histogram of Monthly Returns
The portfolio had a positive return during 46 of the 83 months (55%)
Monthly Returns Heatmap
Best month: +25.8% • Worst month: -15.8% • Best year: 2023 (+54.6%) • Worst year: 2022 (-36.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.1%-2.3%-8.4%+22.9%+25.8%+4.4%-9.0%-----+31.4%
2025+9.5%-7.2%-15.8%-3.4%+13.8%+5.4%+6.2%+2.4%+6.9%+8.4%-5.3%-1.5%+16.5%
2024+1.6%+6.2%+0.4%-2.3%-3.0%+9.3%-5.0%-0.1%+2.4%+5.3%+9.6%-0.2%+25.8%
2023+12.5%+5.1%+0.3%-6.8%+16.1%+4.5%+3.3%-1.9%-2.7%-5.9%+16.0%+7.3%+54.6%
2022-14.9%-0.8%+3.0%-10.6%-7.7%-8.5%+12.9%+1.3%-9.2%+1.6%-2.0%-6.2%-36.4%
2021+4.8%+1.1%-3.2%+2.7%-3.4%+10.5%-1.2%+4.6%-1.8%+7.7%-0.8%-2.5%+19.1%
2020+4.7%-8.6%-11.1%+18.5%+9.2%+7.7%+3.2%+6.7%-1.8%-0.8%+12.2%+5.3%+50.3%
2019---------2.6%+0.8%+8.1%+1.8%+8.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +42.56% • The longest drawdown period lasted for 2 years and 7 months and was between November 2021 and June 2024. It reached a trough of -42.6%.

Detailed Metrics

Returns
Total Return
+266.24%
Annualized Return
+20.87%
Avg Monthly Return
+1.87%
Risk
Volatility (Annual)
+29.92%
Max Drawdown
+42.56%
Positive Months
55%
Average Drawdown
-14.1%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.60
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
17.74
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€36,624.27
Backtest Period
2019-09-10 to 2026-07-17
6.9 years
Rebalancing
quarterly
Base Currency
EUR