Quarterly Rebalancing
EUR
High Risk
Multi-currency
16.5yr backtest

Performance Summary

Total Return+2368.97%
Annualized Return+21.42%
Volatility+21.63%
Sharpe Ratio0.90
Max Drawdown+31.95%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US technology ETF portfolio for targeted growth exposure through XLKS, focusing on innovative equity sectors.
AssetTypeAllocationTER
XLKS.LSE
Invesco US Technology Sector UCITS ETFIE00B3VSSL01
ETF
100.0%0.14%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €246,896.98
Histogram of Monthly Returns
The portfolio had a positive return during 127 of the 199 months (64%)
Monthly Returns Heatmap
Best month: +18.4% • Worst month: -12.2% • Best year: 2023 (+55.8%) • Worst year: 2022 (-24.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.7%-2.5%-4.8%+18.4%+17.6%-1.7%-3.5%-----+17.9%
2025-1.9%-5.2%-12.2%-2.4%+12.0%+5.4%+8.3%-1.2%+6.5%+8.3%-4.6%-0.6%+10.0%
2024+7.1%+6.2%+3.3%-2.8%+5.2%+13.7%-4.5%-1.3%+2.3%+2.1%+7.2%+4.3%+50.3%
2023+7.8%+3.8%+6.7%-2.2%+15.3%+4.0%+2.5%+1.0%-4.2%-2.1%+10.0%+4.2%+55.8%
2022-7.6%-3.4%+5.7%-6.0%-5.0%-6.8%+14.3%-2.9%-7.9%+4.4%-3.5%-6.9%-24.7%
2021+0.5%+1.8%+4.6%+2.9%-2.3%+9.5%+3.3%+4.4%-2.8%+6.1%+6.8%+3.3%+44.7%
2020+6.6%-8.6%-4.8%+10.5%+4.6%+5.9%-0.7%+13.0%-3.6%-5.1%+6.6%+5.3%+30.9%
2019+6.6%+7.8%+5.7%+6.4%-6.8%+5.6%+8.3%-3.7%+3.2%+1.6%+7.1%+2.1%+52.0%
2018+1.2%+2.8%-5.8%+4.4%+8.9%+0.9%+0.8%+6.4%+0.1%-6.1%-2.5%-7.8%+1.7%
2017+0.1%+7.4%+0.8%+0.0%+0.7%-4.7%+1.3%+2.1%+1.5%+8.1%-1.1%+1.1%+18.0%
2016-6.1%+2.2%+3.0%-5.8%+6.9%-1.1%+8.1%-0.1%+1.9%+0.8%+4.1%+3.5%+17.9%
2015+2.9%+8.7%+0.5%-0.9%+3.1%-4.9%+4.1%-7.8%-1.8%+13.2%+3.3%-3.5%+16.3%
2014-1.6%+3.3%-0.1%-0.4%+5.8%+1.5%+4.0%+4.4%+4.4%+0.9%+6.5%+1.4%+34.2%
2013+1.3%+6.0%+3.3%-1.1%+5.7%-4.3%+2.7%-1.8%+0.3%+5.9%+1.8%+2.4%+23.8%
2012+4.2%+6.3%+4.4%-0.3%-1.1%+1.2%+6.5%+1.1%-1.4%-7.0%+0.5%-4.2%+9.6%
2011-3.0%+3.1%-4.6%-1.5%+1.4%-3.0%+2.2%-5.0%+4.5%+6.6%-0.7%+4.0%+3.2%
2010-1.8%+0.5%+8.8%+4.6%-1.7%-2.7%+0.1%-0.3%+0.6%+2.5%+4.0%+5.4%+21.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.95% • The longest drawdown period lasted for 1 year and 4 months and was between December 2021 and May 2023. It reached a trough of -26.0%.

Detailed Metrics

Returns
Total Return
+2368.97%
Annualized Return
+21.42%
Avg Monthly Return
+1.75%
Risk
Volatility (Annual)
+21.63%
Max Drawdown
+31.95%
Positive Months
64%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
7.88
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
246,896.98
Backtest Period
2010-01-08 to 2026-07-17
16.5 years
Rebalancing
quarterly
Base Currency
EUR