Quarterly Rebalancing
EUR
High Risk
10.2yr backtest

Performance Summary

Total Return+761.88%
Annualized Return+23.51%
Volatility+21.48%
Sharpe Ratio1.00
Max Drawdown+31.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global technology stocks through a 100% equity ETF portfolio focused on the world's leading tech sector for growth potential.
AssetTypeAllocationTER
WTCH.AS
State Street SPDR MSCI World Technology UCITS ETF USDIE00BYTRRD19
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €86,187.52
Histogram of Monthly Returns
The portfolio had a positive return during 76 of the 123 months (62%)
Monthly Returns Heatmap
Best month: +17.6% • Worst month: -12.2% • Best year: 2019 (+49.4%) • Worst year: 2022 (-27.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.4%-2.9%-5.0%+17.6%+16.7%-0.3%-4.2%-----+18.0%
2025-0.9%-5.2%-12.2%-2.6%+11.5%+5.4%+8.2%-2.6%+6.7%+8.6%-5.4%-0.4%+8.4%
2024+6.9%+5.5%+2.5%-3.5%+4.1%+12.8%-4.3%-1.3%+1.8%+2.1%+7.9%+3.4%+43.4%
2023+8.7%+3.3%+6.2%-1.8%+12.9%+3.5%+1.7%-0.1%-4.0%-1.8%+10.3%+3.1%+49.1%
2022-8.9%-3.5%+5.2%-5.9%-5.9%-7.2%+14.5%-3.1%-7.7%+4.0%-2.5%-8.4%-27.7%
2021+0.9%+1.8%+3.3%+3.1%-3.1%+10.3%+3.2%+4.8%-3.4%+6.5%+5.4%+2.9%+40.9%
2020+5.7%-8.2%-5.7%+11.1%+4.7%+6.9%-0.1%+10.0%-2.0%-4.8%+8.3%+4.3%+31.8%
2019+7.6%+7.2%+5.2%+6.5%-7.0%+5.5%+7.3%-3.0%+2.6%+1.5%+7.1%+1.5%+49.4%
2018+3.5%+2.3%-5.5%+3.3%+9.6%-0.4%+1.3%+7.1%-0.4%-6.3%-2.7%-8.3%+1.9%
2017+1.6%+7.1%+1.4%+0.6%+1.6%-3.5%+0.8%+1.7%+1.7%+8.8%-1.1%-0.5%+21.3%
2016----+9.2%-3.7%+9.1%+1.8%+1.8%+2.1%+3.4%+1.2%+27.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.28% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -28.5%.

Detailed Metrics

Returns
Total Return
+761.88%
Annualized Return
+23.51%
Avg Monthly Return
+1.93%
Risk
Volatility (Annual)
+21.48%
Max Drawdown
+31.28%
Positive Months
62%
Average Drawdown
-6.9%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.09
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
9.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
86,187.52
Backtest Period
2016-05-04 to 2026-07-17
10.2 years
Rebalancing
quarterly
Base Currency
EUR