Quarterly Rebalancing
EUR
High Risk
15.8yr backtest

Performance Summary

Total Return+1682.21%
Annualized Return+20.00%
Volatility+20.33%
Sharpe Ratio0.89
Max Drawdown+31.83%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global technology stocks with this 100% equity ETF portfolio focused on the Amundi MSCI World Information Technology ETF for growth.
AssetTypeAllocationTER
LYPG.XETRA
Amundi MSCI World Information Technology UCITS ETF EUR AccLU0533033667
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €178,221.24
Histogram of Monthly Returns
The portfolio had a positive return during 122 of the 191 months (64%)
Monthly Returns Heatmap
Best month: +17.4% • Worst month: -12.3% • Best year: 2019 (+51.2%) • Worst year: 2022 (-28.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.6%-3.1%-4.8%+17.4%+16.7%-0.1%-4.2%-----+17.9%
2025-0.3%-5.0%-12.3%-2.6%+11.2%+5.4%+8.3%-2.7%+6.8%+8.7%-5.6%-0.2%+9.2%
2024+6.1%+5.2%+2.5%-3.4%+4.1%+12.8%-4.4%-1.1%+1.5%+2.1%+8.0%+2.7%+41.0%
2023+8.4%+3.1%+6.4%-1.7%+12.6%+3.4%+1.8%-0.2%-4.0%-1.6%+10.0%+3.8%+49.2%
2022-9.8%-3.5%+5.3%-6.0%-5.9%-7.5%+14.7%-3.0%-7.9%+4.2%-2.4%-8.3%-28.3%
2021+0.7%+1.8%+3.3%+3.0%-3.1%+10.4%+3.2%+4.8%-3.5%+6.4%+5.5%+3.6%+41.7%
2020+4.7%-8.9%-5.0%+11.1%+4.6%+6.5%+0.1%+10.4%-2.0%-5.0%+8.4%+4.5%+30.7%
2019+7.9%+7.3%+5.3%+6.3%-7.0%+5.5%+7.3%-3.1%+2.7%+1.4%+7.1%+2.5%+51.2%
2018+2.9%+2.3%-5.6%+3.0%+10.0%-0.4%+1.3%+7.1%-0.5%-6.3%-2.9%-8.7%+0.6%
2017+0.3%+7.3%+1.6%+0.1%+1.7%-3.6%+1.0%+1.8%+1.7%+8.3%-0.8%+0.2%+20.7%
2016-7.5%+0.2%+2.7%-5.9%+8.3%-2.5%+7.9%+1.9%+1.8%+2.0%+3.5%+2.3%+14.5%
2015+3.6%+8.3%+1.6%-2.0%+3.3%-5.7%+3.5%-7.1%-1.9%+12.6%+5.0%-4.0%+16.5%
2014-0.6%+3.3%-0.4%-2.0%+6.0%+2.1%+3.8%+4.7%+3.6%+1.3%+5.9%+1.8%+33.3%
2013+0.6%+4.2%+3.8%-1.4%+6.3%-4.3%+2.8%-0.4%+1.9%+3.6%+3.0%+2.3%+24.2%
2012+5.0%+5.5%+5.1%-1.8%-2.6%+0.3%+4.2%+2.0%-1.1%-6.5%+1.4%-2.2%+8.9%
2011-1.2%+1.8%-5.9%-1.3%+0.4%-2.9%+2.1%-6.8%+3.7%+6.0%+0.8%+2.7%-1.3%
2010---------0.8%+4.1%+5.0%+5.1%+13.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.83% • The longest drawdown period lasted for 1 year and 7 months and was between December 2021 and July 2023. It reached a trough of -28.7%.

Detailed Metrics

Returns
Total Return
+1682.21%
Annualized Return
+20.00%
Avg Monthly Return
+1.65%
Risk
Volatility (Annual)
+20.33%
Max Drawdown
+31.83%
Positive Months
64%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.63
Return/Max Drawdown
Ulcer Index
8.44
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
178,221.24
Backtest Period
2010-09-29 to 2026-07-17
15.8 years
Rebalancing
quarterly
Base Currency
EUR