Quarterly Rebalancing
EUR
High Risk
7.4yr backtest

Performance Summary

Total Return+319.16%
Annualized Return+21.23%
Volatility+21.56%
Sharpe Ratio0.89
Max Drawdown+33.08%

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
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
100.0%0.35%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €41,916.12
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 90 months (62%)
Monthly Returns Heatmap
Best month: +24.8% • Worst month: -10.4% • Best year: 2023 (+63.8%) • Worst year: 2022 (-31.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%-2.8%-5.9%+18.5%+24.8%+0.3%-8.7%-----+24.3%
2025+5.0%-4.9%-10.4%-2.4%+9.8%+5.9%+5.0%-3.0%+6.4%+8.3%-5.0%+2.0%+15.3%
2024+6.3%+4.7%+3.8%-4.3%-0.5%+12.6%-4.1%-2.5%+3.3%+2.8%+10.2%-0.6%+34.6%
2023+10.9%+2.4%+6.4%-1.9%+15.0%+3.5%+3.3%+1.0%-1.5%-2.0%+10.3%+4.4%+63.8%
2022-9.9%-3.0%+3.6%-3.9%-6.1%-6.7%+7.4%-2.4%-9.4%+1.3%+0.4%-7.3%-31.8%
2021+7.5%+3.7%+4.5%+1.9%-2.9%+9.0%-2.5%+2.8%-3.2%+6.3%+1.8%+2.9%+35.8%
2020-0.5%-7.5%-8.9%+12.8%+3.2%+3.8%+0.2%+4.8%-0.4%-2.1%+12.2%+6.9%+24.4%
2019-+2.9%+2.4%+4.7%-8.8%+3.7%+5.2%-5.1%+2.3%+0.4%+6.6%+1.0%+15.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.08% • The longest drawdown period lasted for 1 year and 9 months and was between November 2021 and August 2023. It reached a trough of -33.1%.

Detailed Metrics

Returns
Total Return
+319.16%
Annualized Return
+21.23%
Avg Monthly Return
+1.80%
Risk
Volatility (Annual)
+21.56%
Max Drawdown
+33.08%
Positive Months
62%
Average Drawdown
-8.5%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.64
Return/Max Drawdown
Ulcer Index
11.11
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
41,916.12
Backtest Period
2019-02-05 to 2026-07-17
7.4 years
Rebalancing
quarterly
Base Currency
EUR