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Tech-diversification

Created byuser-q81ecy

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Monthly Rebalancing

EUR

Moderate Risk

Multi-currency

5.4yr backtest

Performance Summary

Total Return+131.16%

Annualized Return+16.76%

Volatility+16.41%

Sharpe Ratio0.90

Max Drawdown+27.19%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity ETF portfolio targeting US growth, tech, and value stocks for long-term capital appreciation.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
CSPX.LSE iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	40.0%	0.07%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	35.0%	0.25%
CNDX.LSE iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19	IE00B53SZB19	Acc	ETF	20.0%	0.3%
SMH.LSE VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	5.0%	0.35%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €23,115.93

Histogram of Monthly Returns

The portfolio had a positive return during 0 of the 0 months (0%)

Monthly Returns Heatmap

Best month: N/A • Worst month: N/A

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +27.19% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -27.2%.

Detailed Metrics

Returns

Total Return

+131.16%

Annualized Return

+16.76%

Avg Monthly Return

N/A

Risk

Volatility (Annual)

+16.41%

Max Drawdown

+27.19%

Positive Months

Average Drawdown

-6.2%

Risk-Adjusted

Sharpe Ratio

0.90

Risk-free rate: 2.0%

Sortino Ratio

0.86

Downside risk adjusted

Return/Volatility

1.02

Calmar Ratio

0.62

Return/Max Drawdown

Ulcer Index

8.52

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€23,115.93

Backtest Period

2020-12-03 to 2026-05-01
5.4 years

Rebalancing

monthly

Base Currency

EUR