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Tech-diversification

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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
5.4yr backtest

Performance Summary

Total Return+152.27%
Annualized Return+18.52%
Volatility+16.26%
Sharpe Ratio1.02
Max Drawdown+23.27%

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.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
40.0%0.07%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
35.0%0.25%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
SMH.LSE
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
5.0%0.35%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,227.25
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 66 months (68%)
Monthly Returns Heatmap
Best month: +13.4% • Worst month: -7.9% • Best year: 2021 (+36.2%) • Worst year: 2022 (-14.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.0%-5.5%+13.4%+6.9%-------+18.9%
2025+3.5%-2.0%-7.9%-4.2%+6.6%+1.5%+4.0%+1.6%+3.5%+5.6%+0.2%+0.7%+12.8%
2024+3.7%+3.3%+4.2%-2.4%+1.4%+5.3%-0.3%-1.4%+1.4%+0.9%+6.7%+0.4%+25.4%
2023+6.1%+1.8%+0.8%-0.8%+4.8%+4.6%+2.9%-0.4%-1.1%-3.9%+6.1%+4.6%+27.9%
2022-4.2%-1.4%+4.5%-3.6%-2.6%-7.0%+9.7%-1.5%-6.3%+4.2%-0.8%-5.4%-14.6%
2021+1.9%+4.0%+6.9%+1.1%+0.0%+4.4%+1.3%+3.1%-1.2%+4.1%+1.9%+4.1%+36.2%
2020-----------+0.8%+0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.27% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and July 2023. It reached a trough of -17.3%.

Detailed Metrics

Returns
Total Return
+152.27%
Annualized Return
+18.52%
Avg Monthly Return
+1.49%
Risk
Volatility (Annual)
+16.26%
Max Drawdown
+23.27%
Positive Months
68%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.14
Calmar Ratio
0.80
Return/Max Drawdown
Ulcer Index
6.06
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,227.25
Backtest Period
2020-12-03 to 2026-05-15
5.4 years
Rebalancing
monthly
Base Currency
EUR
Tech-diversification | +18.5% CAGR | ETF Backtest