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Created byuser-dvjmdp
Monthly Rebalancing
EUR
High Risk
23.0yr backtest

Performance Summary

Total Return+2741.50%
Annualized Return+15.66%
Volatility+21.12%
Sharpe Ratio0.65
Max Drawdown+47.04%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in US tech growth with this 100% equity portfolio featuring the Nasdaq-100 ETF for targeted, high-potential market exposure.
AssetTypeAllocationTER
EQQQ.XETRA
Invesco EQQQ Nasdaq-100 UCITS ETF • IE0032077012
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €284,149.84
Histogram of Monthly Returns
The portfolio had a positive return during 165 of the 265 months (62%)
Monthly Returns Heatmap
Best month: +15.9% • Worst month: -15.5% • Best year: 2009 (+57.2%) • Worst year: 2008 (-42.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.3%-2.4%-4.0%+14.8%+11.9%-1.1%------+18.6%
2025+3.0%-5.3%-11.2%-3.2%+10.0%+2.6%+6.4%-2.3%+4.7%+7.2%-2.6%-0.7%+6.9%
2024+3.9%+4.5%+1.9%-2.3%+2.1%+10.1%-3.6%-1.8%+2.3%+2.5%+7.9%+2.7%+33.7%
2023+9.1%+2.8%+5.9%-1.0%+12.0%+4.1%+2.9%+0.3%-2.4%-3.1%+7.4%+5.2%+51.3%
2022-9.9%-3.2%+6.6%-7.4%-6.3%-6.2%+14.0%-2.2%-6.3%+0.5%-3.0%-9.3%-30.1%
2021+2.0%+0.5%+4.0%+3.3%-3.2%+9.9%+2.6%+4.9%-3.4%+6.8%+5.1%+1.9%+39.4%
2020+4.1%-6.8%-4.3%+13.0%+3.4%+5.8%+2.1%+10.3%-3.1%-2.8%+7.1%+3.2%+34.6%
2019+9.2%+3.8%+5.1%+5.3%-6.7%+4.6%+6.4%-2.5%+1.7%+2.0%+5.8%+2.6%+42.8%
2018+3.9%+1.4%-6.3%+4.1%+8.7%+1.3%+1.8%+6.7%-0.3%-6.3%-1.0%-9.4%+3.1%
2017+0.7%+6.9%+1.2%+0.5%+0.6%-3.5%+0.8%+0.7%+0.6%+5.8%-0.2%+1.0%+15.8%
2016-8.8%+0.4%+0.7%-4.6%+7.9%-2.4%+7.1%+1.0%+1.6%+1.3%+4.4%+2.1%+10.0%
2015+4.5%+7.5%+2.3%-2.0%+3.3%-4.0%+5.7%-7.7%-2.9%+13.6%+4.4%-2.9%+21.9%
2014+0.4%+3.5%-2.9%-1.5%+6.7%+2.8%+3.8%+6.5%+3.9%+2.8%+5.6%+1.4%+37.7%
2013+1.5%+4.7%+4.3%-0.4%+6.9%-3.8%+4.2%-0.2%+2.3%+5.0%+2.9%+1.1%+32.1%
2012+6.4%+4.8%+5.3%-0.6%-0.8%+0.7%+5.0%+2.6%-1.2%-6.4%+0.9%-3.4%+13.1%
2011-1.0%+2.5%-3.5%-1.2%+0.9%-2.1%+3.3%-5.5%+4.1%+5.0%-0.2%+4.0%+5.8%
2010-2.6%+5.1%+9.1%+5.0%-0.6%-4.7%-1.4%-1.9%+4.8%+4.5%+6.3%+3.3%+29.4%
2009+11.8%-3.6%+3.1%+15.9%-5.5%+4.1%+8.5%-1.0%+3.2%-2.1%+2.6%+11.4%+57.2%
2008-15.5%-5.4%-3.6%+11.8%+5.3%-10.6%+2.7%+7.6%-14.6%-7.9%-9.1%-9.8%-42.2%
2007+1.6%-2.3%+0.6%+3.9%+3.4%+1.0%+0.3%+0.5%+1.5%+4.4%-6.8%+0.8%+8.5%
2006+0.5%+1.2%-0.3%-4.1%-10.1%+2.1%-5.1%+4.4%+6.1%+3.9%+0.0%-1.9%-4.4%
2005-3.5%-0.3%-1.2%-3.3%+13.4%-0.1%+7.6%-4.6%+3.9%-0.3%+8.6%-2.7%+17.1%
2004-----5.8%---+0.4%-0.9%-+5.0%-1.5%
2003-----+0.0%-+15.7%+4.3%---+20.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +47.04% • The longest drawdown period lasted for 2 years and 6 months and was between November 2007 and May 2010. It reached a trough of -47.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (100.0% of total allocation)

Total Dividends Received

€6,998.78

74 payments

Dividend Yield

0.43%

(annualized)

Avg Per Payment

€94.58

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€329.26
2025€705.47
2024€831.59
2023€659.82
2022€633.21
2021€389.03
2020€467.33
2019€458.20
2018€377.31
2017€385.29
2016€386.18
2015€325.64
2014€356.37
2013€250.68
2012€110.46
2011€102.12
2010€79.49
2009€48.56
2008€41.30
2006€27.85
2005€33.66
Total€6,998.78

Detailed Metrics

Returns
Total Return
+2741.50%
Annualized Return
+15.66%
Avg Monthly Return
+1.41%
Risk
Volatility (Annual)
+21.12%
Max Drawdown
+47.04%
Positive Months
62%
Average Drawdown
-8.2%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
11.35
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€284,149.84
Backtest Period
2003-06-26 to 2026-06-26
23.0 years
Rebalancing
monthly
Base Currency
EUR