Optimize
Annual Rebalancing
EUR
High Risk
Multi-currency
5.6yr backtest

Performance Summary

Total Return+376.13%
Annualized Return+32.27%
Volatility+25.29%
Sharpe Ratio1.20
Max Drawdown+31.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Tech-focused ETF portfolio with 60% global semiconductors, 25% US tech, and 15% US financials for targeted equity growth.
AssetTypeAllocationTER
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
60.0%0.35%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
25.0%0.15%
IUFS.LSE
iShares S&P 500 Financials Sector UCITS ETF (Acc)IE00B4JNQZ49
ETF
15.0%0.15%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €47,613.18
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 68 months (63%)
Monthly Returns Heatmap
Best month: +27.4% • Worst month: -11.8% • Best year: 2026 (+59.6%) • Worst year: 2022 (-26.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.5%-1.5%-6.2%+27.4%+20.2%+10.4%-5.0%-----+59.6%
2025+2.6%-6.0%-11.8%-4.6%+11.7%+8.3%+6.1%-1.6%+8.7%+11.7%-3.2%+2.0%+22.7%
2024+6.0%+8.7%+4.8%-3.1%+4.4%+10.6%-5.8%-2.4%+0.9%+0.6%+5.6%+2.1%+35.9%
2023+11.4%+3.4%+4.5%-5.3%+17.0%+3.2%+3.0%-1.2%-3.5%-3.9%+11.2%+8.1%+56.5%
2022-9.6%-1.0%+3.3%-7.6%-1.5%-11.3%+14.7%-5.0%-8.4%+3.1%+3.6%-8.3%-26.9%
2021+4.7%+5.0%+4.8%+0.8%-0.1%+7.2%+0.9%+4.7%-2.3%+5.7%+9.5%+3.5%+53.6%
2020-----------+1.9%+1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.69% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -28.7%.

Detailed Metrics

Returns
Total Return
+376.13%
Annualized Return
+32.27%
Avg Monthly Return
+2.58%
Risk
Volatility (Annual)
+25.29%
Max Drawdown
+31.69%
Positive Months
63%
Average Drawdown
-8.4%
Risk-Adjusted
Sharpe Ratio
1.20
Risk-free rate: 2.0%
Sortino Ratio
1.16
Downside risk adjusted
Return/Volatility
1.28
Calmar Ratio
1.02
Return/Max Drawdown
Ulcer Index
10.72
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
47,613.18
Backtest Period
2020-12-03 to 2026-07-03
5.6 years
Rebalancing
annual
Base Currency
EUR
Tillv 5 | +32.3% CAGR | ETF Backtest