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UCITS 4

Created byuser-l2uvnn
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None Rebalancing
EUR
Moderate Risk
Multi-currency
2.6yr backtest

Performance Summary

Total Return+90.62%
Annualized Return+28.02%
Volatility+16.08%
Sharpe Ratio1.62
Max Drawdown+24.37%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A US-focused ETF portfolio with 90% S&P 500 and 10% global semiconductor exposure for targeted, long-term equity growth.
AssetTypeAllocationTER
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
90.0%0.03%
SMH.LSE
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
10.0%0.35%
Total100.0%0.06%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,062.21
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 32 months (66%)
Monthly Returns Heatmap
Best month: +13.4% • Worst month: -9.4% • Best year: 2024 (+32.3%) • Worst year: 2025 (+7.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%-0.2%-4.5%+13.4%+9.7%+0.3%------+20.7%
2025+3.7%-4.1%-9.4%-5.2%+7.6%+2.6%+5.9%-1.0%+3.8%+6.0%-0.9%+0.0%+7.7%
2024+4.3%+5.2%+3.8%-2.3%+1.6%+7.5%-1.4%-1.1%+1.6%+2.1%+7.8%-0.3%+32.3%
2023----------+5.9%+4.7%+10.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.37% • The longest drawdown period lasted for 8 months and was between January 2025 and October 2025. It reached a trough of -24.4%.

Detailed Metrics

Returns
Total Return
+90.62%
Annualized Return
+28.02%
Avg Monthly Return
+2.14%
Risk
Volatility (Annual)
+16.08%
Max Drawdown
+24.37%
Positive Months
66%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
1.62
Risk-free rate: 2.0%
Sortino Ratio
1.53
Downside risk adjusted
Return/Volatility
1.74
Calmar Ratio
1.15
Return/Max Drawdown
Ulcer Index
5.64
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,062.21
Backtest Period
2023-11-01 to 2026-06-12
2.6 years
Rebalancing
none
Base Currency
EUR