Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
5.5yr backtest

Performance Summary

Total Return+138.97%
Annualized Return+17.15%
Volatility+16.45%
Sharpe Ratio0.92
Max Drawdown+23.53%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 90% in broad world equities and a 10% targeted allocation to the semiconductor sector for growth.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
90.0%0.19%
SMH.LSE
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
10.0%0.35%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,897.24
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 67 months (67%)
Monthly Returns Heatmap
Best month: +13.9% • Worst month: -8.0% • Best year: 2021 (+29.9%) • Worst year: 2022 (-15.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+2.4%-6.3%+13.9%+10.1%-0.6%------+22.9%
2025+3.6%-2.9%-8.0%-3.7%+6.7%+1.9%+4.0%+0.9%+4.1%+5.7%-0.7%+0.7%+11.8%
2024+3.5%+4.4%+3.9%-1.9%+1.5%+5.8%-1.0%-0.9%+1.7%+0.2%+6.1%+0.3%+25.7%
2023+6.0%+0.8%+0.8%-0.9%+3.9%+3.8%+2.9%-1.3%-1.8%-3.7%+6.7%+4.8%+23.6%
2022-5.0%-1.4%+3.8%-3.4%-2.9%-6.8%+9.6%-1.7%-6.6%+3.1%+1.1%-5.0%-15.2%
2021+1.2%+2.9%+5.6%+1.3%+0.3%+4.2%+0.6%+3.1%-1.7%+4.4%+1.4%+3.3%+29.9%
2020-----------+1.7%+1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.53% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -18.0%.

Detailed Metrics

Returns
Total Return
+138.97%
Annualized Return
+17.15%
Avg Monthly Return
+1.39%
Risk
Volatility (Annual)
+16.45%
Max Drawdown
+23.53%
Positive Months
67%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.04
Calmar Ratio
0.73
Return/Max Drawdown
Ulcer Index
6.46
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,897.24
Backtest Period
2020-12-03 to 2026-06-05
5.5 years
Rebalancing
none
Base Currency
EUR
UCITS 6 | +17.2% CAGR | ETF Backtest