Optimize
Annual Rebalancing
EUR
High Risk
Multi-currency
15.5yr backtest

Performance Summary

Total Return+6069.58%
Annualized Return+30.54%
Volatility+22.19%
Sharpe Ratio1.29
Max Drawdown+31.39%

Holdings

Asset Allocation

Asset Class

Equity 67.0%Other 33.0%
Holdings Details
Tech-focused portfolio with 67% equity in top global innovators like ASML, Apple, and Microsoft for targeted growth.
AssetTypeAllocationTER
ASME.DU
ASML Holding N.V.NL0010273215
STOCK
33.7%0%
AAPL.US
Apple IncUS0378331005
STOCK
33.3%0%
MSFT34.SA
Microsoft Corporation
STOCK
33.0%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €616,957.85
Histogram of Monthly Returns
The portfolio had a positive return during 120 of the 186 months (65%)
Monthly Returns Heatmap
Best month: +18.8% • Worst month: -11.3% • Best year: 2019 (+89.7%) • Worst year: 2022 (-23.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.8%-0.8%-4.4%+7.5%+13.6%-------+21.4%
2025-1.2%-2.4%-10.1%-2.6%+5.4%+3.5%+1.5%+1.3%+12.8%+7.6%-1.4%-1.0%+12.1%
2024+8.7%+3.5%-0.0%-4.5%+7.4%+10.3%-5.2%-2.4%-1.8%-6.4%+7.1%+5.8%+22.6%
2023+9.4%+2.0%+10.1%-0.8%+12.3%+2.7%-1.8%-2.8%-5.2%+2.8%+8.9%+2.6%+46.2%
2022-8.6%-4.0%+6.9%-7.6%-2.6%-8.6%+18.8%-6.1%-10.1%+6.9%+4.3%-11.3%-23.5%
2021+4.7%+1.2%+7.2%+3.9%-1.8%+10.5%+7.4%+7.2%-5.9%+10.7%+4.2%+3.7%+66.0%
2020+4.5%-8.4%-1.6%+14.6%+5.4%+10.8%-0.2%+12.3%-4.7%-3.5%+8.7%+7.8%+52.1%
2019+6.7%+7.3%+6.8%+10.1%-8.0%+8.4%+8.9%+0.3%+7.9%+4.4%+8.1%+6.3%+89.7%
2018+4.6%+4.0%-4.4%+3.2%+11.6%+0.3%+5.1%+8.1%-2.0%-4.0%-4.3%-9.7%+10.9%
2017+3.3%+7.7%+3.7%+0.2%+1.3%-5.1%+5.1%+4.5%+2.1%+10.9%-1.5%-1.0%+34.7%
2016-4.2%-1.4%+6.3%-8.8%+8.7%-2.8%+11.1%+1.6%+1.6%+2.7%+3.7%+6.4%+25.7%
2015+4.4%+9.2%-1.1%+3.5%+5.4%-6.3%-0.6%-8.0%-2.1%+15.4%+6.1%-5.2%+19.8%
2014-4.5%+1.8%+4.7%-0.1%+7.6%+3.4%+5.9%+7.0%+5.5%+2.1%+9.6%+0.4%+51.7%
2013+0.4%+2.7%-1.2%+8.3%+9.2%-6.1%+5.5%+5.5%-0.5%+2.9%+6.4%-2.2%+34.2%
2012+7.6%+11.5%+5.8%+1.6%+0.7%+3.2%+8.8%+1.9%-4.5%-4.6%+1.7%-4.1%+32.1%
2011+1.2%+2.1%-1.7%-5.0%+0.3%-8.8%+6.6%-1.9%+2.1%+7.5%-4.2%+14.5%+11.1%
2010-----------+2.8%+2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.39% • The longest drawdown period lasted for 1 year and 4 months and was between December 2021 and May 2023. It reached a trough of -26.6%.

Detailed Metrics

Returns
Total Return
+6069.58%
Annualized Return
+30.54%
Avg Monthly Return
+2.41%
Risk
Volatility (Annual)
+22.19%
Max Drawdown
+31.39%
Positive Months
65%
Average Drawdown
-6.9%
Risk-Adjusted
Sharpe Ratio
1.29
Risk-free rate: 2.0%
Sortino Ratio
1.28
Downside risk adjusted
Return/Volatility
1.38
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
8.60
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
616,957.85
Backtest Period
2010-12-09 to 2026-05-29
15.5 years
Rebalancing
annual
Base Currency
EUR
unhinged | +30.5% CAGR | ETF Backtest