Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
5.4yr backtest

Performance Summary

Total Return+184.77%
Annualized Return+21.19%
Volatility+18.32%
Sharpe Ratio1.05
Max Drawdown+26.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified US and global tech ETF portfolio targeting growth through S&P 500, Nasdaq 100, semiconductors, and AI.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
50.0%0.07%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
25.0%0.3%
SMH.LSE
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
15.0%0.35%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
10.0%0.35%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €28,477.29
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 66 months (64%)
Monthly Returns Heatmap
Best month: +17.8% • Worst month: -10.3% • Best year: 2021 (+41.8%) • Worst year: 2022 (-22.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%-0.9%-5.1%+17.8%+8.9%-------+24.0%
2025+3.5%-4.9%-10.3%-4.4%+9.0%+4.0%+5.8%-1.5%+5.3%+7.7%-2.0%+0.4%+11.2%
2024+4.6%+5.7%+3.6%-2.7%+1.9%+9.1%-3.1%-1.8%+1.8%+1.8%+7.5%+0.8%+32.7%
2023+7.3%+2.0%+3.2%-1.7%+9.6%+3.9%+2.7%+0.1%-2.4%-3.3%+7.7%+5.5%+39.5%
2022-8.2%-2.0%+5.4%-5.2%-4.1%-7.3%+12.1%-2.5%-6.7%+2.9%-0.7%-7.4%-22.7%
2021+2.7%+2.9%+5.5%+2.1%-1.6%+7.4%+1.5%+4.0%-2.4%+5.9%+4.8%+3.1%+41.8%
2020-----------+1.8%+1.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.29% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -23.2%.

Detailed Metrics

Returns
Total Return
+184.77%
Annualized Return
+21.19%
Avg Monthly Return
+1.73%
Risk
Volatility (Annual)
+18.32%
Max Drawdown
+26.29%
Positive Months
64%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
1.05
Risk-free rate: 2.0%
Sortino Ratio
1.01
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
8.65
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
28,477.29
Backtest Period
2020-12-03 to 2026-05-15
5.4 years
Rebalancing
none
Base Currency
EUR