Volatile

volatile

Optimize
None Rebalancing
EUR
Moderate Risk
7.5yr backtest

Performance Summary

Total Return+198.74%
Annualized Return+15.71%
Volatility+18.33%
Sharpe Ratio0.75
Max Drawdown+32.43%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
High-risk, high-reward ETF portfolio in EUR designed to exploit market volatility without rebalancing for aggressive growth.
AssetTypeAllocationTER
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
40.0%0.25%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
35.0%0.25%
AYEM.XETRA
iShares MSCI EM IMI Screened UCITS ETF USD (Acc)IE00BFNM3P36
ETF
25.0%0.18%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,873.77
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 91 months (65%)
Monthly Returns Heatmap
Best month: +14.9% • Worst month: -10.6% • Best year: 2019 (+31.9%) • Worst year: 2022 (-18.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+0.8%-6.0%+14.9%--------+10.3%
2025+1.8%-2.4%-8.5%-3.3%+8.2%+3.6%+5.9%-0.6%+5.4%+7.3%-2.8%+0.8%+14.9%
2024+3.4%+3.9%+3.5%-2.4%+2.5%+7.7%-1.8%-1.3%+1.9%+0.6%+5.9%+0.9%+27.3%
2023+6.9%+0.8%+2.3%-1.4%+6.4%+3.7%+2.6%-1.1%-1.8%-3.2%+7.4%+3.7%+29.1%
2022-4.7%-2.8%+2.7%-3.0%-3.0%-6.8%+8.9%-1.8%-7.6%+3.3%+1.8%-6.0%-18.6%
2021+2.2%+3.1%+4.8%+0.7%-0.8%+5.8%+0.1%+3.2%-1.8%+3.4%+2.0%+4.0%+29.8%
2020-0.7%-7.9%-10.6%+8.9%+2.0%+4.9%-1.5%+6.6%-1.0%-2.7%+9.6%+3.6%+9.3%
2019+8.7%+3.1%+2.8%+3.5%-6.8%+4.6%+3.7%-3.4%+4.0%+1.2%+4.5%+3.0%+31.9%
2018---------+1.4%+0.2%-7.3%-5.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.43% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -18.9%.

Detailed Metrics

Returns
Total Return
+198.74%
Annualized Return
+15.71%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+18.33%
Max Drawdown
+32.43%
Positive Months
65%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
7.63
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,873.77
Backtest Period
2018-10-24 to 2026-04-24
7.5 years
Rebalancing
none
Base Currency
EUR