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World Nasdaq

  • Nasdaq
Optimize
None Rebalancing
EUR
Moderate Risk
3.6yr backtest

Performance Summary

Total Return+78.34%
Annualized Return+17.18%
Volatility+13.60%
Sharpe Ratio1.12
Max Drawdown+22.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
+ Nasdaq
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
85.0%0.19%
ANAV.XETRA
AXA IM NASDAQ 100 UCITS ETF USD AccIE000QDFFK00
ETF
15.0%0.14%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,833.58
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 45 months (67%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -7.8% • Best year: 2024 (+26.0%) • Worst year: 2022 (-5.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.0%-5.1%+9.7%+7.0%+1.3%-1.8%-----+13.0%
2025+4.0%-2.8%-7.8%-3.8%+6.8%+1.3%+5.0%-0.7%+3.3%+4.9%-0.9%+0.2%+8.8%
2024+3.0%+3.9%+3.3%-1.8%+1.3%+5.7%-0.4%-0.6%+1.8%+1.1%+6.8%-0.3%+26.0%
2023+5.9%+0.0%+1.5%+0.1%+3.3%+4.1%+2.8%-2.4%-1.6%-3.4%+6.0%+4.1%+21.7%
2022----------+0.2%-5.6%-5.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.11% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -22.1%.

Detailed Metrics

Returns
Total Return
+78.34%
Annualized Return
+17.18%
Avg Monthly Return
+1.36%
Risk
Volatility (Annual)
+13.60%
Max Drawdown
+22.11%
Positive Months
67%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.12
Risk-free rate: 2.0%
Sortino Ratio
1.06
Downside risk adjusted
Return/Volatility
1.26
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
4.23
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,833.58
Backtest Period
2022-11-22 to 2026-07-17
3.6 years
Rebalancing
none
Base Currency
EUR