Optimize
None Rebalancing
EUR
High Risk
5.6yr backtest

Performance Summary

Total Return+394.18%
Annualized Return+32.77%
Volatility+28.03%
Sharpe Ratio1.10
Max Drawdown+35.07%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated ETF portfolio targeting global semiconductor and artificial intelligence sectors for high-growth technology exposure.
AssetTypeAllocationTER
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
70.0%0.35%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
30.0%0.35%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €49,418.1
Histogram of Monthly Returns
The portfolio had a positive return during 40 of the 68 months (59%)
Monthly Returns Heatmap
Best month: +31.9% • Worst month: -12.4% • Best year: 2023 (+68.4%) • Worst year: 2022 (-32.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+11.4%-1.2%-7.1%+31.9%+24.8%+11.7%-12.4%-----+64.7%
2025+3.6%-7.1%-12.1%-4.1%+12.7%+10.1%+5.5%-2.2%+10.3%+13.6%-3.8%+2.6%+28.3%
2024+6.2%+9.6%+5.1%-3.6%+3.7%+11.6%-7.4%-3.3%+1.4%-0.4%+5.0%+2.1%+32.3%
2023+13.8%+3.4%+7.2%-6.4%+19.9%+2.9%+3.3%-1.2%-3.1%-4.0%+11.8%+8.9%+68.4%
2022-11.9%-0.9%+2.8%-7.9%-1.5%-11.9%+13.5%-6.1%-9.8%+0.6%+6.6%-8.7%-32.5%
2021+7.4%+4.2%+4.3%-0.1%-0.8%+8.4%-0.6%+3.9%-2.8%+5.5%+10.4%+3.2%+51.4%
2020-----------+2.8%+2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.07% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -35.1%.

Detailed Metrics

Returns
Total Return
+394.18%
Annualized Return
+32.77%
Avg Monthly Return
+2.72%
Risk
Volatility (Annual)
+28.03%
Max Drawdown
+35.07%
Positive Months
59%
Average Drawdown
-10.1%
Risk-Adjusted
Sharpe Ratio
1.10
Risk-free rate: 2.0%
Sortino Ratio
1.08
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
0.93
Return/Max Drawdown
Ulcer Index
12.74
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
49,418.1
Backtest Period
2020-12-03 to 2026-07-24
5.6 years
Rebalancing
none
Base Currency
EUR
XAIX | +32.8% CAGR | ETF Backtest