None Rebalancing
EUR
High Risk
10.1yr backtest

Performance Summary

Total Return+707.49%
Annualized Return+22.86%
Volatility+21.37%
Sharpe Ratio0.98
Max Drawdown+31.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio investing in global technology stocks via the Xtrackers MSCI World Information Technology ETF (XDWT).
AssetTypeAllocationTER
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €80,749.32
Histogram of Monthly Returns
The portfolio had a positive return during 77 of the 123 months (63%)
Monthly Returns Heatmap
Best month: +17.4% • Worst month: -12.3% • Best year: 2019 (+51.8%) • Worst year: 2022 (-28.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.5%-3.1%-4.8%+17.4%+11.3%-------+17.7%
2025-0.2%-5.0%-12.3%-2.7%+11.3%+5.5%+8.3%-2.7%+6.8%+8.8%-5.6%-0.2%+9.6%
2024+6.0%+5.4%+2.5%-3.4%+4.1%+12.8%-4.4%-1.1%+1.7%+2.1%+8.0%+2.6%+41.1%
2023+8.5%+3.1%+6.4%-1.6%+12.6%+3.6%+1.7%-0.1%-4.1%-1.8%+10.3%+3.9%+50.0%
2022-9.7%-3.5%+5.2%-6.0%-5.9%-7.3%+14.6%-2.9%-7.9%+4.2%-2.4%-8.2%-28.1%
2021+0.7%+1.8%+3.3%+3.0%-3.0%+10.4%+3.2%+4.8%-3.5%+6.4%+5.4%+3.7%+41.8%
2020+4.6%-8.7%-5.2%+11.4%+4.4%+7.0%-0.1%+10.3%-2.1%-4.9%+8.4%+4.5%+31.0%
2019+8.1%+7.2%+5.4%+6.2%-6.7%+5.6%+7.1%-3.0%+2.7%+1.5%+7.0%+2.6%+51.8%
2018+3.0%+2.4%-5.8%+3.4%+9.5%-0.3%+1.2%+7.2%-0.4%-6.3%-2.9%-8.6%+0.8%
2017+0.5%+7.3%+1.7%+0.1%+1.8%-3.6%+0.8%+1.7%+1.7%+8.3%-0.9%+0.3%+21.0%
2016---0.1%-5.8%+8.4%-2.6%+7.9%+1.9%+1.8%+2.1%+3.5%+2.0%+19.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.61% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -28.5%.

Detailed Metrics

Returns
Total Return
+707.49%
Annualized Return
+22.86%
Avg Monthly Return
+1.87%
Risk
Volatility (Annual)
+21.37%
Max Drawdown
+31.61%
Positive Months
63%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.92
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
8.99
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
80,749.32
Backtest Period
2016-03-22 to 2026-05-15
10.1 years
Rebalancing
none
Base Currency
EUR