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Portfolio Test

Created byuser-gt9t2s
None Rebalancing
EUR
Moderate Risk
1.5yr backtest
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Performance Summary

Total Return+67.35%
Annualized Return+41.67%
Volatility+17.44%
Sharpe Ratio2.27
Max Drawdown+9.90%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio targeting growth in emerging markets, semiconductors, defense, water, cybersecurity, uranium, and energy sectors.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
15.0%0.19%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
15.0%0.18%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) • IE000I8KRLL9
ETF
13.0%0.35%
5J50.XETRA
iShares Global Aerospace & Defence UCITS ETF USD (Acc) • IE000U9ODG19
ETF
13.0%0.35%
AWAT.PA
Amundi PEA Eau (MSCI Water) UCITS ETF Capi • FR0011882364
ETF
13.0%0.6%
USPY.XETRA
L&G Cyber Security UCITS ETF • IE00BYPLS672
ETF
13.0%0.69%
NUKL.XETRA
VanEck Uranium and Nuclear Technologies UCITS ETF A • IE000M7V94E1
ETF
9.0%0.55%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1C • IE00BM67HM91
ETF
9.0%0.25%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,735.3
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +11.4% • Worst month: -7.7% • Best year: 2025 (+31.1%) • Worst year: 2026 (+27.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+8.4%+2.5%-5.6%+11.4%+10.4%+4.6%-7.7%+2.9%+3.4%-3.7%--+27.7%
2025---+1.5%+9.6%+4.2%+4.4%-0.6%+6.0%+7.1%-4.4%+0.4%+31.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.90% • The longest drawdown period lasted for 3 months and was between June 2026 and October 2026. It reached a trough of -9.9%.

Detailed Metrics

Returns
Total Return
+67.35%
Annualized Return
+41.67%
Avg Monthly Return
+2.89%
Risk
Volatility (Annual)
+17.44%
Max Drawdown
+9.90%
Positive Months
74%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
2.27
Risk-free rate: 2.0%
Sortino Ratio
2.29
Downside risk adjusted
Return/Volatility
2.39
Calmar Ratio
4.21
Return/Max Drawdown
Ulcer Index
2.98
Drawdown depth & duration
Martin Ratio
0.13
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,735.3
Backtest Period
2025-04-24 to 2026-10-16
1.5 years
Rebalancing
none
Base Currency
EUR