Technology To EUR Hedged Portfolio: ETF allocation and returns

Simulation Settings

Period: January 1971 - January 2025 (~54 years)
Consolidated Returns as of 31 January 2025

Currency: EUR

Inflation: Eurozone

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Results

30 Years

All (since January 1971)

Inflation Adjusted:

Technology To EUR Hedged Portfolio

1.00€
Initial Capital
February 1995
47.62€
Final Capital
January 2025
13.74%
Yearly Return
23.73%
Std Deviation
-81.18%
Max Drawdown
175months
Recovery Period

1.00€
Initial Capital
February 1995
25.99€
Final Capital
January 2025
11.47%
Yearly Return
23.73%
Std Deviation
-82.18%
Max Drawdown
205months
Recovery Period

1.00€
Initial Capital
January 1971
387.32€
Final Capital
January 2025
11.65%
Yearly Return
22.29%
Std Deviation
-81.18%
Max Drawdown
175months
Recovery Period

1.00€
Initial Capital
January 1971
86.35€
Final Capital
January 2025
8.59%
Yearly Return
22.29%
Std Deviation
-82.18%
Max Drawdown
205months
Recovery Period

The Technology To EUR Hedged Portfolio can be implemented with 1 ETF. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.

The portfolio asset allocation is: 100% on the Stock Market, 0% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 0% allocation to bonds, leading to its classification as very high risk.

As of January 2025, in the previous 30 Years, the Technology To EUR Hedged Portfolio obtained a 13.74% compound annual return, with a 23.73% standard deviation. It suffered a maximum drawdown of -81.18% that required 175 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

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Asset Allocation and ETFs

To effectively implement the asset allocation of the Technology To EUR Hedged Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.

          100% Stocks
        
          0% Fixed Income
        
          0% Commodities

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Weight (%)	ETF Ticker	ETF Currency	ETF Name	Investment Themes (Orig.Currency)
100.00	NQSE.DE	EUR Hedged	iShares Nasdaq 100 EUR Hedged	Equity, U.S., Large Cap, Growth (USD)

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Portfolio and ETF Returns as of Jan 31, 2025

The Technology To EUR Hedged Portfolio guaranteed the following returns.

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
the actual Eurozone Inflation rates.

TECHNOLOGY TO EUR HEDGED PORTFOLIO

1 January 1971 - 31 January 2025 (~54 years)

Live Update: February 2025

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	Chg (%)		Return (%)	Return (%) as of Jan 31, 2025
	1 Day	Time ET^(*)	---	YTD (1M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~54Y)
Investment Return	---		---	2.41	2.41	11.81	24.72	17.20	16.57	13.74	11.65
Eurozone Inflation Adjusted Return				2.41	2.41	11.35	21.31	12.68	13.63	11.47	8.59
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
Eurozone Inflation is updated to Dec 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.82% , 5Y: 4.02% , 10Y: 2.59% , 30Y: 2.04%

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Capital Growth as of Jan 31, 2025

An investment of 1€, from February 1995 to January 2025, would be worth 47.62€, with a total return of 4661.56% (13.74% annualized).

The Inflation Adjusted Capital would be 25.99€, with a net total return of 2498.66% (11.47% annualized).

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An investment of 1€, from January 1971 to January 2025, would be worth 387.32€, with a total return of 38631.51% (11.65% annualized).

The Inflation Adjusted Capital would be 86.35€, with a net total return of 8534.87% (8.59% annualized).

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Portfolio Metrics as of Jan 31, 2025

Metrics of Technology To EUR Hedged Portfolio, updated as of 31 January 2025, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
the actual Eurozone Inflation rates.

TECHNOLOGY TO EUR HEDGED PORTFOLIO

Advanced Metrics

1 January 1971 - 31 January 2025 (~54 years)

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	Metrics as of Jan 31, 2025
	YTD (1M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~54Y)
Investment Return (%)	2.41	2.41	8.93	11.81	24.72	11.40	17.20	16.57	13.82	13.74	11.65
Growth of 1€	1.02	1.02	1.09	1.12	1.25	1.38	2.21	4.64	13.32	47.62	387.32
Infl. Adjusted Return (%)	2.41	2.41	8.89	11.35	21.31	6.39	12.68	13.63	11.45	11.47	8.59
Eurozone Inflation (%)	0.00	0.00	0.03	0.42	2.82	4.71	4.02	2.59	2.13	2.04	2.81
Pending updates, the monthly inflation of Jan 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				0.00	-3.59	-29.30	-35.43	-35.43	-48.83	-81.18	-81.18
Start to Recovery (# months)					3	16	26	26	38	175	175
Start (yyyy mm)					2024 04	2022 04	2022 01	2022 01	2007 11	2000 04	2000 04
Start to Bottom (# months)					1	9	12	12	16	30	30
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2009 02	2002 09	2002 09
Bottom to End (# months)					2	7	14	14	22	145	145
End (yyyy mm)					2024 06	2023 07	2024 02	2024 02	2010 12	2014 10	2014 10
Longest Drawdown Depth (%)					same	same	same	same	same	same	same
Start to Recovery (# months)					same	same	same	same	same	same	same
Start (yyyy mm)					2024 04	2022 04	2022 01	2022 01	2007 11	2000 04	2000 04
Start to Bottom (# months)					1	9	12	12	16	30	30
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2009 02	2002 09	2002 09
Bottom to End (# months)					2	7	14	14	22	145	145
End (yyyy mm)					2024 06	2023 07	2024 02	2024 02	2010 12	2014 10	2014 10
Longest negative period (# months)					4	21	30	30	53	175	175
Start (yyyy mm)					2024 07	2022 02	2020 09	2020 09	2005 02	2000 03	2000 03
End (yyyy mm)					2024 10	2023 10	2023 02	2023 02	2009 06	2014 09	2014 09
Annualized Return (%)					-0.70	-4.34	-1.89	-1.89	-0.95	-0.01	-0.01
Deepest Drawdown Depth (%)				0.00	-4.14	-33.70	-40.87	-40.87	-49.88	-82.18	-82.18
Start to Recovery (# months)					3	25	35	35	39	205	205
Start (yyyy mm)					2024 04	2022 02	2022 01	2022 01	2007 11	2000 04	2000 04
Start to Bottom (# months)					1	11	12	12	16	30	30
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2009 02	2002 09	2002 09
Bottom to End (# months)					2	14	23	23	23	175	175
End (yyyy mm)					2024 06	2024 02	2024 11	2024 11	2011 01	2017 04	2017 04
Longest Drawdown Depth (%)					same	same	same	same	same	same	same
Start to Recovery (# months)					same	same	same	same	same	same	same
Start (yyyy mm)					2024 04	2022 02	2022 01	2022 01	2007 11	2000 04	2000 04
Start to Bottom (# months)					1	11	12	12	16	30	30
Bottom (yyyy mm)					2024 04	2022 12	2022 12	2022 12	2009 02	2002 09	2002 09
Bottom to End (# months)					2	14	23	23	23	175	175
End (yyyy mm)					2024 06	2024 02	2024 11	2024 11	2011 01	2017 04	2017 04
Longest negative period (# months)					4	27	38	38	59	204	204
Start (yyyy mm)					2024 07	2022 02	2020 09	2020 09	2005 08	2000 03	2000 03
End (yyyy mm)					2024 10	2024 04	2023 10	2023 10	2010 06	2017 02	2017 02
Annualized Return (%)					-1.75	-0.26	-1.93	-1.93	-0.36	-0.04	-0.04
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					11.06	19.55	19.97	17.64	17.78	23.73	22.29
Sharpe Ratio					1.77	0.38	0.74	0.85	0.69	0.48	0.33
Sortino Ratio					2.52	0.52	1.01	1.15	0.93	0.66	0.45
Ulcer Index					1.47	13.11	14.20	10.61	12.56	39.98	32.66
Ratio: Return / Standard Deviation					2.24	0.58	0.86	0.94	0.78	0.58	0.52
Ratio: Return / Deepest Drawdown					6.89	0.39	0.49	0.47	0.28	0.17	0.14
Positive Months (%)					75.00	63.88	66.66	66.66	62.50	61.66	59.63
Positive Months					9	23	40	80	150	222	387
Negative Months					3	13	20	40	90	138	262
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								16.57	21.59	21.59	36.73
Worst 10 Years Return (%) - Annualized								16.57	10.37	-8.25	-8.25
Best 10 Years Return (%) - Annualized								13.63	20.04	20.04	33.41
Worst 10 Years Return (%) - Annualized								13.63	8.79	-10.04	-10.04
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Jan 2025 - Over the previous 30Y
Best Rolling Return (%) - Annualized					119.13	74.31	56.55	21.59	13.84	13.74
Worst Rolling Return (%) - Annualized					-67.51	-38.66	-19.40	-8.25	3.13	13.74
Positive Periods (%)					80.5	83.6	81.7	88.3	100.0	100.0
Best Rolling Return (%) - Annualized					114.98	72.01	54.05	20.04	11.84	11.47
Worst Rolling Return (%) - Annualized					-68.20	-40.08	-21.13	-10.04	1.45	11.47
Positive Periods (%)					77.6	81.2	80.0	87.9	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		9.95	15.57	19.70	37.07	56.11	40.93	43.01	0.00
95% CVaR - Conditional Value at Risk (%)		12.80	20.49	26.67	50.03	67.44	55.64	50.46	0.00
99% VaR - Value at Risk (%) - Cumulative		14.62	23.65	31.14	64.22	73.56	62.36	56.00	0.00
99% CVaR - Conditional Value at Risk (%)		17.59	28.80	38.42	66.21	76.70	65.27	57.71	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					53.05	10.83	6.30	3.14	2.13	13.09
Perpetual Withdrawal Rate (%)					---	---	---	---	0.53	12.59
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Jan 1971 - Jan 2025)
Best Rolling Return (%) - Annualized					119.13	74.31	56.55	36.73	23.38	15.31
Worst Rolling Return (%) - Annualized					-67.51	-38.66	-19.40	-8.25	3.13	8.23
Positive Periods (%)					78.3	84.2	85.7	94.3	100.0	100.0
Best Rolling Return (%) - Annualized					114.98	72.01	54.05	33.41	20.25	13.19
Worst Rolling Return (%) - Annualized					-68.20	-40.08	-21.13	-10.04	1.45	4.91
Positive Periods (%)					75.7	79.9	83.0	89.6	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		9.45	14.94	19.13	31.53	41.68	27.15	8.44	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		12.12	19.56	25.68	43.73	57.48	44.53	40.81	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		13.84	22.53	29.87	53.75	67.64	57.66	52.00	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		16.63	27.36	36.71	62.34	74.22	62.73	55.62	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					53.05	10.83	6.30	3.14	2.13	3.46
Perpetual Withdrawal Rate (%)					---	---	---	---	0.53	2.79
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
Longest negative period: it's the maximum period for which an overall negative return has been observed.
Standard Deviation: it's a measure of the dispersion of returns around the mean.
Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

TECHNOLOGY TO EUR HEDGED PORTFOLIO

Drawdown periods

Drawdown periods - Inflation Adjusted

1 February 1995 - 31 January 2025 (30 Years)

1 January 1971 - 31 January 2025 (~54 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
Technology To EUR Hedged Portfolio: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

TECHNOLOGY TO EUR HEDGED PORTFOLIO

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

1 February 1995 - 31 January 2025 (30 Years)

1 January 1971 - 31 January 2025 (~54 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Technology To EUR Hedged Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1971 to January 2025.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Technology To EUR Hedged Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

TECHNOLOGY TO EUR HEDGED PORTFOLIO

Monthly Returns Distribution

1 February 1995 - 31 January 2025 (30 Years)

1 January 1971 - 31 January 2025 (~54 years)

222 Positive Months (62%) - 138 Negative Months (38%)

387 Positive Months (60%) - 262 Negative Months (40%)

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Methodology

Returns, up to September 2018, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:

iShares Nasdaq 100 EUR Hedged (NQSE.DE), up to September 2018

Portfolio efficiency

Compare Technology To EUR Hedged Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.

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The first official book of

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with Lazy Portfolios and Passive Investing

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Table of contents

Resources & Extras

Asset Allocation and ETFs

Portfolio and ETF Returns as of Jan 31, 2025

Capital Growth as of Jan 31, 2025

Portfolio Metrics as of Jan 31, 2025

Drawdowns

Rolling Returns

Seasonality

Monthly Returns

Portfolio efficiency