A full risk report, nothing hidden

What your portfolio really looks like.

We ran Drawdn on a €100,000 allocation across the 11 most popular tickers — S&P 500, Nasdaq, global equity, mega-cap tech, treasuries, gold, and Bitcoin. Every chart, metric and scenario below is the exact output you'd see on your own holdings.

Global Core 11 · EUR · 11 holdings · 5y history

Illustrative data based on real listed tickers · not a recommendation

Total Value

€100,000

EUR base

Total P&L

+€47,413

+47.4% on cost

Holdings

5 classes · 7 sectors

Effective N

9.0

HHI 0.111 · diversified

Portfolio Grade

A-

84 / 100

Moderate-Aggressive

Risk Alignment30/35 · Strong

Return Quality22/25 · Strong

Downside Protection19/25 · Good

Diversification13/15 · Good

Return & Risk-Adjusted

annualised, 5-year window

Ann. Return16.4%5y annualised

Benchmark Return8.2%MSCI World 5y

Sharpe Ratio0.95return per unit risk

Sortino Ratio1.42downside-adjusted

Calmar Ratio0.48return / max DD

Portfolio Beta-0.52vs MSCI World

Downside

95% / 99% confidence

Ann. Volatility11.7%σ of daily returns

Max Drawdown-34.3%2022 bear market

VaR 95% (1d)-1.2%worst 5% of days

VaR 99% (1d)-1.7%worst 1% of days

CVaR 95% (1d)-1.5%avg in left tail

Underwater25 mopeak to new high

Portfolio vs Benchmark

5-year cumulative return vs MSCI World · 2021 → 2026

Portfolio (114%) MSCI World (48%)

+66% excess return

Alpha (ann)+20.7%

Beta-0.52

Tracking Error14.2%

Info Ratio1.46

Monte Carlo Projection

2,000 simulations · 10-year horizon · percentile fan

P5: -3%P25: +40%P50: +82%P75: +137%P95: +227%

Outcome Distribution

Where 2,000 simulated paths land after 10 years

Expected: +97%Loss probability: 6.4%Doubling probability: 41.8%

Drawdown History

Portfolio value, with worst peak-to-trough drawdown highlighted

Worst drawdown: -34.3% · 2021-12 → 2022-12Underwater: ~25 months

Holdings

Every position tagged with a role — Anchor, Growth Engine, Diversifier, Speculative — and a signal from the live risk engine.

Holding	Class	Role	Weight	Price	P&L	Signal
Vanguard S&P 500 ETF VOO · US Large Cap	ETF	Anchor	20.0%	US$540.00	+38.5%	HOLD
Invesco Nasdaq-100 ETF QQQ · Technology	ETF	Growth Engine	12.0%	US$470.00	+38.2%	HOLD
Vanguard FTSE All-World VWRL.L · Global Equity	ETF	Anchor	12.0%	£118.00	+24.2%	HOLD
Microsoft Corp MSFT · Technology	EQUITY	Growth Engine	9.0%	US$420.00	+35.5%	HOLD
Apple Inc AAPL · Technology	EQUITY	Growth Engine	9.0%	US$215.00	+30.3%	HOLD
NVIDIA Corp NVDA · Technology	EQUITY	Speculative	10.0%	US$120.00	+185.7%	REVIEW
Alphabet Inc GOOGL · Communication Services	EQUITY	Growth Engine	6.0%	US$175.00	+34.6%	HOLD
ASML Holding NV ASML.AS · Technology	EQUITY	Growth Engine	5.0%	€720.00	+24.1%	WATCH
iShares 20+ Year Treasury TLT · US Treasuries	BOND	Diversifier	7.0%	US$92.00	-14.8%	WATCH
SPDR Gold Shares GLD · Precious Metals	COMMODITY	Diversifier	6.0%	US$225.00	+28.6%	HOLD
Bitcoin BTC-USD · Crypto	CRYPTO	Speculative	4.0%	US$68,000	+94.3%	REVIEW
Total			100.0%	€100,000	+47.4%

Asset Allocation

ETF44.0%

€44,000

Equity39.0%

€39,000

Bonds7.0%

€7,000

Commodities6.0%

€6,000

Crypto4.0%

€4,000

Sector Exposure

Technology

45.0%

US Large Cap

20.0%

Global Equity

12.0%

US Treasuries

7.0%

Communication Services

6.0%

Precious Metals

6.0%

Crypto

4.0%

Technology concentration 45% — monitor vs broader market exposure.

Currency Exposure

USD83.0%

GBP12.0%

EUR(base)5.0%

Values converted to EUR. Heavy USD tilt — a 5% EUR/USD move shifts portfolio value ~4.1%.

Top Gainers

NVIDIA Corp

NVDA · 10%

+185.7%

contributes 18.6pp to returns

Bitcoin

BTC-USD · 4%

+94.3%

contributes 3.8pp to returns

Vanguard S&P 500 ETF

VOO · 20%

+38.5%

contributes 7.7pp to returns

Top Laggards

iShares 20+ Year Treasury

TLT · 7%

-14.8%

contributes -1.0pp to returns

ASML Holding NV

ASML.AS · 5%

+24.1%

contributes 1.2pp to returns

Vanguard FTSE All-World

VWRL.L · 12%

+24.2%

contributes 2.9pp to returns

Correlation Matrix

Pairwise correlation across all 11 holdings · 5-year daily returns

Pairwise correlation matrix of the eleven portfolio holdings, computed on 5-year daily returns. Values range from -1 (perfectly opposite) to +1 (perfectly aligned). Diagonal is 1.
Holding	VOO	QQQ	VWRL.L	MSFT	AAPL	NVDA	GOOGL	ASML.AS	TLT	GLD	BTC-USD
VOO	1.00	0.93	0.96	0.85	0.82	0.78	0.82	0.71	-0.22	0.08	0.38
QQQ	0.93	1.00	0.91	0.91	0.87	0.89	0.89	0.82	-0.25	0.05	0.45
VWRL.L	0.96	0.91	1.00	0.83	0.80	0.76	0.81	0.74	-0.18	0.12	0.36
MSFT	0.85	0.91	0.83	1.00	0.78	0.76	0.81	0.72	-0.19	0.02	0.38
AAPL	0.82	0.87	0.80	0.78	1.00	0.72	0.75	0.68	-0.17	0.01	0.34
NVDA	0.78	0.89	0.76	0.76	0.72	1.00	0.74	0.78	-0.22	0.06	0.52
GOOGL	0.82	0.89	0.81	0.81	0.75	0.74	1.00	0.70	-0.18	0.03	0.36
ASML.AS	0.71	0.82	0.74	0.72	0.68	0.78	0.70	1.00	-0.15	0.09	0.42
TLT	-0.22	-0.25	-0.18	-0.19	-0.17	-0.22	-0.18	-0.15	1.00	0.28	-0.08
GLD	0.08	0.05	0.12	0.02	0.01	0.06	0.03	0.09	0.28	1.00	0.18
BTC-USD	0.38	0.45	0.36	0.38	0.34	0.52	0.36	0.42	-0.08	0.18	1.00

negativeneutralstrong positiveAvg pairwise: 0.46

Concentration & Diversification

HHI

0.111

Herfindahl-Hirschman

Effective N

9.0

equal-weight equivalents

Avg Pairwise Corr

0.46

daily returns

You carry the risk of ~9 equally-weighted positions. TLT is the only true negative hedge (-0.19 avg correlation to equities); GLD is effectively uncorrelated (+0.06), which still dampens portfolio variance but through a different mechanism. Without them the effective-N across the remaining 9 equity holdings drops to 7.4.

Historical Stress Tests

Every major market crisis, replayed against this exact portfolio. Losses are in EUR against current market value.

2008 Financial Crisis

Equity collapse, credit freeze, flight to Treasuries

-32.1%

Value after: €67,900Loss: €32,100

Worst holding: NVDA at -56%

COVID-19 Crash

March 2020 liquidation across risk assets

-26.8%

Value after: €73,200Loss: €26,800

Worst holding: BTC-USD at -58%

2022 Rate Hikes

Fastest Fed hiking cycle in 40 years

-18.4%

Value after: €81,600Loss: €18,400

Worst holding: TLT at -31%

Dot-Com Bust

2000–02 tech-led 50% drawdown

-28.6%

Value after: €71,400Loss: €28,600

Worst holding: QQQ at -48%

Scenarios combine factor sensitivities (rates, credit, USD, oil) with sector exposures to produce holding-level shocks, then aggregate with the correlation matrix.

Portfolio Optimiser

How close are you to the efficient frontier — and what would move you there?

Current Sharpe

0.95

Max Sharpe

1.0699999999999998

Min Vol

0.6799999999999999

Max Return

0.74

You're within 2.1% of the efficient frontier. Suggested rebalance:

Reduce

NVDA10% 6%

Reduce

AAPL9% 7%

Increase

GOOGL6% 9%

Increase

GLD6% 9%

Smart Alerts

Automated monitoring with context on what caused each trigger.

Max Drawdown breaches 25%

TRIGGERED

Portfolio drew down 34.3% in the 2022 bear market — above your 25% tolerance. TLT and GLD softened the fall versus MSCI World.

NVDA weight exceeds 8%

TRIGGERED

NVDA is now 10.0% of the portfolio (up from ~5% at cost basis) after its AI rally. Rebalance recommended.

Ann. Vol exceeds 20%

Portfolio Beta exceeds 1.2

TLT-equity corr weakens above -0.25

WATCH

Average TLT-to-equity correlation is -0.19 — still a hedge, but well above the historical −0.35. Bond-equity decoupling is weakening.

AI Risk Analyst

Concentration

NVDA is now your largest single-name position

NVDA sits at 10.0% of the portfolio — the largest single name after the three index ETFs — and its +186% return has compounded that concentration. Trimming back to 6% (see Optimiser below) would reduce single-stock risk and lock in a chunk of the AI-cycle gains.

Allocation

TLT is underperforming its hedge role

TLT is −14.8% on cost and its average correlation to your equity book has drifted to -0.19 — still negative, but well above the pre-2022 baseline of roughly −0.35. Consider replacing half with short-duration Treasuries (SHY/IEF) or moving to money-market to rebuild the diversifier function.

Diversification

Strong effective diversification

HHI of 0.111 across 11 holdings and 4 asset classes. Effective-N of 9.0 means you carry the risk of roughly 9 equally-weighted positions. TLT (avg equity corr -0.19) is your negative hedge; GLD (+0.06) is near-uncorrelated — the equity book itself moves together.

Sector

Technology exposure is 45% of the portfolio

Your Technology-sector holdings (QQQ, MSFT, AAPL, NVDA, ASML.AS) sum to 45% — well above the ~28% broad-market weight. Strong conviction on the theme, but a tech-led drawdown (like dot-com) would hit this portfolio roughly 1.6× harder than MSCI World.

News & Sentiment

Filtered to your holdings. AI-scored sentiment across 11 positions.

NVIDIA Q1 beats again; data-centre revenue +82% YoY

NVDA2026-04-09Positive

ASML warns on China exposure as export curbs widen

ASML.AS2026-04-08Negative

Microsoft Cloud revenue beats; Azure AI grows 40%

MSFT2026-04-02Positive

30-year yield tops 5% as Fed signals longer hold

TLT2026-03-29Negative

Bitcoin crosses $68K on spot ETF inflow surge

BTC-USD2026-03-26Positive

Alphabet's Gemini 2 upends enterprise AI pricing

GOOGL2026-03-22Positive

Dividend Income

€878projected annual · 0.88% yield

Vanguard S&P 500 ETF

1.3% yield·Quarterly·Ex: 2026-06-10

€260/yr

Vanguard FTSE All-World

1.8% yield·Quarterly·Ex: 2026-06-12

€216/yr

iShares 20+Y Treasury

4.2% yield·Monthly·Ex: 2026-05-01

€294/yr

Microsoft Corp

0.7% yield·Quarterly·Ex: 2026-05-15

€63/yr

Apple Inc

0.5% yield·Quarterly·Ex: 2026-05-10

€45/yr

Everything above, as a PDF

Cover page, executive summary, full metrics, holdings, sectors, winners/losers, and methodology — ready to share with an advisor or archive for your records.

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