HomePortfoliosREB // QQQ3 vs GOLD

REB // QQQ3 vs GOLD

Optimize
Monthly Rebalancing
EUR
High Risk
Multi-currency
13.6yr backtest

Performance Summary

Total Return+3432.40%
Annualized Return+30.09%
Volatility+28.53%
Sharpe Ratio0.98
Max Drawdown+50.14%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Precious Metals 50.0%
Holdings Details
Diversified ETF portfolio blending 50% leveraged US tech stocks and 50% physical gold for a balanced growth and hedge strategy.
AssetTypeAllocationTER
QQQ3.LSE
WisdomTree NASDAQ 100 3x Daily LeveragedIE00BLRPRL42
ETF
50.0%0.75%
GG9B.XETRA
Gold Bullion Securities EURGB00B00FHZ82
ETC
50.0%0.4%
Total100.0%0.57%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €353,240.25
Histogram of Monthly Returns
The portfolio had a positive return during 106 of the 164 months (65%)
Monthly Returns Heatmap
Best month: +25.7% • Worst month: -14.1% • Best year: 2023 (+88.4%) • Worst year: 2022 (-47.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.7%-1.3%-13.8%+25.7%+17.9%-6.4%-8.5%-----+14.2%
2025+6.3%-8.1%-10.4%-3.9%+14.0%+5.1%+7.2%-0.1%+12.1%+10.8%-1.5%+0.7%+33.0%
2024+3.8%+5.4%+6.7%-3.1%+4.0%+14.6%-4.1%-1.2%+5.3%+3.3%+8.3%+2.4%+54.0%
2023+17.7%-0.6%+13.6%-1.2%+15.7%+6.0%+5.8%-2.1%-7.3%-1.8%+14.1%+8.9%+88.4%
2022-13.6%-3.0%+9.7%-14.1%-12.2%-11.6%+18.4%-5.3%-12.0%-1.2%-1.8%-9.7%-47.0%
2021+1.4%-4.4%+3.4%+7.9%+0.3%+8.9%+5.4%+6.5%-6.3%+10.2%+5.9%+2.1%+48.1%
2020+8.9%-10.5%-14.0%+24.1%+6.3%+10.2%+10.5%+16.2%-7.5%-5.5%+9.0%+9.9%+64.0%
2019+14.7%+4.9%+5.6%+7.5%-9.1%+12.6%+9.3%-2.3%+0.2%+5.3%+6.5%+4.9%+75.9%
2018+8.8%-0.4%-9.2%+4.6%+10.1%+0.2%+1.0%+8.4%-0.8%-10.2%-2.3%-10.3%-3.0%
2017+5.0%+11.6%+1.3%+2.7%+2.2%-6.3%+3.7%+3.4%-1.0%+8.2%+0.2%+2.5%+37.6%
2016-11.1%+5.6%+3.7%-3.7%+6.4%+0.3%+13.1%-0.9%+3.0%-1.9%+0.2%+2.5%+16.6%
2015+6.9%+9.5%+0.1%-1.3%+3.9%-5.5%+4.6%-9.6%-6.0%+23.1%+0.3%-4.0%+19.5%
2014+0.9%+10.4%-6.3%-2.1%+7.0%+7.3%+3.0%+8.8%+0.6%+0.9%+9.1%+0.1%+45.9%
2013+5.9%+2.2%+0.4%-2.1%+8.8%-12.1%+11.9%+2.8%+2.0%+8.0%+1.3%-0.0%+30.5%
2012------------0.1%-0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +50.14% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -50.1%.

Detailed Metrics

Returns
Total Return
+3432.40%
Annualized Return
+30.09%
Avg Monthly Return
+2.50%
Risk
Volatility (Annual)
+28.53%
Max Drawdown
+50.14%
Positive Months
65%
Average Drawdown
-9.8%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
13.90
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
353,240.25
Backtest Period
2012-12-27 to 2026-07-17
13.6 years
Rebalancing
monthly
Base Currency
EUR