Optimize
Monthly Rebalancing
EUR
High Risk
Multi-currency
13.5yr backtest

Performance Summary

Total Return+6138.57%
Annualized Return+35.96%
Volatility+36.76%
Sharpe Ratio0.92
Max Drawdown+61.37%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
High-growth US tech portfolio: 100% equity allocation via leveraged and core Nasdaq 100 ETFs for aggressive investors.
AssetTypeAllocationTER
QQQ3.LSE
WisdomTree NASDAQ 100 3x Daily LeveragedIE00BLRPRL42
ETF
50.0%0.75%
CNDX.AS
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
50.0%0.3%
Total100.0%0.53%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €623,856.51
Histogram of Monthly Returns
The portfolio had a positive return during 106 of the 163 months (65%)
Monthly Returns Heatmap
Best month: +34.1% • Worst month: -19.3% • Best year: 2023 (+117.4%) • Worst year: 2022 (-59.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.1%-5.6%-11.1%+34.1%+24.1%-4.4%------+33.3%
2025+3.8%-11.4%-18.7%-5.8%+19.9%+8.1%+9.0%-2.1%+8.9%+11.6%-5.3%-1.3%+10.5%
2024+5.6%+7.6%+3.3%-6.5%+5.1%+19.1%-7.2%-2.8%+4.4%+1.0%+12.3%+4.2%+52.8%
2023+20.6%+2.3%+13.7%-1.3%+20.4%+10.5%+6.4%-2.0%-7.4%-7.2%+18.6%+11.1%+117.4%
2022-18.6%-7.4%+10.9%-19.3%-12.8%-15.0%+25.2%-6.1%-14.9%+0.3%-4.5%-14.7%-59.1%
2021+2.4%-0.7%+4.3%+9.0%-4.2%+16.0%+5.2%+9.0%-7.5%+12.8%+7.3%+2.2%+68.8%
2020+8.6%-14.4%-17.1%+26.6%+7.9%+12.3%+8.8%+22.3%-8.3%-6.7%+16.1%+10.0%+71.7%
2019+17.2%+6.7%+8.2%+10.6%-13.5%+11.3%+10.7%-7.8%+2.7%+5.9%+10.4%+4.8%+85.1%
2018+11.4%+0.1%-12.0%+5.8%+13.1%+2.8%+3.2%+12.3%-0.6%-15.7%-3.0%-16.7%-5.3%
2017+4.9%+12.4%+2.7%+3.0%+4.0%-6.4%+4.7%+2.1%+0.3%+10.8%+1.2%+2.2%+49.2%
2016-17.6%+0.9%+6.3%-8.2%+12.1%-5.5%+16.1%+1.1%+3.7%-0.6%+4.7%+3.4%+12.6%
2015+1.5%+15.0%+0.3%-0.2%+4.2%-6.1%+10.5%-14.4%-7.1%+28.0%+3.9%-4.3%+27.7%
2014-1.4%+9.8%-6.3%-2.8%+11.5%+5.9%+5.0%+11.0%+3.6%+3.7%+11.0%-0.5%+61.1%
2013+8.5%+5.2%+1.1%+3.1%+14.0%-7.3%+11.1%-1.3%+7.2%+10.9%+5.4%+3.0%+78.4%
2012------------0.4%-0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +61.37% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and March 2024. It reached a trough of -61.4%.

Detailed Metrics

Returns
Total Return
+6138.57%
Annualized Return
+35.96%
Avg Monthly Return
+3.06%
Risk
Volatility (Annual)
+36.76%
Max Drawdown
+61.37%
Positive Months
65%
Average Drawdown
-13.7%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
18.70
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
623,856.51
Backtest Period
2012-12-27 to 2026-06-12
13.5 years
Rebalancing
monthly
Base Currency
EUR
3xlev | +36.0% CAGR | ETF Backtest