HomePortfoliosREBM // Global Leveraged Portfolio

REBM // Global Leveraged Portfolio

Created byuser-dvjmdp
Monthly Rebalancing
EUR
Moderate Risk
0.8yr backtest

Performance Summary

Total Return+32.46%
Annualized Return+42.83%
Volatility+19.64%
Sharpe Ratio2.08
Max Drawdown+10.42%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Leveraged ETF portfolio targeting US & European equities via S&P 500, Nasdaq-100, and EURO STOXX 50 for aggressive growth potential.
AssetTypeAllocationTER
XUDY.XETRA
Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6
ETF
40.0%0.25%
DBPG.XETRA
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C • LU0411078552
ETF
20.0%0.6%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592
ETF
20.0%0.6%
LVE.PA
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF Acc • FR0010468983
ETF
20.0%0.4%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,245.52
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 11 months (73%)
Monthly Returns Heatmap
Best month: +14.7% • Worst month: -9.1% • Best year: 2026 (+28.4%) • Worst year: 2025 (+3.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.3%-9.1%+14.7%+10.7%+2.9%-2.0%+5.6%----+28.4%
2025---------+2.6%-0.3%+0.9%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.42% • The longest drawdown period lasted for 1 month and was between February 2026 and April 2026. It reached a trough of -10.4%.

Detailed Metrics

Returns
Total Return
+32.46%
Annualized Return
+42.83%
Avg Monthly Return
+2.76%
Risk
Volatility (Annual)
+19.64%
Max Drawdown
+10.42%
Positive Months
73%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
2.08
Risk-free rate: 2.0%
Sortino Ratio
2.24
Downside risk adjusted
Return/Volatility
2.18
Calmar Ratio
4.11
Return/Max Drawdown
Ulcer Index
2.96
Drawdown depth & duration
Martin Ratio
0.14
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,245.52
Backtest Period
2025-10-23 to 2026-08-07
0.8 years
Rebalancing
monthly
Base Currency
EUR