HomePortfoliosREB // Global Leveraged Portfolio

REB // Global Leveraged Portfolio

Created byuser-dvjmdp
Monthly Rebalancing
EUR
High Risk
0.7yr backtest

Performance Summary

Total Return+24.73%
Annualized Return+35.30%
Volatility+4553.73%
Sharpe Ratio0.01
Max Drawdown+97.57%

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 €12,473.1
Histogram of Monthly Returns
The portfolio had a positive return during 7 of the 10 months (70%)
Monthly Returns Heatmap
Best month: +14.7% • Worst month: -9.1% • Best year: 2026 (+20.9%) • Worst year: 2025 (+3.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.3%-9.1%+14.7%+10.7%+2.9%-2.6%-----+20.9%
2025---------+2.6%-0.3%+0.9%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +97.57% • 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
+24.73%
Annualized Return
+35.30%
Avg Monthly Return
+2.42%
Risk
Volatility (Annual)
+4553.73%
Max Drawdown
+97.57%
Positive Months
70%
Average Drawdown
-7.0%
Risk-Adjusted
Sharpe Ratio
0.01
Risk-free rate: 2.0%
Sortino Ratio
0.19
Downside risk adjusted
Return/Volatility
0.01
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
19.16
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,473.1
Backtest Period
2025-10-23 to 2026-07-17
0.7 years
Rebalancing
monthly
Base Currency
EUR