Optimize
Monthly Rebalancing
EUR
High Risk
Multi-currency
6.9yr backtest

Performance Summary

Total Return+363.92%
Annualized Return+25.10%
Volatility+25.34%
Sharpe Ratio0.91
Max Drawdown+41.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending ESG, leveraged tech, and emerging markets value ETFs for diversified growth potential.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
50.0%0.3%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
40.0%0.6%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
10.0%0.4%
Total100.0%0.43%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €46,392.24
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 83 months (66%)
Monthly Returns Heatmap
Best month: +19.0% • Worst month: -12.9% • Best year: 2023 (+51.6%) • Worst year: 2022 (-32.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+0.1%-7.9%+19.0%+13.8%-1.0%------+25.8%
2025+4.2%-5.8%-11.4%-4.4%+12.3%+3.9%+6.4%-1.6%+5.7%+7.7%-1.8%+0.5%+13.8%
2024+5.7%+6.2%+4.5%-3.6%+2.6%+10.2%-3.0%-1.3%+3.0%+0.9%+9.5%+0.4%+39.8%
2023+11.3%+1.4%+4.2%-1.0%+9.1%+7.5%+3.8%-1.6%-3.1%-5.2%+10.8%+6.9%+51.6%
2022-9.3%-3.8%+6.4%-8.3%-6.6%-10.9%+14.6%-3.2%-9.8%+3.6%+0.8%-9.2%-32.7%
2021+2.8%+1.7%+6.6%+4.1%-1.6%+8.8%+2.5%+5.3%-4.6%+6.9%+3.2%+4.3%+47.3%
2020+2.4%-11.2%-12.9%+15.8%+4.2%+6.6%+3.3%+12.1%-4.1%-4.2%+11.4%+5.1%+27.0%
2019-------+4.6%+3.5%+1.8%+6.9%+3.2%+21.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +41.47% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -33.5%.

Detailed Metrics

Returns
Total Return
+363.92%
Annualized Return
+25.10%
Avg Monthly Return
+2.09%
Risk
Volatility (Annual)
+25.34%
Max Drawdown
+41.47%
Positive Months
66%
Average Drawdown
-9.8%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.61
Return/Max Drawdown
Ulcer Index
12.59
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
46,392.24
Backtest Period
2019-08-05 to 2026-06-12
6.9 years
Rebalancing
monthly
Base Currency
EUR
global | +25.1% CAGR | ETF Backtest