Optimize
None Rebalancing
EUR
High Risk
6.8yr backtest

Performance Summary

Total Return+374.61%
Annualized Return+25.63%
Volatility+31.74%
Sharpe Ratio0.74
Max Drawdown+47.51%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio: 50% VWCE for worldwide diversification and 50% LQQ for leveraged US tech growth via ETFs.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
50.0%0.19%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
50.0%0.6%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €47,461.45
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 83 months (63%)
Monthly Returns Heatmap
Best month: +25.9% • Worst month: -15.4% • Best year: 2023 (+68.0%) • Worst year: 2022 (-45.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%-3.7%-9.4%+25.9%+15.1%-------+27.3%
2025+4.1%-8.6%-15.4%-4.2%+15.6%+6.2%+8.2%-2.1%+7.4%+9.9%-3.9%-0.8%+12.7%
2024+5.5%+6.6%+3.4%-4.9%+3.6%+14.6%-4.9%-2.1%+3.8%+1.3%+10.7%+2.6%+46.2%
2023+13.0%+1.3%+7.9%-0.6%+13.1%+7.7%+4.8%-1.5%-5.3%-5.6%+13.4%+7.6%+68.0%
2022-14.9%-5.5%+8.7%-13.9%-8.8%-11.5%+18.4%-4.6%-11.3%+1.6%-1.1%-11.2%-45.7%
2021+2.1%+1.1%+4.7%+6.4%-3.3%+12.3%+3.8%+7.1%-6.1%+10.4%+5.1%+3.0%+56.0%
2020+4.3%-11.7%-13.3%+17.8%+5.2%+8.1%+5.3%+15.8%-6.0%-4.9%+13.7%+6.5%+41.2%
2019------+0.4%-4.4%+2.8%+2.8%+7.3%+3.4%+12.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +47.51% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -47.5%.

Detailed Metrics

Returns
Total Return
+374.61%
Annualized Return
+25.63%
Avg Monthly Return
+2.25%
Risk
Volatility (Annual)
+31.74%
Max Drawdown
+47.51%
Positive Months
63%
Average Drawdown
-14.7%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
18.67
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
47,461.45
Backtest Period
2019-07-25 to 2026-05-22
6.8 years
Rebalancing
none
Base Currency
EUR
goomer | +25.6% CAGR | ETF Backtest