Optimize
Monthly Rebalancing
EUR
High Risk
15.4yr backtest

Performance Summary

Total Return+2924.20%
Annualized Return+24.78%
Volatility+27.77%
Sharpe Ratio0.82
Max Drawdown+45.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
High-growth ETF portfolio with 100% equity exposure, heavily weighted to leveraged Nasdaq-100 and diversified global stocks for aggressive US tech focus.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
60.0%0.6%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
39.0%0.2%
CNDX.AS
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
1.0%0.3%
Total100.0%0.44%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €302,420.06
Histogram of Monthly Returns
The portfolio had a positive return during 121 of the 186 months (65%)
Monthly Returns Heatmap
Best month: +23.2% • Worst month: -14.6% • Best year: 2023 (+70.6%) • Worst year: 2022 (-43.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%-3.0%-8.5%+23.2%+16.4%-2.6%------+24.5%
2025+4.0%-7.7%-14.6%-4.3%+14.7%+5.4%+7.7%-1.9%+6.5%+8.9%-3.2%-0.7%+11.7%
2024+5.7%+6.3%+3.5%-4.6%+3.5%+13.5%-4.2%-1.8%+3.3%+1.4%+10.4%+2.3%+45.0%
2023+13.9%+1.6%+8.4%-0.6%+13.3%+7.6%+4.5%-1.3%-5.1%-5.4%+13.0%+7.2%+70.6%
2022-13.6%-5.1%+8.7%-12.9%-8.6%-11.6%+19.3%-4.6%-11.1%+1.9%-1.7%-11.6%-43.9%
2021+1.9%+1.3%+5.0%+6.3%-3.2%+12.0%+4.0%+6.6%-5.6%+10.1%+4.8%+3.0%+55.5%
2020+5.7%-12.2%-13.4%+19.5%+5.6%+8.3%+5.4%+15.8%-5.6%-5.1%+13.8%+6.2%+45.4%
2019+13.2%+5.6%+6.0%+7.8%-10.3%+8.4%+7.8%-4.8%+2.7%+3.4%+8.1%+2.9%+60.8%
2018+8.6%-0.8%-8.6%+4.9%+9.4%+1.6%+3.1%+8.4%-0.2%-11.3%-1.5%-13.4%-2.9%
2017+3.4%+9.3%+2.0%+1.4%+1.9%-4.1%+2.6%+0.7%+1.5%+7.9%+0.5%+0.8%+31.1%
2016-13.1%+0.5%+4.2%-5.0%+9.4%-4.0%+10.9%+1.1%+2.1%+0.1%+5.1%+1.9%+11.4%
2015+3.0%+11.4%+1.3%-0.8%+3.3%-5.4%+7.7%-11.9%-5.3%+20.1%+4.1%-4.3%+21.0%
2014-1.2%+6.8%-3.7%-1.5%+8.3%+4.2%+3.5%+8.1%+2.8%+3.1%+7.5%+0.4%+44.5%
2013+5.9%+4.8%+5.6%+1.1%+8.3%-5.8%+7.8%-1.6%+5.4%+7.9%+3.9%+2.0%+54.6%
2012+10.3%+8.3%+7.0%-1.7%-6.0%+3.0%+5.9%+4.6%-0.5%-7.7%+1.3%-4.6%+19.6%
2011-4.9%+4.6%-4.3%+0.9%-0.5%-3.1%+3.1%-10.7%-0.2%+10.5%-2.6%+2.7%-6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +45.58% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -45.6%.

Detailed Metrics

Returns
Total Return
+2924.20%
Annualized Return
+24.78%
Avg Monthly Return
+2.10%
Risk
Volatility (Annual)
+27.77%
Max Drawdown
+45.58%
Positive Months
65%
Average Drawdown
-9.6%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
13.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
302,420.06
Backtest Period
2011-01-18 to 2026-06-12
15.4 years
Rebalancing
monthly
Base Currency
EUR
growth | +24.8% CAGR | ETF Backtest