Optimize
Annual Rebalancing
EUR
High Risk
Multi-currency
10.2yr backtest

Performance Summary

Total Return+780.12%
Annualized Return+23.76%
Volatility+33.27%
Sharpe Ratio0.65
Max Drawdown+40.47%

Holdings

Asset Allocation

Asset Class

Precious Metals 50.0%Commodities 30.0%Equity 20.0%
Holdings Details
Leveraged ETF portfolio targeting gold, commodities, and global equities for amplified exposure to volatile markets.
AssetTypeAllocationTER
3GOL.LSE
WisdomTree Gold 3x Daily LeveragedIE00B8HGT870
ETF
50.0%0.99%
LCFE.LSE
WisdomTree Coffee 2x Daily LeveragedJE00B2NFTD12
ETF
10.0%0.99%
LYTR.XETRA
Amundi Bloomberg Equal-weight Commodity ex-Agriculture UCITS ETF AccLU1829218749
ETF
10.0%0.3%
3EML.LSE
WisdomTree Emerging Markets 3x Daily LeveragedIE00BYTYHN28
ETF
10.0%0.99%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
10.0%0.5%
LCOC.LSE
WisdomTree Cocoa 2x Daily LeveragedJE00B2NFV803
ETF
10.0%0.99%
Total100.0%0.87%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €88,012.37
Histogram of Monthly Returns
The portfolio had a positive return during 70 of the 123 months (57%)
Monthly Returns Heatmap
Best month: +44.3% • Worst month: -23.5% • Best year: 2024 (+159.7%) • Worst year: 2022 (-15.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+19.1%+2.9%-23.5%+4.9%+1.9%-13.8%-2.6%+22.2%----+2.8%
2025+11.4%-3.5%+10.2%+3.6%-4.1%-4.2%+1.7%+12.5%+21.6%+8.1%+10.3%+1.9%+90.6%
2024+1.6%+8.8%+44.3%+4.3%-5.6%-3.8%+4.9%+11.5%+8.6%+0.6%+19.8%+12.1%+159.7%
2023+10.9%-7.1%+9.2%+0.3%-0.5%-3.3%+7.7%-4.3%-8.7%+13.9%+8.8%+2.6%+30.0%
2022-2.1%+7.5%+5.5%-2.1%-8.1%-6.1%-2.1%-0.9%-7.4%-9.0%+8.1%+1.5%-15.9%
2021-3.0%-3.8%-4.0%+8.1%+10.9%-5.8%+6.6%+2.8%-1.5%+3.0%+3.9%+4.2%+21.6%
2020+4.1%-4.6%-8.5%+11.0%+1.4%+4.3%+18.3%+0.6%-9.2%-4.9%-6.6%+11.3%+14.0%
2019+7.8%-1.6%-1.3%+0.4%-0.9%+14.7%+1.9%+7.5%-3.3%+2.6%-0.8%+7.4%+38.4%
2018+4.7%-2.0%+2.5%+3.2%-3.3%-7.5%-8.0%-3.6%-3.6%+2.9%-1.5%+4.6%-11.8%
2017+7.6%+6.4%-1.6%-2.3%-1.8%-7.0%+3.4%+4.8%-2.8%+1.7%-1.5%+1.3%+7.5%
2016-----+7.8%+3.7%-5.2%+1.4%-2.9%-13.2%-4.2%-13.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +40.47% • The longest drawdown period lasted for 3 years and 5 months and was between July 2016 and December 2019. It reached a trough of -33.7%.

Detailed Metrics

Returns
Total Return
+780.12%
Annualized Return
+23.76%
Avg Monthly Return
+2.11%
Risk
Volatility (Annual)
+33.27%
Max Drawdown
+40.47%
Positive Months
57%
Average Drawdown
-17.6%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
19.29
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
88,012.37
Backtest Period
2016-06-08 to 2026-08-21
10.2 years
Rebalancing
annual
Base Currency
EUR
Headshot | +23.8% CAGR | ETF Backtest