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herbalanceren eurost

Optimize
Monthly Rebalancing
EUR
High Risk
15.7yr backtest

Performance Summary

Total Return+374.37%
Annualized Return+10.40%
Volatility+27.35%
Sharpe Ratio0.31
Max Drawdown+51.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A leveraged European equity portfolio built with two EURO STOXX 50 ETFs for targeted, high-conviction exposure to major Eurozone markets.
AssetTypeAllocationTER
CSX5.LSE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)IE00B53L3W79
ETF
50.0%0.1%
LVE.PA
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF AccFR0010468983
ETF
50.0%0.4%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €47,437.38
Histogram of Monthly Returns
The portfolio had a positive return during 111 of the 190 months (58%)
Monthly Returns Heatmap
Best month: +28.1% • Worst month: -24.9% • Best year: 2019 (+43.0%) • Worst year: 2011 (-25.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+4.8%-13.8%+9.2%+5.5%+3.2%------+11.9%
2025+11.9%+5.0%-5.7%-2.5%+7.8%-1.8%+0.6%+0.7%+4.9%+3.6%+0.2%+3.1%+30.0%
2024+4.1%+7.7%+6.4%-3.9%+3.0%-2.7%-0.6%+2.3%+1.1%-5.3%-0.7%+2.9%+14.3%
2023+14.9%+2.6%+2.7%+2.3%-3.2%+6.5%+2.4%-5.9%-4.4%-4.2%+12.0%+4.7%+32.0%
2022-4.4%-8.9%-1.1%-3.3%+1.4%-12.9%+11.3%-7.6%-8.3%+13.7%+14.8%-6.4%-15.0%
2021-2.9%+6.5%+12.3%+2.9%+4.0%+0.7%+1.0%+3.6%-4.5%+7.6%-6.4%+8.5%+36.6%
2020-3.5%-12.6%-24.9%+7.5%+7.5%+9.3%-2.1%+5.0%-4.0%-11.0%+28.1%+2.6%-7.7%
2019+7.4%+6.7%+2.6%+8.1%-7.8%+9.1%-0.1%-1.9%+6.5%+1.7%+4.0%+1.2%+43.0%
2018+4.4%-6.9%-3.2%+8.7%-3.4%-0.2%+5.9%-5.8%+0.5%-8.7%-1.4%-7.1%-17.3%
2017-1.9%+4.2%+8.4%+2.9%+1.8%-4.6%+0.5%-1.1%+7.5%+3.9%-4.4%-2.6%+14.4%
2016-10.9%-5.2%+3.4%+1.7%+3.7%-9.7%+6.6%+1.9%-1.1%+2.8%-0.2%+11.7%+2.4%
2015+10.5%+11.2%+4.6%-2.8%-0.5%-5.6%+7.2%-13.6%-8.0%+15.8%+4.1%-9.6%+8.9%
2014-3.5%+6.5%-0.3%+2.3%+5.2%-0.4%-3.9%+1.4%+2.8%-5.6%+6.8%-5.3%+5.0%
2013+5.7%-4.0%-0.2%+5.5%+5.2%-8.6%+8.8%-0.8%+8.3%+8.8%+1.5%+0.4%+33.2%
2012+4.8%+10.4%-1.4%-9.0%-10.7%+10.9%+4.5%+6.4%+1.8%+4.3%+1.4%+3.7%+27.8%
2011+6.2%+5.3%-5.5%+3.7%-3.5%+0.6%-8.8%-23.7%-7.1%+17.1%-3.9%-3.4%-25.2%
2010---------1.6%+3.5%-6.4%+4.9%+0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +51.69% • The longest drawdown period lasted for 2 years and 6 months and was between February 2011 and September 2013. It reached a trough of -44.0%.

Detailed Metrics

Returns
Total Return
+374.37%
Annualized Return
+10.40%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+27.35%
Max Drawdown
+51.69%
Positive Months
58%
Average Drawdown
-12.4%
Risk-Adjusted
Sharpe Ratio
0.31
Risk-free rate: 2.0%
Sortino Ratio
0.30
Downside risk adjusted
Return/Volatility
0.38
Calmar Ratio
0.20
Return/Max Drawdown
Ulcer Index
16.05
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
47,437.38
Backtest Period
2010-09-15 to 2026-06-12
15.7 years
Rebalancing
monthly
Base Currency
EUR
herbalanceren eurost | +10.4% CAGR | ETF Backtest