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herbalanceren ndq

Optimize
Monthly Rebalancing
EUR
High Risk
15.4yr backtest

Performance Summary

Total Return+3651.98%
Annualized Return+26.54%
Volatility+27.87%
Sharpe Ratio0.88
Max Drawdown+47.71%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A concentrated Nasdaq 100 ETF portfolio leveraging 2x exposure for aggressive growth in US technology equities.
AssetTypeAllocationTER
CNDX.AS
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
50.0%0.3%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
50.0%0.6%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €375,197.63
Histogram of Monthly Returns
The portfolio had a positive return during 123 of the 186 months (66%)
Monthly Returns Heatmap
Best month: +24.0% • Worst month: -15.0% • Best year: 2023 (+79.4%) • Worst year: 2022 (-45.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.2%-4.1%-7.5%+24.0%+17.6%-2.7%------+26.1%
2025+3.3%-8.3%-15.0%-3.8%+15.2%+5.5%+8.0%-2.6%+6.9%+9.6%-3.9%-1.1%+10.3%
2024+5.8%+6.2%+2.6%-4.3%+3.6%+14.6%-5.3%-2.3%+3.5%+2.0%+10.2%+3.6%+46.0%
2023+14.5%+2.5%+9.8%-1.1%+16.4%+7.1%+4.4%-0.7%-4.9%-5.0%+12.6%+6.9%+79.4%
2022-14.3%-5.3%+8.9%-13.6%-9.2%-10.6%+19.5%-4.3%-10.5%+0.3%-3.1%-12.4%-45.9%
2021+2.4%+0.3%+4.1%+6.3%-4.1%+13.3%+3.9%+7.0%-5.6%+10.0%+6.2%+2.1%+54.6%
2020+7.0%-10.6%-9.7%+19.8%+5.4%+9.3%+5.6%+16.3%-5.9%-4.7%+11.8%+6.2%+55.9%
2019+12.9%+5.2%+6.7%+7.9%-10.4%+7.9%+8.5%-4.7%+2.0%+3.8%+8.2%+2.9%+61.2%
2018+9.1%+0.6%-9.0%+4.8%+10.8%+1.9%+2.7%+9.7%-0.5%-10.9%-1.9%-13.0%+0.9%
2017+4.0%+9.4%+2.1%+1.6%+2.2%-4.8%+2.8%+1.2%+0.5%+8.5%+0.4%+0.4%+31.5%
2016-12.9%+0.5%+3.4%-6.5%+10.3%-4.2%+11.3%+1.3%+2.5%+0.5%+4.7%+1.3%+10.3%
2015+3.2%+11.0%+1.3%-1.1%+3.8%-5.3%+8.2%-11.1%-4.7%+20.3%+4.3%-3.8%+24.9%
2014-0.2%+6.3%-4.5%-2.1%+9.0%+4.3%+4.5%+8.7%+3.7%+3.5%+8.1%+0.4%+49.2%
2013+4.9%+5.1%+5.3%+0.6%+9.5%-5.6%+7.5%-0.6%+4.7%+7.8%+4.2%+2.0%+54.8%
2012+10.6%+8.3%+7.9%-1.4%-4.6%+2.1%+5.9%+4.9%-1.0%-9.1%+1.4%-5.7%+18.4%
2011-5.1%+4.3%-4.1%+0.2%-0.2%-3.0%+4.4%-9.2%+2.3%+9.4%-2.4%+2.7%-2.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +47.71% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -47.7%.

Detailed Metrics

Returns
Total Return
+3651.98%
Annualized Return
+26.54%
Avg Monthly Return
+2.23%
Risk
Volatility (Annual)
+27.87%
Max Drawdown
+47.71%
Positive Months
66%
Average Drawdown
-9.7%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
13.13
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
375,197.63
Backtest Period
2011-01-18 to 2026-06-12
15.4 years
Rebalancing
monthly
Base Currency
EUR
herbalanceren ndq | +26.5% CAGR | ETF Backtest