HomePortfoliosherbalanceren ndx bis

herbalanceren ndx bis

Created byuser-dvjmdp
Monthly Rebalancing
EUR
High Risk
0.7yr backtest

Performance Summary

Total Return+30.17%
Annualized Return+47.91%
Volatility+20.83%
Sharpe Ratio2.20
Max Drawdown+8.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Leveraged Nasdaq-100 and S&P 500 defensive yield ETF portfolio for aggressive US equity growth with a quality hedge.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592
ETF
50.0%0.6%
XUDY.XETRA
Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6
ETF
50.0%0.25%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,016.82
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 9 months (56%)
Monthly Returns Heatmap
Best month: +18.3% • Worst month: -6.9% • Best year: 2026 (+27.3%) • Worst year: 2025 (+2.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+0.3%-6.9%+18.3%+14.4%-0.9%------+27.3%
2025---------+4.1%-1.5%-0.3%+2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.69% • The longest drawdown period lasted for 2 months and was between January 2026 and April 2026. It reached a trough of -8.7%.

Detailed Metrics

Returns
Total Return
+30.17%
Annualized Return
+47.91%
Avg Monthly Return
+3.24%
Risk
Volatility (Annual)
+20.83%
Max Drawdown
+8.69%
Positive Months
56%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
2.20
Risk-free rate: 2.0%
Sortino Ratio
2.31
Downside risk adjusted
Return/Volatility
2.30
Calmar Ratio
5.51
Return/Max Drawdown
Ulcer Index
2.93
Drawdown depth & duration
Martin Ratio
0.16
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,016.82
Backtest Period
2025-10-23 to 2026-06-26
0.7 years
Rebalancing
monthly
Base Currency
EUR
herbalanceren ndx bis | +47.9% CAGR | ETF Backtest