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herbalanceren s&p

Optimize
Monthly Rebalancing
EUR
High Risk
12.1yr backtest

Performance Summary

Total Return+784.94%
Annualized Return+19.74%
Volatility+23.70%
Sharpe Ratio0.75
Max Drawdown+47.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio combining leveraged and core S&P 500 ETFs for targeted growth potential.
AssetTypeAllocationTER
DBPG.XETRA
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1CLU0411078552
ETF
50.0%0.6%
CSPX.AS
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
50.0%0.07%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €88,494.1
Histogram of Monthly Returns
The portfolio had a positive return during 89 of the 146 months (61%)
Monthly Returns Heatmap
Best month: +16.5% • Worst month: -16.7% • Best year: 2021 (+58.4%) • Worst year: 2022 (-25.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.4%-0.9%-7.1%+15.2%+9.3%-2.1%------+13.0%
2025+5.0%-5.7%-11.9%-6.7%+10.3%+3.8%+7.5%-0.8%+4.1%+6.0%-0.7%-0.1%+8.8%
2024+5.2%+6.2%+5.2%-4.0%+2.1%+9.8%-0.5%-0.5%+2.7%+2.3%+11.1%-1.8%+43.4%
2023+6.8%+0.0%+1.1%+0.8%+4.0%+7.3%+3.7%-0.4%-4.7%-5.0%+10.3%+6.1%+33.0%
2022-9.2%-3.0%+8.5%-7.1%-5.6%-10.0%+15.6%-2.9%-9.4%+7.4%-1.3%-8.4%-25.6%
2021+1.0%+4.8%+8.8%+5.1%-1.1%+6.9%+3.5%+5.3%-4.1%+8.9%+2.3%+6.4%+58.4%
2020+1.5%-13.8%-16.7%+16.5%+3.5%+1.7%+3.1%+11.0%-3.6%-4.2%+13.1%+3.0%+10.1%
2019+11.6%+5.9%+3.5%+5.8%-7.8%+7.0%+6.5%-3.4%+3.8%+0.2%+7.3%+2.5%+50.2%
2018+3.9%-2.9%-6.8%+4.3%+5.9%+1.4%+4.0%+5.3%+1.0%-7.9%+1.1%-13.5%-6.0%
2017-1.1%+8.6%-0.5%-0.9%-1.5%-0.4%-0.3%-1.0%+3.6%+5.1%+1.8%+2.1%+16.2%
2016-10.3%+2.8%+3.6%-1.2%+6.2%-0.6%+6.0%-0.1%-0.6%-0.1%+9.5%+3.2%+18.4%
2015+1.4%+8.9%+2.1%-2.4%+2.6%-4.5%+4.7%-10.8%-4.5%+15.8%+4.3%-4.2%+11.2%
2014----+5.1%+3.0%+0.9%+6.7%+2.8%+3.0%+5.6%+3.3%+34.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +47.11% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -28.1%.

Detailed Metrics

Returns
Total Return
+784.94%
Annualized Return
+19.74%
Avg Monthly Return
+1.69%
Risk
Volatility (Annual)
+23.70%
Max Drawdown
+47.11%
Positive Months
61%
Average Drawdown
-7.6%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
9.94
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
88,494.1
Backtest Period
2014-05-05 to 2026-06-12
12.1 years
Rebalancing
monthly
Base Currency
EUR
herbalanceren s&p | +19.7% CAGR | ETF Backtest