Optimize
Annual Rebalancing
EUR
High Risk
14.7yr backtest

Performance Summary

Total Return+4570.85%
Annualized Return+29.79%
Volatility+32.44%
Sharpe Ratio0.86
Max Drawdown+57.48%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A leveraged Nasdaq-100 & global equity ETF portfolio for aggressive, diversified growth across US tech and worldwide markets.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
50.0%0.6%
ACWI.PA
Amundi MSCI All Country World UCITS ETF EUR AccLU1829220216
ETF
50.0%0.45%
Total100.0%0.53%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €467,084.94
Histogram of Monthly Returns
The portfolio had a positive return during 117 of the 178 months (66%)
Monthly Returns Heatmap
Best month: +31.4% • Worst month: -18.0% • Best year: 2023 (+97.4%) • Worst year: 2022 (-55.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%-5.2%-10.5%+31.4%+22.3%-3.9%------+31.6%
2025+4.0%-10.4%-18.0%-4.3%+19.0%+7.8%+9.2%-2.7%+8.7%+11.5%-4.8%-1.1%+13.7%
2024+6.5%+7.6%+3.3%-5.9%+4.5%+17.9%-6.4%-2.6%+4.4%+1.5%+12.0%+3.8%+54.0%
2023+17.6%+2.0%+11.9%-1.0%+18.2%+9.2%+5.8%-1.7%-6.8%-6.5%+16.5%+8.9%+97.4%
2022-18.0%-6.7%+10.4%-17.9%-11.2%-14.0%+23.0%-6.0%-13.8%+0.7%-2.5%-14.2%-55.5%
2021+2.6%+0.4%+4.3%+8.4%-4.5%+15.5%+4.9%+8.5%-7.5%+12.5%+6.7%+2.8%+66.8%
2020+7.4%-13.7%-14.5%+23.0%+6.9%+11.1%+8.1%+20.3%-7.9%-6.2%+15.8%+8.3%+63.2%
2019+14.9%+6.1%+7.1%+9.2%-12.4%+9.7%+9.1%-6.0%+2.4%+4.7%+9.4%+3.9%+71.3%
2018+10.8%-0.5%-10.3%+5.1%+11.1%+1.9%+3.4%+10.6%-0.5%-13.7%-2.1%-15.1%-3.9%
2017+4.3%+10.2%+2.4%+1.9%+2.7%-4.9%+3.5%+1.0%+1.2%+9.1%+0.8%+0.9%+37.6%
2016-14.4%+0.6%+4.9%-6.0%+10.0%-5.1%+13.0%+1.3%+2.5%+0.0%+4.7%+1.9%+10.8%
2015+2.8%+12.0%+1.0%-0.5%+3.7%-6.2%+8.2%-12.7%-5.6%+21.8%+3.9%-4.3%+21.5%
2014-1.3%+6.8%-3.8%-1.6%+8.6%+4.3%+4.2%+7.9%+2.7%+3.2%+8.0%-0.1%+45.6%
2013+5.7%+3.7%+5.2%+1.2%+7.7%-6.3%+7.9%-1.6%+5.8%+7.3%+3.9%+1.7%+50.0%
2012+9.7%+7.6%+6.1%-2.3%-5.3%+3.0%+4.8%+5.8%-0.6%-7.5%+0.9%-3.4%+18.5%
2011---------3.3%+11.1%-3.6%+3.9%+7.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +57.48% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and March 2024. It reached a trough of -57.5%.

Detailed Metrics

Returns
Total Return
+4570.85%
Annualized Return
+29.79%
Avg Monthly Return
+2.55%
Risk
Volatility (Annual)
+32.44%
Max Drawdown
+57.48%
Positive Months
66%
Average Drawdown
-11.8%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
16.57
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
467,084.94
Backtest Period
2011-09-14 to 2026-06-12
14.7 years
Rebalancing
annual
Base Currency
EUR
Jac2 | +29.8% CAGR | ETF Backtest