Optimize
Annual Rebalancing
EUR
High Risk
8.1yr backtest

Performance Summary

Total Return+541.59%
Annualized Return+25.68%
Volatility+29.11%
Sharpe Ratio0.81
Max Drawdown+42.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 67% in a diversified world ETF and 33% in a leveraged US tech ETF for targeted growth.
AssetTypeAllocationTER
ACWI.PA
Amundi MSCI All Country World UCITS ETF EUR AccLU1829220216
ETF
67.0%0.45%
3QQQ.XETRA
WisdomTree NASDAQ 100 3x Daily LeveragedIE00BLRPRL42
ETF
33.0%0.75%
Total100.0%0.55%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €64,159.13
Histogram of Monthly Returns
The portfolio had a positive return during 64 of the 98 months (65%)
Monthly Returns Heatmap
Best month: +25.6% • Worst month: -20.9% • Best year: 2023 (+73.3%) • Worst year: 2022 (-36.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%-2.0%-9.2%+21.2%+16.8%-4.3%------+21.3%
2025+4.5%-7.2%-13.3%-5.1%+12.1%+4.9%+7.2%-1.6%+6.4%+8.7%-3.6%-0.1%+10.4%
2024+3.3%+6.4%+3.8%-5.0%+3.4%+13.2%-4.3%-1.7%+3.3%+0.8%+10.5%+1.2%+38.9%
2023+11.8%+0.7%+8.2%-0.6%+13.5%+9.0%+6.4%-2.7%-7.0%-7.2%+16.9%+10.7%+73.3%
2022-13.3%-4.7%+6.9%-10.0%-6.7%-9.3%+13.5%-3.3%-9.0%+3.0%+0.4%-7.8%-36.0%
2021+0.5%+1.8%+4.8%+6.2%-2.8%+11.3%+3.3%+7.3%-6.6%+10.7%+4.3%+4.3%+53.6%
2020+25.6%-15.5%-20.9%+21.3%+9.2%+4.9%+7.0%+24.2%-10.0%+1.7%+8.7%+11.1%+71.3%
2019+5.0%+2.3%+1.7%+2.4%-3.5%+2.7%+2.2%-1.2%+2.2%+0.1%+3.0%+0.8%+18.7%
2018----+2.1%-0.2%+1.6%+0.9%+0.4%-5.8%+5.4%-4.5%-0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +42.11% • The longest drawdown period lasted for 1 year and 7 months and was between November 2021 and July 2023. It reached a trough of -37.3%.

Detailed Metrics

Returns
Total Return
+541.59%
Annualized Return
+25.68%
Avg Monthly Return
+2.25%
Risk
Volatility (Annual)
+29.11%
Max Drawdown
+42.11%
Positive Months
65%
Average Drawdown
-10.6%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
0.88
Calmar Ratio
0.61
Return/Max Drawdown
Ulcer Index
14.25
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
64,159.13
Backtest Period
2018-05-09 to 2026-06-26
8.1 years
Rebalancing
annual
Base Currency
EUR