Optimize
Quarterly Rebalancing
EUR
High Risk
11.5yr backtest

Performance Summary

Total Return+1460.56%
Annualized Return+26.87%
Volatility+32.09%
Sharpe Ratio0.78
Max Drawdown+49.91%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Leveraged Nasdaq-100 and global momentum ETF portfolio targeting aggressive growth through a strategic 70/30 asset allocation.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
70.0%0.6%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
30.0%0.25%
Total100.0%0.49%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €156,056.02
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 139 months (66%)
Monthly Returns Heatmap
Best month: +27.4% • Worst month: -15.9% • Best year: 2023 (+76.2%) • Worst year: 2022 (-47.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%-3.8%-9.7%+27.4%--------+11.5%
2025+4.5%-8.3%-15.8%-3.6%+16.4%+6.1%+7.5%-2.4%+7.8%+9.0%-3.9%-0.6%+13.1%
2024+7.1%+8.2%+3.8%-5.1%+4.1%+15.4%-5.9%-2.1%+3.6%+1.8%+10.8%+2.6%+51.4%
2023+13.5%+1.6%+9.7%-0.5%+13.8%+8.5%+4.6%-1.1%-5.7%-5.4%+14.1%+7.8%+76.2%
2022-15.9%-5.2%+9.6%-15.4%-9.4%-11.7%+19.8%-4.9%-11.9%+2.4%-2.1%-12.3%-47.8%
2021+2.5%+0.0%+3.8%+7.8%-4.4%+13.1%+4.2%+7.5%-6.2%+11.4%+5.1%+2.4%+56.2%
2020+7.3%-12.6%-12.6%+20.9%+6.5%+10.4%+7.0%+17.8%-6.7%-5.6%+13.4%+7.1%+57.1%
2019+13.9%+6.2%+7.0%+8.5%-10.7%+8.7%+8.6%-4.8%+1.7%+3.6%+8.7%+3.5%+66.9%
2018+10.4%+0.2%-10.0%+5.2%+11.1%+1.7%+2.9%+10.4%-0.2%-13.1%-1.7%-14.2%-1.6%
2017+4.2%+9.9%+2.6%+1.8%+3.0%-4.6%+3.3%+1.3%+1.2%+9.4%+0.7%+0.7%+38.3%
2016-13.9%+0.4%+4.2%-6.4%+10.6%-3.3%+11.5%+0.5%+2.6%-0.4%+4.9%+1.7%+10.0%
2015+3.1%+11.9%+1.2%-1.3%+3.9%-5.5%+8.7%-12.5%-5.7%+21.5%+4.3%-3.8%+23.9%
2014---------+6.2%+9.8%+0.4%+17.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +49.91% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -49.9%.

Detailed Metrics

Returns
Total Return
+1460.56%
Annualized Return
+26.87%
Avg Monthly Return
+2.34%
Risk
Volatility (Annual)
+32.09%
Max Drawdown
+49.91%
Positive Months
66%
Average Drawdown
-12.3%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
16.27
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
156,056.02
Backtest Period
2014-10-07 to 2026-04-24
11.5 years
Rebalancing
quarterly
Base Currency
EUR