Quarterly Rebalancing
EUR
High Risk
11.9yr backtest

Performance Summary

Total Return+1663.84%
Annualized Return+27.25%
Volatility+32.13%
Sharpe Ratio0.79
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 €176,383.6
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 144 months (67%)
Monthly Returns Heatmap
Best month: +28.0% • Worst month: -15.9% • Best year: 2023 (+76.2%) • Worst year: 2022 (-47.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%-3.8%-9.7%+28.0%+19.4%+2.1%-13.1%+5.2%+1.0%---+26.0%
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%+1.5%+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%+0.3%+4.2%-6.4%+10.7%-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%+0.3%+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%.
When could this portfolio get you to financial independence?

Leon returned +27.25% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+1663.84%
Annualized Return
+27.25%
Avg Monthly Return
+2.36%
Risk
Volatility (Annual)
+32.13%
Max Drawdown
+49.91%
Positive Months
67%
Average Drawdown
-12.1%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
16.06
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
176,383.6
Backtest Period
2014-10-07 to 2026-09-04
11.9 years
Rebalancing
quarterly
Base Currency
EUR
Leon | +27.3% CAGR | ETF Backtest