Optimize
Monthly Rebalancing
EUR
High Risk
18.9yr backtest

Performance Summary

Total Return+2100.60%
Annualized Return+17.73%
Volatility+23.62%
Sharpe Ratio0.67
Max Drawdown+54.29%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Money Market 40.0%
Holdings Details
A 60% leveraged Nasdaq-100 and 40% EUR money market ETF portfolio for targeted US tech growth with capital preservation.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
60.0%0.6%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
40.0%0.1%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €220,059.87
Histogram of Monthly Returns
The portfolio had a positive return during 146 of the 229 months (64%)
Monthly Returns Heatmap
Best month: +19.6% • Worst month: -17.1% • Best year: 2009 (+65.6%) • Worst year: 2008 (-45.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%-3.3%-6.5%+19.6%+14.2%-2.1%------+21.2%
2025+2.5%-6.7%-11.3%-2.7%+11.9%+5.1%+5.8%-1.8%+5.6%+7.3%-3.0%-0.7%+10.3%
2024+4.3%+4.9%+2.1%-3.7%+3.2%+11.6%-4.1%-1.5%+2.9%+1.1%+7.5%+2.6%+34.2%
2023+11.6%+1.4%+8.4%-0.6%+12.4%+6.2%+3.7%-0.9%-4.3%-4.0%+10.7%+5.9%+61.1%
2022-11.6%-4.4%+6.8%-11.9%-7.2%-9.1%+15.1%-3.7%-8.9%+0.3%-1.8%-9.0%-39.3%
2021+1.6%+0.1%+2.4%+5.5%-3.0%+10.1%+3.2%+5.4%-4.8%+8.1%+4.4%+1.7%+39.2%
2020+5.3%-8.7%-9.0%+16.6%+4.4%+7.7%+5.5%+13.3%-5.1%-4.0%+10.0%+5.5%+44.7%
2019+10.2%+4.0%+5.0%+6.3%-8.5%+6.9%+6.3%-4.1%+1.4%+3.4%+6.3%+2.6%+45.9%
2018+8.0%-0.1%-7.2%+3.5%+7.9%+1.5%+2.2%+7.6%-0.4%-9.3%-1.7%-10.1%-0.4%
2017+3.6%+7.2%+1.8%+1.6%+2.3%-3.7%+2.9%+1.0%+0.3%+6.5%+0.7%+0.5%+27.2%
2016-10.6%+0.4%+3.7%-5.1%+7.6%-3.5%+9.2%+1.0%+2.0%-0.2%+3.0%+0.9%+7.1%
2015+0.9%+8.8%+0.1%-0.1%+2.5%-4.0%+6.4%-8.6%-3.8%+16.3%+2.5%-2.5%+17.5%
2014-0.5%+5.6%-3.7%-1.6%+6.8%+3.5%+3.1%+6.6%+2.1%+2.6%+6.3%-0.3%+34.4%
2013+4.4%+3.3%+3.8%+1.0%+7.2%-4.6%+6.5%-0.6%+4.2%+6.3%+3.4%+1.7%+42.6%
2012+8.7%+7.1%+6.3%-1.3%-5.0%+2.1%+4.0%+4.4%-0.5%-7.1%+1.0%-4.3%+15.0%
2011+1.2%+3.6%-2.8%+1.0%-0.8%-2.2%+3.3%-7.7%+0.3%+8.1%-2.8%+1.1%+1.5%
2010-5.7%+5.1%+10.7%+4.6%-5.4%-6.1%+2.0%-3.8%+10.1%+6.9%+3.4%+4.5%+27.1%
2009+3.7%-6.6%+8.7%+18.0%-3.3%+4.5%+10.8%-0.4%+5.3%-2.5%+4.0%+11.7%+65.6%
2008-17.1%-5.1%-1.6%+11.0%+5.6%-10.3%+1.2%+6.6%-16.0%-11.2%-13.1%-3.8%-45.2%
2007------0.0%+1.4%+0.1%+3.8%+5.6%-6.9%+0.1%+3.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +54.29% • The longest drawdown period lasted for 2 years and 12 months and was between November 2007 and October 2010. It reached a trough of -54.3%.

Detailed Metrics

Returns
Total Return
+2100.60%
Annualized Return
+17.73%
Avg Monthly Return
+1.55%
Risk
Volatility (Annual)
+23.62%
Max Drawdown
+54.29%
Positive Months
64%
Average Drawdown
-10.7%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
14.84
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
220,059.87
Backtest Period
2007-06-28 to 2026-06-05
18.9 years
Rebalancing
monthly
Base Currency
EUR
Levtest | +17.7% CAGR | ETF Backtest