Optimize
Annual Rebalancing
EUR
High Risk
12.1yr backtest

Performance Summary

Total Return+2215.43%
Annualized Return+29.76%
Volatility+31.74%
Sharpe Ratio0.87
Max Drawdown+51.50%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Aggressive ETF portfolio: 80% leveraged US tech stocks, 20% European high-yield bonds for a high-growth, diversified strategy.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
80.0%0.6%
AHYE.XETRA
Amundi Euro High Yield Bond ESG UCITS ETF EUR (C)LU1681040496
ETF
20.0%0.35%
Total100.0%0.55%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €231,543.1
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 146 months (65%)
Monthly Returns Heatmap
Best month: +26.4% • Worst month: -16.1% • Best year: 2023 (+89.8%) • Worst year: 2022 (-49.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%-4.5%-9.3%+26.4%+15.4%-------+26.7%
2025+3.3%-8.8%-15.2%-3.1%+15.5%+6.6%+7.7%-2.3%+7.4%+9.8%-4.2%-0.9%+12.4%
2024+5.3%+6.5%+2.8%-5.3%+4.1%+15.8%-5.7%-2.2%+4.0%+1.3%+10.6%+3.6%+46.7%
2023+15.4%+1.7%+11.5%-0.9%+17.1%+8.8%+5.3%-1.5%-6.5%-5.9%+15.8%+8.7%+89.8%
2022-15.8%-6.0%+8.4%-16.1%-9.1%-12.5%+19.2%-6.0%-11.4%+0.7%-1.0%-10.7%-49.4%
2021+2.1%+0.1%+3.5%+7.5%-4.1%+13.8%+4.5%+7.7%-7.0%+11.1%+6.2%+2.6%+57.2%
2020+7.0%-12.3%-14.0%+21.5%+6.8%+10.3%+7.9%+19.1%-7.8%-5.7%+14.7%+8.0%+59.6%
2019+14.2%+5.9%+6.9%+9.0%-12.1%+9.8%+8.8%-5.8%+1.8%+4.8%+9.2%+3.9%+68.6%
2018+10.8%-0.2%-9.8%+4.6%+10.4%+1.9%+3.4%+10.6%-0.5%-13.3%-2.5%-14.2%-3.2%
2017+4.9%+9.9%+2.4%+2.5%+3.4%-5.0%+4.1%+1.5%+0.5%+9.1%+0.8%+0.7%+39.7%
2016-14.4%+0.4%+5.7%-6.3%+9.9%-4.6%+12.6%+1.7%+2.5%-0.1%+3.9%+1.6%+10.3%
2015+1.4%+12.2%-0.0%-0.0%+3.4%-5.9%+9.1%-12.3%-6.3%+22.9%+3.4%-4.0%+21.0%
2014----0.1%+9.3%+5.0%+4.3%+9.1%+2.8%+3.6%+9.2%-0.4%+51.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +51.50% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -51.5%.

Detailed Metrics

Returns
Total Return
+2215.43%
Annualized Return
+29.76%
Avg Monthly Return
+2.53%
Risk
Volatility (Annual)
+31.74%
Max Drawdown
+51.50%
Positive Months
65%
Average Drawdown
-12.0%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.58
Return/Max Drawdown
Ulcer Index
16.17
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
231,543.1
Backtest Period
2014-04-29 to 2026-05-22
12.1 years
Rebalancing
annual
Base Currency
EUR
okay1 | +29.8% CAGR | ETF Backtest