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Created byuser-iaxxgn
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Quarterly Rebalancing
EUR
High Risk
9.9yr backtest

Performance Summary

Total Return+660.94%
Annualized Return+22.70%
Volatility+22.49%
Sharpe Ratio0.92
Max Drawdown+42.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A leveraged Nasdaq, global dividend, and momentum factor ETF portfolio for diversified growth across major markets and strategies.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592
ETF
40.0%0.6%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594
ETF
40.0%0.38%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
20.0%0.25%
Total100.0%0.44%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €76,094.4
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 120 months (71%)
Monthly Returns Heatmap
Best month: +15.4% • Worst month: -13.6% • Best year: 2019 (+46.4%) • Worst year: 2022 (-25.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+0.5%-5.8%+15.4%--------+11.4%
2025+5.0%-2.9%-9.5%-3.8%+11.0%+3.2%+5.4%-0.5%+4.9%+6.1%-0.9%+1.0%+18.8%
2024+5.1%+5.0%+4.5%-3.4%+3.6%+8.0%-1.9%-1.4%+3.1%+0.7%+7.8%+1.2%+36.7%
2023+9.0%+1.3%+4.0%+0.4%+6.8%+6.4%+4.1%-1.5%-2.7%-4.7%+9.9%+6.4%+45.6%
2022-6.7%-2.9%+6.8%-7.9%-4.0%-9.4%+13.0%-3.3%-9.0%+4.2%+0.7%-7.3%-25.1%
2021+1.9%+1.7%+5.6%+4.2%-2.0%+7.8%+2.8%+5.0%-4.0%+7.3%+2.8%+4.3%+43.7%
2020+3.5%-11.1%-13.6%+14.5%+4.3%+7.3%+2.4%+12.5%-4.7%-4.4%+13.6%+4.3%+26.6%
2019+10.6%+5.2%+5.1%+6.0%-8.8%+6.6%+5.3%-3.9%+3.5%+2.1%+6.1%+2.4%+46.4%
2018+6.2%-1.1%-7.1%+4.5%+6.3%+1.2%+3.1%+5.6%+0.7%-8.8%-1.1%-10.4%-2.8%
2017+2.3%+7.2%+1.9%+0.3%+1.5%-3.3%+1.4%+0.2%+2.5%+6.0%+0.2%+0.7%+22.8%
2016----+4.8%-2.7%+8.3%+0.5%+1.3%+0.4%+4.8%+2.7%+21.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +42.28% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -25.9%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (40.0% of total allocation)

Total Dividends Received

€5,031.33

39 payments

Dividend Yield

1.62%

(annualized)

Avg Per Payment

€129.01

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€118.31
2025€907.13
2024€853.84
2023€726.35
2022€652.55
2021€540.05
2020€357.39
2019€327.85
2018€285.31
2017€228.32
2016€34.26
Total€5,031.33

Detailed Metrics

Returns
Total Return
+660.94%
Annualized Return
+22.70%
Avg Monthly Return
+1.86%
Risk
Volatility (Annual)
+22.49%
Max Drawdown
+42.28%
Positive Months
71%
Average Drawdown
-6.7%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
9.01
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€76,094.4
Backtest Period
2016-05-23 to 2026-04-24
9.9 years
Rebalancing
quarterly
Base Currency
EUR