HomePortfoliosREB // Global Leveraged Portfolio bis

REB // Global Leveraged Portfolio bis

Optimize
Annual Rebalancing
EUR
High Risk
Multi-currency
16.3yr backtest

Performance Summary

Total Return+1393.71%
Annualized Return+18.10%
Volatility+21.50%
Sharpe Ratio0.75
Max Drawdown+47.79%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Aggressive ETF portfolio targeting Frontier Markets, leveraged US tech, and European blue chips for high-growth potential.
AssetTypeAllocationTER
LU0666199749
HSBC Global Investment Funds - Frontier Markets ACLU0666199749
FUND
40.0%2.15%
DBPG.XETRA
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1CLU0411078552
ETF
20.0%0.6%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
20.0%0.6%
LVE.PA
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF AccFR0010468983
ETF
20.0%0.4%
Total100.0%1.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €149,370.89
Histogram of Monthly Returns
The portfolio had a positive return during 130 of the 196 months (66%)
Monthly Returns Heatmap
Best month: +16.8% • Worst month: -25.5% • Best year: 2021 (+59.4%) • Worst year: 2022 (-26.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+0.4%-10.7%+15.1%+7.9%+3.2%-3.8%-----+14.9%
2025+6.5%-2.6%-9.1%-4.7%+9.7%+2.6%+5.9%+0.5%+3.8%+6.3%-2.6%+1.1%+16.9%
2024+5.7%+8.3%+3.6%-4.4%+2.4%+7.4%-1.2%+0.4%+1.5%-0.5%+5.4%+2.4%+34.7%
2023+10.3%+1.5%+4.0%+1.6%+4.4%+7.0%+5.8%-2.2%-3.4%-5.5%+10.9%+6.7%+47.6%
2022-7.7%-4.7%+6.3%-5.2%-6.2%-11.2%+14.3%-1.9%-10.0%+5.3%+3.0%-8.5%-26.0%
2021+0.6%+4.2%+8.9%+4.9%+1.2%+7.4%+1.8%+6.6%-2.6%+9.5%+0.5%+5.3%+59.4%
2020+1.7%-10.7%-25.5%+15.3%+4.4%+6.3%+0.1%+10.6%-2.5%-5.7%+16.0%+5.8%+8.2%
2019+11.8%+6.2%+3.8%+7.2%-7.4%+7.3%+4.9%-4.7%+3.0%+2.0%+4.8%+2.7%+48.3%
2018+5.6%-3.3%-5.2%+6.3%+0.5%-0.6%+3.8%-0.1%-0.1%-9.2%+0.3%-10.5%-13.0%
2017+1.7%+6.8%+3.0%+2.1%+0.7%-3.5%-0.0%+1.4%+3.0%+5.5%-1.6%+0.5%+21.0%
2016-13.0%+1.8%+3.3%-1.0%+6.6%-3.4%+7.4%+2.0%-0.2%+0.4%+3.7%+5.7%+12.5%
2015+5.0%+9.5%+2.5%-0.3%+0.5%-3.9%+5.3%-14.1%-4.9%+16.8%+0.9%-4.5%+10.0%
2014-0.7%+5.1%+0.1%+1.5%+5.9%+1.3%+2.3%+5.3%+3.6%-1.5%+5.2%-1.5%+29.5%
2013+7.1%+3.3%+4.5%+1.9%+8.1%-7.5%+8.2%-4.0%+5.7%+7.5%+2.7%+2.4%+46.1%
2012+7.9%+6.8%+3.2%-2.2%-5.3%+2.4%+8.1%+3.7%+0.4%-1.7%+1.4%-0.5%+25.7%
2011+0.3%+1.4%-3.1%+1.9%-0.9%-3.1%-1.6%-12.4%-4.3%+10.6%-3.3%+2.5%-12.8%
2010---+0.0%-6.8%-5.6%+4.7%-2.8%+6.5%+6.0%+1.5%+6.7%+9.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +47.79% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -28.1%.

Detailed Metrics

Returns
Total Return
+1393.71%
Annualized Return
+18.10%
Avg Monthly Return
+1.57%
Risk
Volatility (Annual)
+21.50%
Max Drawdown
+47.79%
Positive Months
66%
Average Drawdown
-7.9%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
10.46
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
149,370.89
Backtest Period
2010-04-30 to 2026-07-31
16.3 years
Rebalancing
annual
Base Currency
EUR
REB // Global Leveraged Portfolio bis | 16-Year Backtest