HomePortfoliosREB // LQQ vs GOLD

REB // LQQ vs GOLD

Optimize
Monthly Rebalancing
EUR
High Risk
19.2yr backtest

Performance Summary

Total Return+3675.60%
Annualized Return+20.82%
Volatility+21.07%
Sharpe Ratio0.89
Max Drawdown+41.45%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Precious Metals 50.0%
Holdings Details
A 50/50 portfolio blending leveraged Nasdaq-100 tech ETF exposure with physical gold bullion for a balanced growth and hedge strategy.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
50.0%0.6%
GG9B.XETRA
Gold Bullion Securities EURGB00B00FHZ82
ETC
50.0%0.4%
Total100.0%0.50%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €377,559.65
Histogram of Monthly Returns
The portfolio had a positive return during 147 of the 232 months (63%)
Monthly Returns Heatmap
Best month: +16.9% • Worst month: -13.7% • Best year: 2009 (+70.7%) • Worst year: 2008 (-35.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.0%+0.2%-10.2%+15.7%+11.6%-5.1%-4.0%-----+12.2%
2025+5.8%-4.9%-6.8%-1.8%+9.4%+2.5%+6.2%-0.5%+10.1%+8.8%-0.1%+1.0%+31.8%
2024+4.0%+4.0%+6.0%-1.0%+2.5%+10.1%-2.1%-0.8%+4.5%+4.2%+6.1%+1.8%+46.6%
2023+11.6%-0.4%+9.8%-1.1%+11.6%+2.5%+3.8%-0.8%-4.7%+0.4%+8.2%+4.7%+54.3%
2022-9.2%-0.8%+7.6%-8.3%-8.5%-7.3%+12.7%-3.6%-7.5%-1.2%-0.3%-7.5%-31.1%
2021+1.5%-3.5%+3.1%+5.1%+0.5%+6.2%+4.2%+4.4%-4.5%+7.3%+4.8%+1.9%+34.9%
2020+7.3%-6.7%-6.8%+16.9%+3.8%+7.2%+7.3%+10.3%-5.2%-3.5%+4.6%+6.0%+45.8%
2019+10.3%+3.4%+4.1%+4.9%-6.1%+9.0%+7.0%+0.8%-0.5%+3.2%+4.3%+3.0%+51.7%
2018+6.5%+0.0%-6.2%+3.6%+7.9%-0.8%+0.5%+5.8%-0.8%-5.4%-1.2%-6.6%+2.1%
2017+4.1%+8.7%+0.7%+1.3%+0.4%-4.8%+1.7%+2.4%-0.8%+5.9%-0.6%+0.8%+21.1%
2016-6.2%+5.3%+0.8%-2.1%+4.5%+1.6%+8.4%-0.6%+1.8%-0.7%+0.2%+0.3%+13.4%
2015+8.7%+5.4%+1.1%-2.3%+3.5%-4.8%+2.4%-6.3%-3.7%+15.4%+0.7%-3.5%+15.6%
2014+2.1%+6.9%-4.4%-1.4%+4.6%+5.7%+2.5%+6.5%+0.7%+0.7%+6.3%+1.0%+34.9%
2013+2.3%+2.1%+4.6%-4.4%+4.3%-10.3%+8.2%+3.4%-0.5%+4.9%+0.1%-1.1%+12.9%
2012+12.0%+4.3%+3.7%-0.8%-3.7%+1.7%+5.5%+4.3%+1.4%-7.7%+0.3%-5.8%+14.4%
2011-3.5%+5.9%-2.9%+2.3%+0.6%-3.4%+7.3%-0.5%-2.2%+7.9%+0.1%-2.4%+8.6%
2010-4.0%+7.0%+9.3%+7.7%+1.2%-4.0%-3.9%+1.5%+6.8%+6.5%+7.5%+3.6%+45.3%
2009+11.2%-3.3%+3.3%+13.3%-0.9%+1.2%+9.2%-0.5%+5.9%-0.6%+8.9%+8.4%+70.7%
2008-9.9%-3.0%-5.1%+6.4%+5.6%-7.4%+1.0%+3.9%-8.3%-13.7%-5.0%-5.3%-35.4%
2007----0.2%+2.1%-1.0%+1.4%+0.9%+5.9%+7.0%-7.2%+3.1%+11.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +41.45% • The longest drawdown period lasted for 2 years and was between November 2007 and December 2009. It reached a trough of -41.5%.

Detailed Metrics

Returns
Total Return
+3675.60%
Annualized Return
+20.82%
Avg Monthly Return
+1.72%
Risk
Volatility (Annual)
+21.07%
Max Drawdown
+41.45%
Positive Months
63%
Average Drawdown
-7.8%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
10.67
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
377,559.65
Backtest Period
2007-04-26 to 2026-07-08
19.2 years
Rebalancing
monthly
Base Currency
EUR