HomePortfoliosREBM // Global Leveraged Portfolio bis

REBM // Global Leveraged Portfolio bis

Optimize
Monthly Rebalancing
EUR
High Risk
10.6yr backtest

Performance Summary

Total Return+594.80%
Annualized Return+20.13%
Volatility+21.06%
Sharpe Ratio0.86
Max Drawdown+47.56%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Leveraged ETF portfolio targeting US tech, S&P 500, and European equities, plus a core global income fund for a diversified, high-growth strategy.
AssetTypeAllocationTER
FGBL.PA
First Trust Global Equity Income UCITS ETF AccIE00BYTH6121
ETF
40.0%0.6%
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%0.56%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €69,479.99
Histogram of Monthly Returns
The portfolio had a positive return during 91 of the 128 months (71%)
Monthly Returns Heatmap
Best month: +14.4% • Worst month: -25.2% • Best year: 2019 (+47.4%) • Worst year: 2022 (-25.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+1.9%-9.3%+14.2%+9.3%+2.1%-1.0%+3.5%----+24.1%
2025+6.0%-1.5%-7.6%-6.4%+12.2%+2.1%+5.6%+0.2%+4.2%+5.9%+0.2%+1.6%+23.0%
2024+3.8%+6.3%+4.2%-2.3%+3.4%+4.7%-1.2%-0.1%+0.8%+0.9%+4.8%+1.8%+30.4%
2023+12.3%+0.5%+1.8%+2.1%+2.9%+7.1%+5.1%-2.9%-2.6%-6.4%+9.7%+7.9%+42.4%
2022-5.7%-4.4%+3.8%-7.1%-4.3%-10.2%+12.0%-4.1%-7.9%+5.7%+2.3%-6.4%-25.2%
2021+0.0%+4.7%+10.8%+3.3%-0.3%+5.9%+2.2%+4.2%-4.1%+7.4%+0.8%+5.1%+46.7%
2020+1.0%-10.2%-25.2%+12.5%+4.4%+5.5%+2.3%+8.7%-2.0%-4.0%+14.4%+6.9%+7.3%
2019+10.6%+6.3%+3.2%+7.2%-9.0%+7.1%+4.1%-4.4%+5.5%+1.9%+6.3%+2.1%+47.4%
2018+8.5%-5.4%-5.1%+4.5%+4.6%+0.6%+3.4%+3.2%+0.5%-9.8%-0.1%-11.1%-8.0%
2017+0.9%+5.7%+2.8%+1.2%+1.0%-2.1%+1.2%-0.2%+3.0%+4.4%-0.3%+0.1%+18.9%
2016+0.7%+0.3%+4.5%-1.1%+4.5%-4.5%+6.5%+0.7%+0.3%+0.5%+8.5%+5.7%+29.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +47.56% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -27.8%.

Detailed Metrics

Returns
Total Return
+594.80%
Annualized Return
+20.13%
Avg Monthly Return
+1.70%
Risk
Volatility (Annual)
+21.06%
Max Drawdown
+47.56%
Positive Months
71%
Average Drawdown
-7.3%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
10.12
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
69,479.99
Backtest Period
2016-01-26 to 2026-08-21
10.6 years
Rebalancing
monthly
Base Currency
EUR