HomePortfoliosREBM // Global Leveraged Portfolio bis bis

REBM // Global Leveraged Portfolio bis bis

Created byuser-dvjmdp
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Monthly Rebalancing
EUR
High Risk
4.8yr backtest

Performance Summary

Total Return+128.51%
Annualized Return+18.82%
Volatility+24.55%
Sharpe Ratio0.69
Max Drawdown+31.91%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
High-growth leveraged ETF portfolio targeting US tech, S&P 500, and European equities, balanced with a core global value holding for diversification.
AssetTypeAllocationTER
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc) • IE000H1H16W5
ETF
40.0%0.25%
DBPG.XETRA
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C • LU0411078552
ETF
20.0%0.6%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592
ETF
20.0%0.6%
LVE.PA
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF Acc • FR0010468983
ETF
20.0%0.4%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €22,850.63
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 59 months (59%)
Monthly Returns Heatmap
Best month: +16.7% • Worst month: -12.4% • Best year: 2023 (+43.5%) • Worst year: 2022 (-27.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+0.9%-10.2%+16.7%+12.4%+1.9%-2.5%+6.8%----+29.1%
2025+7.4%-2.1%-10.7%-5.3%+11.1%+2.9%+5.4%+0.0%+5.3%+6.5%-0.3%+1.9%+22.1%
2024+4.2%+5.7%+5.9%-4.6%+2.7%+6.5%-0.9%-0.5%+2.5%-1.2%+7.5%-0.2%+30.4%
2023+11.6%+1.2%+3.1%+0.5%+4.4%+7.3%+4.2%-2.8%-4.3%-5.5%+12.1%+6.8%+43.5%
2022-8.2%-5.4%+5.0%-7.1%-3.5%-12.4%+15.1%-4.9%-10.3%+8.2%+4.2%-8.8%-27.8%
2021---------+0.0%-0.0%+7.3%+7.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.91% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -31.9%.

Detailed Metrics

Returns
Total Return
+128.51%
Annualized Return
+18.82%
Avg Monthly Return
+1.62%
Risk
Volatility (Annual)
+24.55%
Max Drawdown
+31.91%
Positive Months
59%
Average Drawdown
-9.7%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
12.21
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€22,850.63
Backtest Period
2021-10-29 to 2026-08-14
4.8 years
Rebalancing
monthly
Base Currency
EUR
REBM // Global Leveraged Portfolio bis bis | ETF Backtest