HomePortfoliosREBM // LEV
Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
10.1yr backtest

Performance Summary

Total Return+418.41%
Annualized Return+17.65%
Volatility+18.83%
Sharpe Ratio0.83
Max Drawdown+45.72%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with 70% core ETF plus leveraged exposure to US and emerging markets for aggressive growth.
AssetTypeAllocationTER
FGBL.PA
First Trust Global Equity Income UCITS ETF AccIE00BYTH6121
ETF
70.0%0.6%
3EML.LSE
WisdomTree Emerging Markets 3x Daily LeveragedIE00BYTYHN28
ETF
10.0%0.99%
QQQ3.LSE
WisdomTree NASDAQ 100 3x Daily LeveragedIE00BLRPRL42
ETF
10.0%0.75%
US9L.XETRA
WisdomTree S&P 500 3x Daily LeveragedIE00B7Y34M31
ETF
10.0%0.75%
Total100.0%0.67%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €51,841.05
Histogram of Monthly Returns
The portfolio had a positive return during 86 of the 123 months (70%)
Monthly Returns Heatmap
Best month: +14.3% • Worst month: -30.4% • Best year: 2019 (+37.5%) • Worst year: 2022 (-24.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.1%+4.2%-9.1%+14.3%+8.9%-0.0%-0.7%+4.5%----+28.7%
2025+3.4%-1.5%-3.8%-8.3%+12.0%+3.5%+6.0%+1.5%+4.0%+5.5%+0.8%+2.1%+26.4%
2024+0.5%+5.1%+3.1%+0.2%+3.0%+4.2%-0.2%-0.8%+1.0%+1.7%+2.5%+1.1%+23.3%
2023+11.3%-2.6%-0.8%+2.0%+0.6%+6.8%+7.3%-3.8%-0.6%-8.1%+7.6%+9.5%+30.9%
2022-2.0%-2.4%+1.5%-6.5%-4.8%-7.8%+6.6%-1.6%-7.6%+0.4%+1.3%-3.3%-24.1%
2021+1.1%+3.6%+9.7%+1.3%-0.3%+4.8%-0.4%+2.6%-3.0%+4.3%+1.1%+3.1%+31.0%
2020-0.4%-7.1%-30.4%+11.9%+1.7%+4.3%+4.5%+7.2%-0.1%+0.8%+7.9%+10.7%+3.1%
2019+11.4%+4.6%+1.9%+5.5%-9.0%+5.7%+3.2%-6.5%+6.0%+2.3%+5.2%+3.6%+37.5%
2018+10.7%-6.9%-3.8%+1.3%+4.4%-0.9%+2.0%+3.1%+0.7%-10.8%+1.6%-9.6%-10.0%
2017+3.1%+4.3%+1.1%+0.8%+1.2%-0.3%+2.4%+0.8%+0.6%+3.5%+0.7%+2.1%+22.0%
2016-----+5.1%+5.5%+0.3%+1.2%-0.7%+10.1%+3.5%+27.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +45.72% • The longest drawdown period lasted for 2 years and was between January 2022 and February 2024. It reached a trough of -26.5%.

Detailed Metrics

Returns
Total Return
+418.41%
Annualized Return
+17.65%
Avg Monthly Return
+1.52%
Risk
Volatility (Annual)
+18.83%
Max Drawdown
+45.72%
Positive Months
70%
Average Drawdown
-8.2%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
11.09
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
51,841.05
Backtest Period
2016-06-28 to 2026-08-12
10.1 years
Rebalancing
monthly
Base Currency
EUR
REBM // LEV | +17.6% CAGR | ETF Backtest