HomePortfoliosREBM // LQQ vs FGBL

REBM // LQQ vs FGBL

Optimize
Monthly Rebalancing
EUR
High Risk
10.5yr backtest

Performance Summary

Total Return+1004.74%
Annualized Return+25.63%
Volatility+24.42%
Sharpe Ratio0.97
Max Drawdown+44.16%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio blending leveraged US tech and global income ETFs for targeted growth and diversification.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
60.0%0.6%
FGBL.PA
First Trust Global Equity Income UCITS ETF AccIE00BYTH6121
ETF
40.0%0.6%
Total100.0%0.60%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €110,473.97
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 128 months (68%)
Monthly Returns Heatmap
Best month: +20.8% • Worst month: -19.8% • Best year: 2023 (+67.1%) • Worst year: 2022 (-39.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%-1.3%-7.8%+20.8%+14.7%+0.5%-6.5%+6.9%----+29.1%
2025+3.2%-5.7%-10.7%-5.9%+15.5%+4.8%+7.5%-1.0%+5.5%+8.3%-1.8%+0.2%+18.6%
2024+4.3%+5.9%+2.5%-2.5%+4.0%+10.6%-3.7%-1.8%+1.7%+2.5%+7.2%+3.4%+38.9%
2023+14.1%+1.0%+6.2%+0.8%+11.2%+7.3%+5.8%-1.7%-2.9%-6.7%+10.7%+8.8%+67.1%
2022-9.7%-4.1%+6.5%-11.9%-8.0%-9.9%+15.1%-3.7%-8.9%+0.2%-2.8%-8.7%-39.5%
2021+1.7%+1.7%+7.0%+4.6%-3.0%+10.7%+3.2%+5.4%-4.8%+8.3%+5.0%+2.2%+49.5%
2020+5.3%-8.9%-19.8%+16.5%+4.5%+7.6%+5.5%+13.3%-3.4%-2.6%+10.0%+8.9%+35.6%
2019+12.4%+5.7%+5.0%+7.7%-10.4%+7.2%+6.8%-5.7%+3.8%+3.6%+7.6%+2.7%+54.5%
2018+11.5%-2.6%-7.2%+3.5%+9.5%+1.3%+2.2%+8.5%-0.1%-11.4%-1.1%-12.5%-1.9%
2017+4.2%+7.2%+1.8%+1.7%+2.4%-3.3%+2.9%+1.1%+0.3%+6.5%+0.7%+0.5%+28.5%
2016+0.3%+1.2%+4.9%-4.7%+7.2%-4.0%+9.2%+1.0%+2.1%-0.1%+8.3%+2.2%+30.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +44.16% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -41.0%.

Detailed Metrics

Returns
Total Return
+1004.74%
Annualized Return
+25.63%
Avg Monthly Return
+2.13%
Risk
Volatility (Annual)
+24.42%
Max Drawdown
+44.16%
Positive Months
68%
Average Drawdown
-9.1%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.58
Return/Max Drawdown
Ulcer Index
12.61
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
110,473.97
Backtest Period
2016-01-26 to 2026-08-07
10.5 years
Rebalancing
monthly
Base Currency
EUR
REBM // LQQ vs FGBL | +25.6% CAGR | ETF Backtest