Optimize
Monthly Rebalancing
EUR
High Risk
Multi-currency
11.3yr backtest

Performance Summary

Total Return+872.76%
Annualized Return+22.41%
Volatility+28.75%
Sharpe Ratio0.71
Max Drawdown+51.23%

Holdings

Asset Allocation

Asset Class

Money Market 50.0%Equity 50.0%
Holdings Details
Balanced ETF portfolio: 50% US tech via leveraged NASDAQ 100 and 50% EUR money market for stability and aggressive growth potential.
AssetTypeAllocationTER
CSH2.PA
Amundi Smart Overnight Return UCITS ETF AccLU1190417599
ETF
50.0%0.1%
QQQ3.LSE
WisdomTree NASDAQ 100 3x Daily LeveragedIE00BLRPRL42
ETF
50.0%0.75%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €97,275.5
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 136 months (63%)
Monthly Returns Heatmap
Best month: +26.0% • Worst month: -15.8% • Best year: 2023 (+83.5%) • Worst year: 2022 (-48.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.1%-4.3%-9.0%+26.0%+18.3%-3.6%------+25.2%
2025+2.6%-8.7%-13.0%-4.2%+14.4%+7.0%+5.9%-1.1%+6.7%+8.1%-3.9%-0.8%+10.2%
2024+3.4%+5.5%+2.5%-5.2%+4.2%+14.2%-5.4%-1.7%+3.3%+0.0%+8.5%+2.9%+35.3%
2023+15.6%+0.9%+11.0%-0.6%+14.4%+8.7%+5.1%-2.1%-6.1%-5.5%+14.9%+9.2%+83.5%
2022-14.0%-5.8%+7.7%-15.8%-9.6%-11.9%+18.3%-4.7%-11.9%+0.3%-3.0%-9.6%-48.9%
2021+1.4%-0.8%+2.3%+7.3%-2.7%+11.2%+3.8%+6.6%-5.9%+9.6%+4.8%+1.6%+45.0%
2020+6.0%-11.0%-14.8%+21.4%+6.1%+9.3%+7.7%+17.1%-6.5%-5.5%+12.7%+8.5%+54.3%
2019+12.8%+4.8%+5.6%+7.9%-10.0%+9.4%+7.5%-6.5%+1.8%+4.9%+7.5%+4.1%+59.3%
2018+8.9%-0.5%-9.0%+3.9%+8.8%+2.2%+2.3%+8.9%-0.4%-12.5%-2.5%-12.0%-5.2%
2017+3.9%+8.9%+2.1%+2.8%+3.7%-4.6%+4.3%+1.8%-0.0%+7.7%+1.4%+2.1%+39.1%
2016-13.5%+0.6%+6.0%-5.9%+8.2%-4.3%+12.4%+0.6%+2.9%-1.3%+2.5%+3.0%+8.9%
2015--+0.2%+0.9%+2.5%-4.1%+7.5%-10.5%-5.5%+21.3%+1.7%-2.6%+8.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +51.23% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -51.2%.

Detailed Metrics

Returns
Total Return
+872.76%
Annualized Return
+22.41%
Avg Monthly Return
+2.01%
Risk
Volatility (Annual)
+28.75%
Max Drawdown
+51.23%
Positive Months
63%
Average Drawdown
-12.0%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
16.28
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
97,275.5
Backtest Period
2015-03-12 to 2026-06-12
11.3 years
Rebalancing
monthly
Base Currency
EUR
ref | +22.4% CAGR | ETF Backtest