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Sharpe

Created byuser-dvjmdp
Monthly Rebalancing
EUR
High Risk
1.0yr backtest

Performance Summary

Total Return+45.17%
Annualized Return+45.96%
Volatility+20.12%
Sharpe Ratio2.19
Max Drawdown+13.46%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A leveraged Nasdaq-100 ETF paired with a defensive European equity ETF for a balanced US tech and Europe portfolio.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592
ETF
60.0%0.6%
UIQ4.XETRA
UBS Euro Equity Defensive Put Write SF UCITS ETF EUR acc • IE00BLDGHT92
ETF
40.0%0.21%
Total100.0%0.44%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,517.02
Histogram of Monthly Returns
The portfolio had a positive return during 7 of the 13 months (54%)
Monthly Returns Heatmap
Best month: +21.0% • Worst month: -7.5% • Best year: 2026 (+22.1%) • Worst year: 2025 (+18.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%-3.1%-7.5%+21.0%+14.4%-2.1%------+22.1%
2025-----+3.0%+6.0%-1.6%+6.0%+7.7%-2.7%-0.4%+18.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.46% • The longest drawdown period lasted for 5 months and was between October 2025 and April 2026. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+45.17%
Annualized Return
+45.96%
Avg Monthly Return
+3.17%
Risk
Volatility (Annual)
+20.12%
Max Drawdown
+13.46%
Positive Months
54%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
2.19
Risk-free rate: 2.0%
Sortino Ratio
2.21
Downside risk adjusted
Return/Volatility
2.28
Calmar Ratio
3.41
Return/Max Drawdown
Ulcer Index
3.96
Drawdown depth & duration
Martin Ratio
0.11
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,517.02
Backtest Period
2025-06-10 to 2026-06-05
1.0 years
Rebalancing
monthly
Base Currency
EUR
Sharpe | +46.0% CAGR | ETF Backtest