HomePortfoliosStrategy 1 - monthly rebalance b

Strategy 1 - monthly rebalance b

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Monthly Rebalancing
EUR
High Risk
4.8yr backtest

Performance Summary

Total Return+121.97%
Annualized Return+18.03%
Volatility+28.87%
Sharpe Ratio0.56
Max Drawdown+42.93%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Leveraged Nasdaq-100 and global value ETF portfolio for aggressive growth with a 60/40 US tech and worldwide equity allocation.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
60.0%0.6%
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc)IE000H1H16W5
ETF
40.0%0.25%
Total100.0%0.46%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,197.19
Histogram of Monthly Returns
The portfolio had a positive return during 34 of the 59 months (58%)
Monthly Returns Heatmap
Best month: +23.3% • Worst month: -13.8% • Best year: 2023 (+68.2%) • Worst year: 2022 (-41.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%-2.3%-8.7%+23.3%+17.9%+0.2%-8.0%+5.2%----+27.5%
2025+4.5%-6.3%-13.8%-4.8%+14.4%+5.6%+7.3%-1.2%+6.6%+8.9%-2.2%+0.6%+17.5%
2024+4.8%+5.3%+4.1%-4.9%+3.3%+12.3%-3.4%-2.2%+3.4%+0.5%+10.0%+1.4%+38.9%
2023+13.5%+1.6%+7.5%-0.9%+12.7%+7.6%+4.9%-1.6%-4.7%-5.7%+13.1%+7.6%+68.2%
2022-12.2%-5.0%+7.7%-11.9%-7.3%-12.2%+18.2%-4.6%-11.3%+2.6%-0.9%-11.1%-41.7%
2021---------+0.0%+4.2%+4.3%+8.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +42.93% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -42.9%.

Detailed Metrics

Returns
Total Return
+121.97%
Annualized Return
+18.03%
Avg Monthly Return
+1.69%
Risk
Volatility (Annual)
+28.87%
Max Drawdown
+42.93%
Positive Months
58%
Average Drawdown
-13.9%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.62
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
17.69
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,197.19
Backtest Period
2021-10-29 to 2026-08-21
4.8 years
Rebalancing
monthly
Base Currency
EUR
Strategy 1 - monthly rebalance b | ETF Backtest