HomePortfoliostest1 -- montly

test1 -- montly

test

Optimize
Monthly Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+233.88%
Annualized Return+19.26%
Volatility+17.19%
Sharpe Ratio1.00
Max Drawdown+29.69%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Precious Metals 25.0%
Holdings Details
A leveraged US equity ETF portfolio blended with gold and volatility funds for aggressive growth and strategic diversification.
AssetTypeAllocationTER
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
50.0%0.5%
LU0557872479
Amundi Funds - Volatility World A EUR (C)LU0557872479
FUND
25.0%2%
GLDA.F
Amundi Physical Gold ETC C EURFR0013416716
ETC
25.0%0.12%
Total100.0%0.78%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €33,387.99
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 83 months (61%)
Monthly Returns Heatmap
Best month: +14.4% • Worst month: -8.6% • Best year: 2024 (+44.8%) • Worst year: 2022 (-12.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.3%-4.3%+8.1%+4.2%-------+11.2%
2025+4.8%-3.4%-8.6%-5.2%+5.9%-0.5%+7.2%-1.4%+5.3%+6.9%-0.1%-0.6%+9.2%
2024+4.8%+3.9%+5.9%-0.5%-0.3%+7.7%-0.2%-0.5%+2.6%+5.6%+9.0%+0.2%+44.8%
2023+3.4%+1.0%+0.9%-1.1%+5.2%+2.0%+2.4%+0.5%-1.7%-1.7%+4.5%+3.1%+20.1%
2022-5.1%-0.5%+7.4%-1.1%-6.2%-4.9%+11.8%-1.1%-4.8%+3.6%-3.1%-7.1%-12.1%
2021+1.8%+1.6%+6.4%+2.1%-0.4%+5.5%+3.4%+3.6%-1.7%+6.1%+4.1%+2.6%+40.8%
2020+4.0%-6.2%-8.2%+14.4%+1.6%+2.0%+0.3%+6.6%-1.5%-2.1%+4.8%+1.2%+16.0%
2019------+3.0%+1.4%+2.1%-1.4%+4.8%-0.1%+10.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.69% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -17.2%.

Detailed Metrics

Returns
Total Return
+233.88%
Annualized Return
+19.26%
Avg Monthly Return
+1.55%
Risk
Volatility (Annual)
+17.19%
Max Drawdown
+29.69%
Positive Months
61%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.12
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
7.10
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
33,387.99
Backtest Period
2019-07-09 to 2026-05-13
6.8 years
Rebalancing
monthly
Base Currency
EUR