HomePortfoliostest1 -- montly

test1 -- montly

test

Optimize
Monthly Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+221.58%
Annualized Return+18.77%
Volatility+16.38%
Sharpe Ratio1.02
Max Drawdown+27.30%

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 €32,157.97
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 82 months (61%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -8.2% • Best year: 2021 (+46.3%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+1.4%-4.5%+7.9%--------+6.6%
2025+4.8%-3.4%-8.2%-4.2%+4.8%-1.0%+6.6%-1.1%+5.6%+6.9%+0.2%-0.2%+10.0%
2024+4.8%+4.1%+5.9%-0.8%-0.2%+8.1%-0.2%-0.7%+2.6%+5.6%+9.7%-0.2%+45.5%
2023+3.0%+1.0%+0.9%-1.1%+5.2%+2.4%+2.7%+0.4%-2.1%-2.2%+5.0%+3.5%+20.1%
2022-5.1%-0.2%+6.7%-0.7%-5.8%-3.7%+9.4%-1.0%-3.9%+2.5%-2.9%-6.1%-11.5%
2021+1.9%+1.7%+6.9%+2.4%-0.8%+6.4%+3.6%+4.3%-2.4%+7.4%+4.1%+3.5%+46.3%
2020+4.0%-6.4%-6.2%+10.1%+1.2%+1.9%-0.0%+5.3%-1.4%-1.7%+3.1%+1.0%+10.3%
2019------+3.0%+1.3%+2.0%-1.3%+4.8%+0.1%+10.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.30% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -15.6%.

Detailed Metrics

Returns
Total Return
+221.58%
Annualized Return
+18.77%
Avg Monthly Return
+1.51%
Risk
Volatility (Annual)
+16.38%
Max Drawdown
+27.30%
Positive Months
61%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
6.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
32,157.97
Backtest Period
2019-07-09 to 2026-04-23
6.8 years
Rebalancing
monthly
Base Currency
EUR
test1 -- montly | +18.8% CAGR | ETF Backtest