Optimize
Monthly Rebalancing
EUR
High Risk
6.9yr backtest

Performance Summary

Total Return+275.92%
Annualized Return+21.32%
Volatility+26.87%
Sharpe Ratio0.72
Max Drawdown+50.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A leveraged ETF portfolio targeting global ESG, US, and European equity markets for aggressive, diversified growth.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
40.0%0.3%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
40.0%0.5%
LVE.PA
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF AccFR0010468983
ETF
20.0%0.4%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €37,591.9
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 83 months (64%)
Monthly Returns Heatmap
Best month: +17.3% • Worst month: -20.5% • Best year: 2021 (+58.3%) • Worst year: 2022 (-21.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.8%-9.0%+13.8%+8.9%+0.5%------+16.6%
2025+7.6%-3.0%-11.8%-7.2%+10.4%+0.6%+6.9%-1.4%+4.7%+6.1%-0.3%+0.8%+11.5%
2024+7.0%+7.4%+6.7%-4.1%+1.7%+6.5%-0.8%-0.4%+2.1%+0.9%+10.5%-0.9%+41.9%
2023+9.8%+2.0%-0.7%-0.2%+3.3%+7.4%+3.2%-2.0%-3.3%-5.5%+10.4%+5.9%+33.2%
2022-7.2%-5.0%+6.2%-3.9%-4.9%-11.5%+15.8%-3.7%-8.9%+10.1%+2.9%-9.4%-21.1%
2021+1.1%+5.2%+11.9%+3.3%+0.1%+6.9%+2.9%+5.1%-4.1%+8.3%+0.3%+6.8%+58.3%
2020+0.6%-14.9%-20.5%+14.7%+4.7%+4.2%-0.6%+9.3%-2.9%-6.1%+17.3%+2.6%+1.5%
2019-------+5.5%+5.6%-0.4%+7.5%+1.2%+20.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +50.44% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -27.7%.

Detailed Metrics

Returns
Total Return
+275.92%
Annualized Return
+21.32%
Avg Monthly Return
+1.85%
Risk
Volatility (Annual)
+26.87%
Max Drawdown
+50.44%
Positive Months
64%
Average Drawdown
-9.5%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
12.19
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,591.9
Backtest Period
2019-08-05 to 2026-06-12
6.9 years
Rebalancing
monthly
Base Currency
EUR
Test | +21.3% CAGR | ETF Backtest