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test

Created byuser-dvjmdp
Monthly Rebalancing
EUR
Moderate Risk
0.6yr backtest

Performance Summary

Total Return+29.22%
Annualized Return+49.72%
Volatility+18.03%
Sharpe Ratio2.65
Max Drawdown+7.04%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
US-focused ETF portfolio blending 60% defensive S&P 500 yield and 40% leveraged Nasdaq-100 tech for growth and stability.
AssetTypeAllocationTER
XUDY.XETRA
Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6
ETF
60.0%0.25%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592
ETF
40.0%0.6%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,922.22
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 9 months (56%)
Monthly Returns Heatmap
Best month: +15.4% • Worst month: -6.0% • Best year: 2026 (+26.0%) • Worst year: 2025 (+2.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+1.5%-6.0%+15.4%+12.5%-0.1%------+26.0%
2025---------+3.4%-0.8%-0.1%+2.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.04% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -7.0%.

Detailed Metrics

Returns
Total Return
+29.22%
Annualized Return
+49.72%
Avg Monthly Return
+3.08%
Risk
Volatility (Annual)
+18.03%
Max Drawdown
+7.04%
Positive Months
56%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
2.65
Risk-free rate: 2.0%
Sortino Ratio
2.83
Downside risk adjusted
Return/Volatility
2.76
Calmar Ratio
7.06
Return/Max Drawdown
Ulcer Index
2.35
Drawdown depth & duration
Martin Ratio
0.20
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,922.22
Backtest Period
2025-10-23 to 2026-06-12
0.6 years
Rebalancing
monthly
Base Currency
EUR