Optimize
Quarterly Rebalancing
EUR
High Risk
6.9yr backtest

Performance Summary

Total Return+443.79%
Annualized Return+27.69%
Volatility+26.13%
Sharpe Ratio0.98
Max Drawdown+46.04%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Precious Metals 25.0%
Holdings Details
Leveraged Nasdaq ETF & gold portfolio: 75% US tech equities, 25% precious metals for a diversified growth and hedge strategy.
AssetTypeAllocationTER
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF AccFR0010342592
ETF
50.0%0.6%
GLDA.F
Amundi Physical Gold ETC C EURFR0013416716
ETC
25.0%0.12%
FR0011008770
H2O Multiequities FCP ICFR0011008770
FUND
25.0%2%
Total100.0%0.83%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €54,379.16
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 84 months (65%)
Monthly Returns Heatmap
Best month: +18.3% • Worst month: -20.3% • Best year: 2023 (+62.5%) • Worst year: 2022 (-31.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%-0.8%-9.0%+18.1%+13.4%-4.0%------+20.8%
2025+6.7%-3.0%-8.6%-2.9%+11.5%+3.5%+6.5%+0.1%+8.0%+7.4%-0.5%+0.7%+31.2%
2024+2.9%+4.5%+6.4%-2.0%+2.7%+8.6%-2.3%-1.6%+4.1%+1.8%+7.0%+1.8%+38.7%
2023+13.9%+1.5%+7.3%-0.7%+10.5%+7.1%+4.7%-2.1%-3.7%-3.1%+10.2%+5.9%+62.5%
2022-6.0%-5.3%+6.4%-9.9%-3.7%-10.6%+12.9%-4.3%-11.1%+1.9%+2.5%-7.0%-31.5%
2021-0.2%+2.7%+6.2%+5.4%+0.8%+6.8%+3.5%+5.4%-3.6%+7.7%+3.0%+3.3%+48.8%
2020+4.6%-10.3%-20.3%+18.3%+7.1%+9.5%+2.6%+14.3%-5.5%-8.6%+15.9%+4.5%+27.4%
2019------+1.8%-4.0%+4.9%+4.4%+5.9%+3.4%+17.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +46.04% • The longest drawdown period lasted for 1 year and 7 months and was between November 2021 and July 2023. It reached a trough of -33.8%.

Detailed Metrics

Returns
Total Return
+443.79%
Annualized Return
+27.69%
Avg Monthly Return
+2.28%
Risk
Volatility (Annual)
+26.13%
Max Drawdown
+46.04%
Positive Months
65%
Average Drawdown
-9.2%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
12.35
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
54,379.16
Backtest Period
2019-07-09 to 2026-06-12
6.9 years
Rebalancing
quarterly
Base Currency
EUR
test | +27.7% CAGR | ETF Backtest