HomePortfoliosTest

Test

Created byuser-julfmc
Monthly Rebalancing
EUR
Unknown Risk
Multi-currency

Performance Summary

No backtest data available

Holdings

Asset Allocation

Asset Class

Equity 80.0%Real Estate 20.0%
Holdings Details
Leveraged ETF portfolio mixing bull and bear positions across global, emerging markets, gold miners, real estate, and tech for all-weather exposure.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
10.0%0.2%
EDC.US
Direxion Daily MSCI Emerging Markets Bull 3X Shares • US25490K2814
ETF
10.0%1.07%
JNUG.US
Direxion Daily Junior Gold Miners Index Bull 2X Shares • US25460G8318
ETF
10.0%0.95%
MIDU.US
Direxion Daily Mid Cap Bull 3X Shares • US25459W7305
ETF
10.0%1.03%
DRN.US
Direxion Daily Real Estate Bull 3X Shares • US25459W7552
ETF
10.0%1.07%
INDL.US
Direxion Daily MSCI India Bull 2x Shares • US25490K3317
ETF
10.0%1.07%
DRV.US
Direxion Daily Real Estate Bear 3X Shares • US25460G4192
ETF
10.0%1.07%
DUST.US
Daily Gold Miners Index Bear 2X ETF • US25461A1896
ETF
10.0%0.95%
TZA.US
Direxion Daily Small Cap Bear 3X Shares • US25461H3259
ETF
10.0%1.08%
TECS.US
Direxion Daily Technology Bear 3X Shares • US25461H3176
ETF
10.0%1.08%
Total100.0%0.96%

Performance

Portfolio Value Over Time
Starting with €10,000 investment
Histogram of Monthly Returns
The portfolio had a positive return during 0 of the 0 months (0%)
Monthly Returns Heatmap
Best month: N/A • Worst month: N/A
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Peak-to-trough declines from highs

Detailed Metrics

Returns
Total Return
N/A
Annualized Return
N/A
Avg Monthly Return
N/A
Risk
Volatility (Annual)
N/A
Max Drawdown
N/A
Positive Months
0%
Average Drawdown
0.0%
Risk-Adjusted
Sharpe Ratio
N/A
Risk-free rate: 2.0%
Sortino Ratio
N/A
Downside risk adjusted
Return/Volatility
N/A
Calmar Ratio
N/A
Return/Max Drawdown
Ulcer Index
N/A
Drawdown depth & duration
Martin Ratio
N/A
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€N/A
Backtest Period
N/A
Rebalancing
monthly
Base Currency
EUR