Optimize
Annual Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+199.41%
Annualized Return+17.53%
Volatility+17.50%
Sharpe Ratio0.89
Max Drawdown+33.40%

Holdings

Asset Allocation

Asset Class

Equity 62.5%Precious Metals 12.5%Bonds 12.5%Commodities 12.5%
Holdings Details
Diversified portfolio with leveraged US stocks, gold, bonds, and commodities ETFs for growth and stability across multiple asset classes.
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
12.5%2%
GLDA.F
Amundi Physical Gold ETC C EURFR0013416716
ETC
12.5%0.12%
MTD.PA
Amundi Euro Government Bond 7-10Y UCITS ETF AccLU1287023185
ETF
12.5%0.15%
LYTR.XETRA
Amundi Bloomberg Equal-weight Commodity ex-Agriculture UCITS ETF AccLU1829218749
ETF
12.5%0.3%
Total100.0%0.57%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,941.17
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 82 months (63%)
Monthly Returns Heatmap
Best month: +10.6% • Worst month: -11.4% • Best year: 2021 (+51.2%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+0.5%-2.5%+8.5%--------+8.6%
2025+4.3%-3.5%-8.6%-6.3%+5.5%+0.5%+6.6%-1.4%+4.8%+6.3%+0.1%+0.3%+7.5%
2024+4.8%+3.9%+5.2%-0.9%+0.3%+7.9%-1.0%-1.2%+2.7%+4.2%+10.6%-0.4%+41.6%
2023+3.4%-0.0%+0.4%-1.0%+4.4%+3.3%+3.4%+0.4%-2.2%-3.2%+5.3%+4.0%+19.2%
2022-4.5%-0.5%+7.5%-0.9%-4.8%-5.7%+10.3%-1.6%-5.5%+3.1%-2.6%-7.1%-13.0%
2021+2.2%+3.5%+6.7%+3.2%-0.9%+7.3%+3.8%+4.2%-1.7%+7.4%+2.8%+4.2%+51.2%
2020+2.4%-8.8%-11.4%+9.4%+2.5%+2.1%+0.3%+6.6%-1.7%-2.1%+6.3%+1.3%+5.0%
2019------+2.7%-0.6%+2.7%-1.2%+5.3%+0.6%+9.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.40% • The longest drawdown period lasted for 1 year and 4 months and was between August 2022 and December 2023. It reached a trough of -17.1%.

Detailed Metrics

Returns
Total Return
+199.41%
Annualized Return
+17.53%
Avg Monthly Return
+1.44%
Risk
Volatility (Annual)
+17.50%
Max Drawdown
+33.40%
Positive Months
63%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
8.49
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,941.17
Backtest Period
2019-07-09 to 2026-04-23
6.8 years
Rebalancing
annual
Base Currency
EUR
test2 | +17.5% CAGR | ETF Backtest