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World - Leveraged bis

Created byuser-dvjmdp
Monthly Rebalancing
EUR
High Risk
Multi-currency
7.4yr backtest
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Performance Summary

Total Return+364.03%
Annualized Return+22.91%
Volatility+22.59%
Sharpe Ratio0.93
Max Drawdown+38.33%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Commodities 40.0%
Holdings Details
Diversified ETF portfolio blending leveraged US and European equities with managed futures for growth and downside protection across market cycles.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
40.0%0.85%
LQQ.PA
Amundi Nasdaq-100 Daily (2x) Leveraged UCITS ETF Acc • FR0010342592
ETF
30.0%0.6%
DBPG.XETRA
Xtrackers S&P 500 2x Leveraged Daily Swap UCITS ETF 1C • LU0411078552
ETF
15.0%0.6%
LVE.PA
Amundi EURO STOXX 50 Daily (2x) Leveraged UCITS ETF Acc • FR0010468983
ETF
15.0%0.4%
Total100.0%0.67%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €46,402.91
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 90 months (64%)
Monthly Returns Heatmap
Best month: +14.6% • Worst month: -12.5% • Best year: 2021 (+47.8%) • Worst year: 2022 (-15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.7%-8.4%+14.6%+10.8%+1.7%-4.6%+3.5%+5.6%-1.5%--+26.9%
2025+5.1%-4.5%-11.0%-5.0%+9.4%+2.5%+4.9%-0.7%+6.7%+7.5%-1.0%+0.2%+12.9%
2024+5.6%+6.5%+5.5%-1.4%+1.4%+8.5%-4.3%-2.5%+2.3%-1.1%+7.2%+1.7%+32.6%
2023+8.2%+2.4%+1.3%+0.2%+7.5%+6.4%+2.6%-1.3%-1.3%-4.0%+6.6%+3.5%+36.0%
2022-3.8%-3.4%+8.3%-2.0%-5.1%-7.0%+12.3%-2.0%-4.9%+4.3%-3.5%-8.0%-15.5%
2021+0.7%+4.3%+7.7%+4.3%-0.4%+7.1%+2.7%+3.6%-3.6%+9.1%+1.1%+3.9%+47.8%
2020+3.1%-10.4%-12.5%+14.6%+3.0%+4.6%+2.4%+9.5%-4.7%-4.9%+12.3%+5.2%+19.7%
2019-----4.7%+6.3%+6.3%-0.1%+2.5%+0.9%+6.3%+1.6%+20.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.33% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and June 2023. It reached a trough of -21.9%.
When could this portfolio get you to financial independence?

World - Leveraged bis returned +22.91% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (40.0% of total allocation)

Total Dividends Received

€3,883.14

19 payments

Dividend Yield

2.23%

(annualized)

Avg Per Payment

€204.38

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€231.48
2025€821.85
2024€676.49
2023€260.77
2022€1,450.57
2020€47.80
2019€394.19
Total€3,883.14

Detailed Metrics

Returns
Total Return
+364.03%
Annualized Return
+22.91%
Avg Monthly Return
+1.87%
Risk
Volatility (Annual)
+22.59%
Max Drawdown
+38.33%
Positive Months
64%
Average Drawdown
-6.6%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
8.52
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€46,402.91
Backtest Period
2019-05-08 to 2026-10-16
7.4 years
Rebalancing
monthly
Base Currency
EUR