HomePortfoliosClaude Trend Following Gold

Claude Trend Following Gold

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
Multi-currency
6.3yr backtest

Performance Summary

Total Return+163.80%
Annualized Return+16.71%
Volatility+15.94%
Sharpe Ratio0.92
Max Drawdown+22.25%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified global equity portfolio with 90% in momentum, value, and quality factor ETFs, plus 10% gold for stability and balanced growth.
AssetTypeAllocationTER
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
40.0%0.25%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
40.0%0.25%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
10.0%0.25%
8PSG.XETRA
Invesco Physical Gold ADE000A1MECS1
ETF
10.0%0.19%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,380.07
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 76 months (66%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -9.3% • Best year: 2024 (+25.6%) • Worst year: 2022 (-7.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+3.9%-7.2%+12.1%+10.1%+1.1%------+24.7%
2025+5.0%+0.1%-5.4%-2.3%+5.0%-0.6%+1.9%+2.4%+4.0%+3.5%+1.4%+1.8%+17.4%
2024+4.5%+4.4%+5.5%-1.9%+1.6%+3.1%+0.1%-0.6%+1.2%+1.1%+5.3%-0.9%+25.6%
2023+2.6%+0.3%-0.9%+0.1%-0.3%+3.6%+2.4%-0.4%-0.6%-2.2%+4.5%+3.4%+12.9%
2022-3.1%-0.3%+4.2%-2.5%-2.3%-5.8%+5.6%-0.8%-5.1%+5.6%+0.9%-3.3%-7.5%
2021+1.7%+2.3%+5.6%+1.4%+0.4%+1.8%+1.1%+2.4%-0.7%+3.8%-0.7%+3.2%+24.5%
2020---9.3%+6.7%+2.4%+1.5%-1.9%+5.2%-1.1%-2.8%+7.1%+3.4%+10.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.25% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -13.0%.

Detailed Metrics

Returns
Total Return
+163.80%
Annualized Return
+16.71%
Avg Monthly Return
+1.35%
Risk
Volatility (Annual)
+15.94%
Max Drawdown
+22.25%
Positive Months
66%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
4.86
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,380.07
Backtest Period
2020-03-02 to 2026-06-12
6.3 years
Rebalancing
quarterly
Base Currency
EUR
Claude Trend Following Gold | +16.7% CAGR | ETF Backtest