HomePortfoliosEvolution 3 - Max Sharpe

Evolution 3 - Max Sharpe

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Monthly Rebalancing
USD
Moderate Risk
Multi-currency
4.7yr backtest

Performance Summary

Total Return+192.24%
Annualized Return+25.54%
Volatility+17.15%
Sharpe Ratio1.37
Max Drawdown+22.64%

Holdings

Asset Allocation

Asset Class

Precious Metals 65.4%Equity 34.6%
Holdings Details
Max Sharpe portfolio blending 65% gold ETC with semiconductor and global equity ETFs for a diversified, risk-optimized asset allocation.
AssetTypeAllocationTER
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
65.4%0.12%
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
24.6%0.35%
SC0J.XETRA
Invesco MSCI World UCITS ETF AccIE00B60SX394
ETF
5.0%0.05%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
5.0%0.35%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $29,224.4
Histogram of Monthly Returns
The portfolio had a positive return during 40 of the 57 months (70%)
Monthly Returns Heatmap
Best month: +13.2% • Worst month: -10.6% • Best year: 2025 (+61.4%) • Worst year: 2022 (-11.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+13.2%+4.0%-10.6%+12.4%--------+18.3%
2025+6.8%-2.4%+3.8%+3.5%+4.2%+5.8%+1.9%+1.5%+12.0%+6.6%+1.9%+3.9%+61.4%
2024+0.9%+3.2%+7.4%+1.9%+3.0%+2.8%+0.3%+2.2%+3.6%+1.9%-2.6%-1.0%+25.7%
2023+8.7%-3.7%+8.9%-1.4%+5.1%-0.3%+2.4%-1.7%-4.9%+3.4%+6.8%+3.8%+29.2%
2022-4.0%+3.8%+0.8%-4.9%-0.9%-7.2%+3.3%-4.7%-6.1%-0.9%+10.4%+0.1%-11.1%
2021-------+2.0%-4.6%+2.9%+4.5%+1.2%+5.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.64% • The longest drawdown period lasted for 1 year and was between March 2022 and March 2023. It reached a trough of -22.6%.

Detailed Metrics

Returns
Total Return
+192.24%
Annualized Return
+25.54%
Avg Monthly Return
+2.01%
Risk
Volatility (Annual)
+17.15%
Max Drawdown
+22.64%
Positive Months
70%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
1.37
Risk-free rate: 2.0%
Sortino Ratio
1.39
Downside risk adjusted
Return/Volatility
1.49
Calmar Ratio
1.13
Return/Max Drawdown
Ulcer Index
6.29
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$29,224.4
Backtest Period
2021-08-06 to 2026-04-24
4.7 years
Rebalancing
monthly
Base Currency
USD