Optimize
Quarterly Rebalancing
EUR
Low Risk
Multi-currency
4.0yr backtest

Performance Summary

Total Return+39.58%
Annualized Return+8.80%
Volatility+9.65%
Sharpe Ratio0.70
Max Drawdown+10.88%

Holdings

Asset Allocation

Asset Class

Precious Metals 100.0%
Holdings Details
A gold-focused ETF portfolio combining 80% long physical gold with 20% short gold ETPs for hedged, precious metals exposure in EUR.
AssetTypeAllocationTER
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
35.0%0.39%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
35.0%0.12%
9GA9.XETRA
WisdomTree Gold 1x Daily Short EURJE00B24DKC09
ETF
10.0%0.39%
GBSS.LSE
Gold Bullion Securities ETCGB00B00FHZ82
ETC
10.0%0.39%
GL3S.XETRA
Leverage Shares -3x Short Gold ETP SecuritiesXS2472195283
ETF
10.0%0.75%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €13,958.4
Histogram of Monthly Returns
The portfolio had a positive return during 28 of the 48 months (58%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -5.6% • Best year: 2024 (+19.3%) • Worst year: 2022 (-3.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.7%+3.0%-5.6%-1.2%-0.1%-1.2%-1.2%+4.9%----+4.9%
2025+3.3%+0.7%+1.3%-2.5%-0.7%-3.4%+2.9%-0.5%+5.6%+2.9%+2.1%-0.6%+11.2%
2024+1.7%+0.4%+3.8%+2.7%-0.8%+1.1%+1.1%-0.9%+1.9%+4.7%+1.5%+0.5%+19.3%
2023+1.0%-0.1%+1.3%-1.2%+3.2%-3.2%+0.1%+1.3%+0.9%+3.6%-1.8%-0.6%+4.4%
2022--------+1.3%-1.8%-1.6%-1.8%-3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.88% • The longest drawdown period lasted for 1 year and was between September 2022 and October 2023. It reached a trough of -7.5%.

Detailed Metrics

Returns
Total Return
+39.58%
Annualized Return
+8.80%
Avg Monthly Return
+0.73%
Risk
Volatility (Annual)
+9.65%
Max Drawdown
+10.88%
Positive Months
58%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
4.34
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
13,958.4
Backtest Period
2022-09-13 to 2026-08-28
4.0 years
Rebalancing
quarterly
Base Currency
EUR