Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
4.0yr backtest

Performance Summary

Total Return+75.14%
Annualized Return+15.22%
Volatility+14.90%
Sharpe Ratio0.89
Max Drawdown+21.74%

Holdings

Asset Allocation

Asset Class

Precious Metals 100.0%
Holdings Details
Gold-focused ETF portfolio blending long and short gold ETCs for a hedged precious metals strategy that profits whether gold rises or falls.
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%
GL3S.XETRA
Leverage Shares -3x Short Gold ETP SecuritiesXS2472195283
ETF
15.0%0.75%
9GA9.XETRA
WisdomTree Gold 1x Daily Short EURJE00B24DKC09
ETF
10.0%0.39%
GBSS.LSE
Gold Bullion Securities ETCGB00B00FHZ82
ETC
5.0%0.39%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,514.47
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 48 months (67%)
Monthly Returns Heatmap
Best month: +13.5% • Worst month: -9.4% • Best year: 2025 (+36.1%) • Worst year: 2022 (-5.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+13.5%+5.3%-9.1%-1.6%-0.5%-9.4%-0.5%+11.1%----+6.4%
2025+5.8%+1.1%+3.8%+0.1%-0.7%-3.4%+2.9%+1.6%+10.0%+5.2%+4.6%+0.9%+36.1%
2024+1.6%+0.4%+4.8%+3.3%-0.5%+1.1%+1.9%+0.1%+2.9%+5.9%+0.5%+0.0%+24.1%
2023+0.7%+0.2%+0.9%-1.2%+3.1%-3.5%+0.3%+1.2%+0.7%+3.2%-1.9%-0.7%+2.8%
2022--------+1.6%-1.3%-3.1%-2.5%-5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.74% • The longest drawdown period lasted for 1 year and 6 months and was between September 2022 and March 2024. It reached a trough of -10.1%.

Detailed Metrics

Returns
Total Return
+75.14%
Annualized Return
+15.22%
Avg Monthly Return
+1.26%
Risk
Volatility (Annual)
+14.90%
Max Drawdown
+21.74%
Positive Months
67%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.02
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
6.88
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,514.47
Backtest Period
2022-09-13 to 2026-08-28
4.0 years
Rebalancing
none
Base Currency
EUR