HomePortfoliosGold hedged

Gold hedged

Created byuser-julfmc
Optimize
Monthly Rebalancing
EUR
High Risk
Multi-currency
12.9yr backtest

Performance Summary

Total Return+1535.27%
Annualized Return+24.19%
Volatility+84.32%
Sharpe Ratio0.26
Max Drawdown+51.70%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Real Estate 20.0%
Holdings Details
Leveraged ETF portfolio blending 40% global core equity with 3x bull plays on emerging markets, India, gold miners and hedged real estate bets.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
40.0%0.2%
JNUG.US
Direxion Daily Junior Gold Miners Index Bull 2X Shares • US25460G8318
ETF
10.0%0.95%
DRV.US
Direxion Daily Real Estate Bear 3X Shares • US25460G4192
ETF
10.0%1.07%
DRN.US
Direxion Daily Real Estate Bull 3X Shares • US25459W7552
ETF
10.0%1.07%
EDC.US
Direxion Daily MSCI Emerging Markets Bull 3X Shares • US25490K2814
ETF
10.0%1.07%
INDL.US
Direxion Daily MSCI India Bull 2x Shares • US25490K3317
ETF
10.0%1.07%
MIDU.US
Direxion Daily Mid Cap Bull 3X Shares • US25459W7305
ETF
10.0%1.03%
Total100.0%0.71%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €163,526.69
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 155 months (57%)
Monthly Returns Heatmap
Best month: +236.9% • Worst month: -36.7% • Best year: 2014 (+303.5%) • Worst year: 2022 (-20.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+9.8%-11.8%+9.1%+5.0%-1.3%-4.5%+11.1%----+19.6%
2025+5.0%-3.2%-2.6%-4.5%+5.9%+1.8%+1.5%+5.6%+7.9%+2.4%+3.2%+0.6%+25.2%
2024-1.1%+3.0%+8.2%-1.0%+3.6%+1.6%+4.2%-1.6%+2.7%+0.5%+4.8%-4.5%+21.8%
2023+8.4%-4.2%+1.0%-0.8%-0.5%+4.3%+4.6%-3.9%-3.6%-4.0%+10.2%+5.7%+17.1%
2022-5.5%-0.4%+4.0%-4.3%-5.7%-10.8%+11.0%-3.6%-7.0%+2.8%+7.2%-7.7%-20.2%
2021-0.3%+3.0%+5.5%+1.6%+3.7%+0.3%-1.5%+2.9%-3.9%+6.8%-1.7%+4.5%+22.4%
2020-3.0%-13.3%-36.7%+28.0%+4.0%+3.5%+7.6%+4.6%-3.0%-1.3%+9.4%+7.8%-6.7%
2019+14.6%+1.6%+7.6%+0.8%-6.0%+9.1%+2.5%-1.3%+0.8%+3.9%+1.9%+6.7%+49.3%
2018+1.4%-7.6%-1.7%+2.8%+2.3%-1.2%+3.0%-3.4%-3.5%-7.3%+4.3%-3.9%-14.7%
2017+8.5%+5.0%+5.9%-2.9%-2.1%+0.1%+1.7%+1.2%-0.7%+4.6%-1.4%+4.9%+27.0%
2016-8.7%+9.1%+7.9%+14.1%-2.9%+10.3%+12.3%-4.5%+0.1%-3.4%-0.9%+0.2%+35.4%
2015+20.5%+5.1%-2.4%-1.4%+2.4%-5.4%-5.8%-11.8%-3.8%+9.4%-0.3%-5.8%-2.9%
2014-1.1%+8.4%+0.6%-0.7%+4.8%+12.6%-1.5%+6.4%-6.5%-2.8%-0.5%+236.9%+303.5%
2013---------+2.8%-4.2%-0.6%-2.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +51.70% • The longest drawdown period lasted for 2 years and 4 months and was between November 2021 and April 2024. It reached a trough of -25.9%.

Dividend Income

Summary
This portfolio contains 6 distributing ETFs (60.0% of total allocation)

Total Dividends Received

€47,353.35

152 payments

Dividend Yield

5.03%

(annualized)

Avg Per Payment

€311.54

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€839.32
2025€1,489.00
2024€1,672.90
2023€1,316.62
2022€182.42
2021€775.67
2020€326.30
2019€4,946.18
2018€1,205.91
2017€3,547.96
2016€103.21
2014€30,938.09
2013€9.79
Total€47,353.35

Detailed Metrics

Returns
Total Return
+1535.27%
Annualized Return
+24.19%
Avg Monthly Return
+2.79%
Risk
Volatility (Annual)
+84.32%
Max Drawdown
+51.70%
Positive Months
57%
Average Drawdown
-10.4%
Risk-Adjusted
Sharpe Ratio
0.26
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
0.29
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
13.31
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€163,526.69
Backtest Period
2013-10-03 to 2026-08-28
12.9 years
Rebalancing
monthly
Base Currency
EUR