HomePortfoliosHedged Gold Max Sharpe

Hedged Gold Max Sharpe

Created byuser-julfmc
Optimize
Monthly Rebalancing
EUR
Moderate Risk
4.0yr backtest

Performance Summary

Total Return+91.72%
Annualized Return+17.88%
Volatility+14.17%
Sharpe Ratio1.12
Max Drawdown+18.58%

Holdings

Asset Allocation

Asset Class

Precious Metals 100.0%
Holdings Details
A gold-focused ETF portfolio with 95% physical gold exposure and a 5% short position, offering a hedged play on precious metals.
AssetTypeAllocationTER
GOLD-EUR.PA
Amundi Physical Gold ETC (C) • FR0013416716
ETF
51.6%0.12%
PHAU.AS
WisdomTree Physical Gold EUR • JE00B1VS3770
ETF
43.4%0.39%
GL3S.XETRA
Leverage Shares -3x Short Gold ETP Securities • XS2472195283
ETF
5.0%0.75%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,171.5
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 48 months (63%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -7.6% • Best year: 2025 (+31.6%) • Worst year: 2022 (-1.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+11.9%+4.0%-6.9%-2.0%-0.4%-7.6%-0.7%+9.6%----+6.5%
2025+6.0%+1.0%+3.8%-0.3%-0.8%-3.4%+2.8%+1.3%+9.1%+4.5%+4.0%+0.3%+31.6%
2024+1.3%+0.2%+7.0%+4.0%-0.4%+1.1%+2.4%+0.4%+3.3%+6.1%+0.5%-0.1%+28.7%
2023+3.2%-1.8%+4.2%-1.0%+2.8%-4.5%+1.1%+0.5%-1.1%+6.2%-1.3%-0.3%+7.8%
2022--------+0.5%-2.6%+1.3%-0.6%-1.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.58% • The longest drawdown period lasted for 5 months and was between March 2026 and August 2026. It reached a trough of -18.6%.

Detailed Metrics

Returns
Total Return
+91.72%
Annualized Return
+17.88%
Avg Monthly Return
+1.43%
Risk
Volatility (Annual)
+14.17%
Max Drawdown
+18.58%
Positive Months
63%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
1.12
Risk-free rate: 2.0%
Sortino Ratio
1.09
Downside risk adjusted
Return/Volatility
1.26
Calmar Ratio
0.96
Return/Max Drawdown
Ulcer Index
5.19
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,171.5
Backtest Period
2022-09-13 to 2026-08-28
4.0 years
Rebalancing
monthly
Base Currency
EUR