HomePortfoliosHedged Gold Min Vola

Hedged Gold Min Vola

Optimize
Monthly Rebalancing
EUR
Low Risk
4.0yr backtest

Performance Summary

Total Return+6.04%
Annualized Return+1.49%
Volatility+8.56%
Sharpe Ratio-0.06
Max Drawdown+11.44%

Holdings

Asset Allocation

Asset Class

Precious Metals 100.0%
Holdings Details
A 100% precious metals ETF portfolio combining long gold positions with a tactical short hedge for those betting on gold price movements.
AssetTypeAllocationTER
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
42.2%0.39%
GOLD-EUR.PA
Amundi Physical Gold ETC (C)FR0013416716
ETF
36.8%0.12%
GL3S.XETRA
Leverage Shares -3x Short Gold ETP SecuritiesXS2472195283
ETF
21.0%0.75%
Total100.0%0.37%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €10,603.9
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 48 months (54%)
Monthly Returns Heatmap
Best month: +4.2% • Worst month: -4.2% • Best year: 2024 (+12.0%) • Worst year: 2025 (-5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%-0.6%+1.6%-3.2%+0.2%+0.6%-1.4%+2.5%----+3.7%
2025+1.7%-0.1%-1.6%-4.2%-1.2%-3.2%+2.5%-1.5%+2.6%+1.5%+0.5%-2.3%-5.5%
2024+1.9%+0.5%+1.9%+2.0%-1.3%+1.1%+0.6%-2.3%+0.3%+3.6%+2.3%+0.8%+12.0%
2023-0.3%+1.9%-0.7%-1.3%+3.5%-2.5%-0.5%+1.6%+2.2%+2.2%-2.7%-1.2%+1.8%
2022--------+1.7%-1.4%-2.9%-2.6%-5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.44% • The longest drawdown period lasted for 1 year and 6 months and was between February 2025 and August 2026. It reached a trough of -11.4%.

Detailed Metrics

Returns
Total Return
+6.04%
Annualized Return
+1.49%
Avg Monthly Return
+0.14%
Risk
Volatility (Annual)
+8.56%
Max Drawdown
+11.44%
Positive Months
54%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
-0.06
Risk-free rate: 2.0%
Sortino Ratio
-0.06
Downside risk adjusted
Return/Volatility
0.17
Calmar Ratio
0.13
Return/Max Drawdown
Ulcer Index
6.08
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
10,603.9
Backtest Period
2022-09-13 to 2026-08-28
4.0 years
Rebalancing
monthly
Base Currency
EUR