HomePortfoliosMAx sharp short

MAx sharp short

Created byuser-julfmc
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None Rebalancing
EUR
High Risk
Multi-currency
3.8yr backtest

Performance Summary

Total Return+127.68%
Annualized Return+24.43%
Volatility+80.74%
Sharpe Ratio0.28
Max Drawdown+78.85%

Holdings

Asset Allocation

Asset Class

Equity 50.9%Commodities 23.9%Precious Metals 23.2%Other 2.0%
Holdings Details
Diversified ETF portfolio mixing US and European tech stocks with gold and inverse commodity hedges for a balanced, all-weather growth strategy.
AssetTypeAllocationTER
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14
ETF
25.8%0.15%
3LGS.LSE
WisdomTree Natural Gas 3x Daily Short • XS2819843223
ETF
23.9%0.99%
GOLD-EUR.PA
Amundi Physical Gold ETC (C) • FR0013416716
ETF
19.2%0.12%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) • IE00BMW42413
ETF
14.7%0.18%
TYLG.US
Global X Funds - Global X Information Technology Covered Call & Growth ETF • US37960A7431
ETF
8.4%0.6%
3SGO.LSE
WisdomTree Gold 3x Daily Short • IE00B6X4BP29
ETF
2.0%0.99%
3DES.XETRA
WisdomTree DAX 3x Daily Short • IE00B8GKPP93
ETF
2.0%0.8%
SSMH.LSE
Leverage Shares -3x Short Semiconductors ETP Securities
ETF
2.0%-
GL3S.XETRA
Leverage Shares -3x Short Gold ETP Securities • XS2472195283
ETF
2.0%0.75%
Total100.0%0.43%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €22,768.1
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 46 months (54%)
Monthly Returns Heatmap
Best month: +57.9% • Worst month: -35.3% • Best year: 2023 (+175.7%) • Worst year: 2025 (-29.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-13.9%+11.1%-9.0%+16.5%-2.0%-0.9%+8.1%+2.8%----+9.5%
2025-7.3%-35.3%+0.5%+3.8%+0.8%-9.5%+22.1%+6.2%+3.1%+0.5%-11.6%+3.5%-29.8%
2024+15.4%+6.7%+36.3%-13.7%-26.6%-13.1%+57.2%+1.8%-23.1%+32.1%-16.2%-32.3%-14.7%
2023+57.9%-0.4%+28.5%-4.5%+13.1%-27.0%-2.2%-4.7%+12.7%-6.9%+49.0%+18.9%+175.7%
2022-----------4.9%+32.4%+25.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +78.85% • The longest drawdown period lasted for 2 years and 6 months and was between February 2024 and August 2026. It reached a trough of -78.9%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (8.4% of total allocation)

Total Dividends Received

€426.35

45 payments

Dividend Yield

0.42%

(annualized)

Avg Per Payment

€9.47

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€104.15
2025€115.33
2024€151.08
2023€55.82
Total€426.35

Detailed Metrics

Returns
Total Return
+127.68%
Annualized Return
+24.43%
Avg Monthly Return
+3.82%
Risk
Volatility (Annual)
+80.74%
Max Drawdown
+78.85%
Positive Months
54%
Average Drawdown
-47.4%
Risk-Adjusted
Sharpe Ratio
0.28
Risk-free rate: 2.0%
Sortino Ratio
0.28
Downside risk adjusted
Return/Volatility
0.30
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
51.80
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€22,768.1
Backtest Period
2022-11-22 to 2026-08-28
3.8 years
Rebalancing
none
Base Currency
EUR