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Max Sharpe Claude

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Annual Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+162.78%
Annualized Return+15.01%
Volatility+12.11%
Sharpe Ratio1.07
Max Drawdown+19.58%

Holdings

Asset Allocation

Asset Class

Precious Metals 50.0%Equity 25.0%Commodities 15.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio blending gold, global low-volatility equities, leveraged US stocks, broad commodities, and Eurozone bonds for balanced growth.
AssetTypeAllocationTER
GLDA.F
Amundi Physical Gold ETC C EURFR0013416716
ETC
50.0%0.12%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
15.0%0.3%
LYTR.XETRA
Amundi Bloomberg Equal-weight Commodity ex-Agriculture UCITS ETF AccLU1829218749
ETF
15.0%0.3%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
10.0%0.5%
MTD.PA
Amundi Euro Government Bond 7-10Y UCITS ETF AccLU1287023185
ETF
10.0%0.15%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,277.72
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 84 months (67%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -6.1% • Best year: 2024 (+28.4%) • Worst year: 2022 (+2.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.0%+4.0%-3.6%+1.6%+0.7%-1.5%------+8.1%
2025+5.4%+0.9%-0.2%-2.2%+1.0%-1.6%+2.9%+0.9%+7.1%+5.0%+2.6%+2.3%+26.5%
2024+1.8%+0.4%+6.6%+2.9%-0.4%+2.6%+1.0%+0.9%+2.5%+4.8%+2.8%-0.5%+28.4%
2023+1.9%-2.4%+3.4%-0.2%+0.3%-0.7%+2.1%-0.2%-1.1%+1.8%+1.5%+1.1%+7.8%
2022-0.4%+3.7%+5.0%+2.7%-3.5%-1.8%+2.7%-1.4%-3.0%-0.0%+0.5%-2.0%+2.0%
2021+1.4%-0.8%+2.6%+1.9%+3.2%+0.7%+3.5%+1.4%-0.7%+3.2%+1.4%+2.8%+22.6%
2020+3.1%-3.1%-6.1%+6.0%+0.8%+2.2%+2.3%+1.8%-1.8%-0.5%-1.8%+1.1%+3.7%
2019------+2.0%+3.7%-0.3%-0.3%+0.3%+1.4%+7.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.58% • The longest drawdown period lasted for 1 year and 9 months and was between April 2022 and January 2024. It reached a trough of -10.2%.

Detailed Metrics

Returns
Total Return
+162.78%
Annualized Return
+15.01%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+12.11%
Max Drawdown
+19.58%
Positive Months
67%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
1.07
Risk-free rate: 2.0%
Sortino Ratio
1.02
Downside risk adjusted
Return/Volatility
1.24
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
4.46
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,277.72
Backtest Period
2019-07-09 to 2026-06-05
6.9 years
Rebalancing
annual
Base Currency
EUR
Max Sharpe Claude | +15.0% CAGR | ETF Backtest