HomePortfoliosMax Sharpe Core Portfolio

Max Sharpe Core Portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+209.65%
Annualized Return+18.23%
Volatility+13.89%
Sharpe Ratio1.17
Max Drawdown+18.39%

Holdings

Asset Allocation

Asset Class

Precious Metals 50.1%Equity 44.9%Bonds 5.0%
Holdings Details
A diversified ETF portfolio blending global tech, gold, bonds, and value stocks for a balanced core allocation designed for risk-adjusted returns.
AssetTypeAllocationTER
8PSG.F
Invesco Physical Gold ETCIE00B579F325
ETF
50.1%0.12%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
34.9%0.25%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc)IE00BDBRDM35
ETF
5.0%0.1%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
5.0%0.19%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
5.0%0.25%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €30,965.26
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 82 months (70%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -7.5% • Best year: 2024 (+35.5%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+3.4%-7.5%+7.8%--------+7.3%
2025+3.6%-2.3%-3.1%-0.9%+4.5%+0.9%+5.4%-0.2%+8.8%+6.5%-0.5%+1.4%+26.1%
2024+3.8%+2.5%+5.1%+0.9%+1.7%+6.5%-0.9%+0.2%+2.5%+4.1%+3.4%+1.3%+35.5%
2023+5.7%-0.4%+5.5%-1.1%+6.6%-0.4%+1.3%+0.1%-2.7%+2.1%+4.8%+1.6%+25.1%
2022-4.3%+0.9%+3.1%-0.8%-4.5%-4.0%+6.7%-2.0%-4.4%+0.6%+0.6%-3.5%-11.6%
2021+0.1%-2.0%+2.6%+2.3%+1.2%+2.4%+2.9%+2.6%-2.8%+3.9%+4.0%+2.1%+20.8%
2020+3.9%-3.2%-3.0%+8.6%+1.6%+3.7%+2.6%+3.2%-2.2%-2.2%+0.2%+3.6%+17.4%
2019-------0.2%+3.2%+0.0%+1.0%+1.4%+2.0%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.39% • The longest drawdown period lasted for 1 year and 5 months and was between November 2021 and May 2023. It reached a trough of -12.9%.

Detailed Metrics

Returns
Total Return
+209.65%
Annualized Return
+18.23%
Avg Monthly Return
+1.44%
Risk
Volatility (Annual)
+13.89%
Max Drawdown
+18.39%
Positive Months
70%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.17
Risk-free rate: 2.0%
Sortino Ratio
1.14
Downside risk adjusted
Return/Volatility
1.31
Calmar Ratio
0.99
Return/Max Drawdown
Ulcer Index
4.44
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,965.26
Backtest Period
2019-07-25 to 2026-04-24
6.7 years
Rebalancing
none
Base Currency
EUR