HomePortfoliosMax Sharpe Core Portfolio

Max Sharpe Core Portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+191.10%
Annualized Return+17.32%
Volatility+14.75%
Sharpe Ratio1.04
Max Drawdown+18.83%

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 €29,109.5
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 82 months (68%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -7.5% • Best year: 2024 (+35.5%) • Worst year: 2022 (-12.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+3.2%-7.5%+1.4%--------+0.9%
2025+4.0%-1.9%-4.0%-0.3%+4.3%+1.2%+5.4%-0.4%+8.0%+7.3%-0.5%+1.4%+26.3%
2024+3.8%+3.0%+4.8%+0.2%+2.0%+6.6%-1.2%+0.8%+2.4%+3.9%+3.8%+1.0%+35.5%
2023+5.9%+0.1%+4.8%-1.0%+7.0%-0.4%+1.1%+0.8%-2.9%+1.5%+4.7%+2.0%+25.6%
2022-4.6%+0.2%+4.4%-1.8%-4.4%-4.0%+6.9%-2.0%-4.0%+0.2%+0.8%-4.1%-12.4%
2021-0.1%-2.1%+3.2%+2.1%+1.0%+2.7%+2.0%+2.7%-2.5%+4.4%+3.2%+2.8%+21.1%
2020+5.3%-4.0%-3.2%+8.9%+2.4%+2.6%+2.4%+3.4%-1.1%-2.8%+0.2%+3.6%+18.3%
2019-------0.4%+3.6%-0.2%+0.8%+1.6%+1.5%+7.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.83% • The longest drawdown period lasted for 1 year and 6 months and was between November 2021 and May 2023. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+191.10%
Annualized Return
+17.32%
Avg Monthly Return
+1.36%
Risk
Volatility (Annual)
+14.75%
Max Drawdown
+18.83%
Positive Months
68%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.04
Risk-free rate: 2.0%
Sortino Ratio
1.03
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
4.50
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,109.5
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR