Gold

Portfolio 100% Gold

None Rebalancing
EUR
Moderate Risk
18.3yr backtest

Performance Summary

Total Return+603.39%
Annualized Return+11.26%
Volatility+16.45%
Sharpe Ratio0.56
Max Drawdown+36.79%

Holdings

Asset Allocation

Asset Class

Precious Metals 100.0%
Holdings Details
Discover a focused investment portfolio with 100% allocation to a physical gold ETF, offering a pure strategic hedge in a single, straightforward asset.
AssetTypeAllocationTER
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
100.0%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €70,339.34
Histogram of Monthly Returns
The portfolio had a positive return during 127 of the 220 months (58%)
Monthly Returns Heatmap
Best month: +17.1% • Worst month: -13.3% • Best year: 2025 (+49.3%) • Worst year: 2013 (-30.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+11.7%+5.9%-9.5%+3.0%--------+10.2%
2025+7.7%+1.4%+5.5%+1.0%-0.6%-3.5%+2.9%+2.1%+11.1%+5.6%+5.0%+3.1%+49.3%
2024+1.5%+0.0%+8.7%+4.6%-0.1%+1.2%+2.9%+1.2%+4.3%+6.9%-0.1%-0.6%+34.6%
2023+4.1%-3.0%+5.8%-1.0%+2.6%-5.0%+1.6%+0.2%-2.0%+7.5%-0.8%-0.3%+9.3%
2022+0.7%+5.6%+3.5%+3.3%-5.1%+0.7%+0.1%-1.2%-0.1%-3.0%+2.6%+0.3%+7.1%
2021+0.1%-7.0%+2.1%+1.2%+6.1%-4.4%+3.1%-0.3%-0.9%+1.3%+2.2%+1.2%+4.0%
2020+5.9%+0.8%+1.6%+6.3%+0.0%+1.8%+5.3%-1.4%-1.8%-0.3%-7.7%+2.7%+13.0%
2019+3.4%+0.1%-0.1%-0.7%+1.8%+6.3%+3.4%+8.5%-3.2%+0.7%-2.0%+1.8%+21.2%
2018-0.3%+0.1%-0.4%+1.3%+2.6%-4.0%-2.6%-1.0%-0.8%+4.5%+0.4%+3.5%+3.2%
2017+2.2%+5.4%-1.6%-0.2%-3.0%-3.5%-1.2%+3.1%-2.0%+1.0%-2.4%+0.8%-1.7%
2016+5.6%+10.0%-4.5%+4.2%-3.5%+9.0%+1.5%-2.8%+0.1%-1.1%-4.7%-0.8%+12.4%
2015+16.1%-3.9%+1.9%-4.6%+2.7%-2.7%-5.9%+2.0%-1.2%+3.7%-2.9%-2.8%+0.5%
2014+5.5%+4.3%-2.6%-0.3%-2.1%+5.5%-0.2%+1.8%-2.0%-3.0%+2.0%+2.5%+11.5%
2013-2.7%-1.3%+2.9%-10.5%-3.5%-13.3%+5.6%+7.9%-7.6%-0.8%-5.5%-5.1%-30.6%
2012+9.4%-2.9%-3.1%+0.5%+1.0%-0.5%+4.3%+1.3%+3.6%-3.6%-1.0%-4.4%+3.8%
2011-8.9%+5.6%-1.2%+2.8%+2.9%-3.0%+9.0%+11.9%-4.8%+2.5%+4.9%-6.5%+13.9%
2010+1.8%+5.5%+0.8%+7.9%+11.4%+2.3%-11.2%+8.9%-2.6%+1.6%+9.6%+0.1%+39.7%
2009+17.1%+3.9%-7.8%-3.2%+3.6%-4.3%-0.1%+0.0%+3.4%+2.7%+11.1%-2.5%+23.9%
2008+6.5%+2.5%-8.0%-5.1%+2.1%+2.4%+0.4%-3.1%+10.3%-9.2%+12.8%-4.2%+4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +36.79% • The longest drawdown period lasted for 6 years and 11 months and was between October 2012 and August 2019. It reached a trough of -36.8%.

Detailed Metrics

Returns
Total Return
+603.39%
Annualized Return
+11.26%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+16.45%
Max Drawdown
+36.79%
Positive Months
58%
Average Drawdown
-12.4%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
15.11
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
70,339.34
Backtest Period
2008-01-03 to 2026-04-17
18.3 years
Rebalancing
none
Base Currency
EUR