HomePortfoliosThe New 60/40 MaxSharpe

The New 60/40 MaxSharpe

Created byuser-xwe79g
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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
3.9yr backtest

Performance Summary

Total Return+108.74%
Annualized Return+20.90%
Volatility+12.12%
Sharpe Ratio1.56
Max Drawdown+11.00%

Holdings

Asset Allocation

Asset Class

Precious Metals 45.5%Equity 39.5%Bonds 5.0%Commodities 5.0%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio blending global stocks, bonds, gold, commodities, and Bitcoin for broad asset class exposure and risk management.
AssetTypeAllocationTER
XGDU.XETRA
Xtrackers IE Physical Gold ETC • DE000A2T0VU5
ETC
45.5%0.25%
ACWE.PA
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc) • IE00B44Z5B48
ETF
34.5%0.12%
SPFE.XETRA
State Street SPDR Bloomberg Global Aggregate Bond UCITS ETF EUR Hedged (Dist) • IE00BF1QPL78
ETF
5.0%0.1%
UBUD.XETRA
UBS Solactive Global Pure Gold Miners UCITS ETF USD dis • IE00B7KMNP07
ETF
5.0%0.43%
CMOD.LSE
Invesco Bloomberg Commodity UCITS ETF Acc • IE00BD6FTQ80
ETF
5.0%0.19%
21BC.XETRA
21shares Bitcoin Core ETP • CH1199067674
ETF
5.0%0.1%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,873.52
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 48 months (67%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -6.8% • Best year: 2024 (+33.4%) • Worst year: 2022 (-2.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.9%+3.7%-6.8%+2.4%+1.5%-3.1%------+3.1%
2025+6.8%-1.2%+0.5%-0.5%+2.5%-1.8%+3.5%+1.8%+8.1%+4.1%+3.0%+1.8%+32.0%
2024+2.0%+3.1%+7.2%+0.8%+0.9%+1.7%+1.9%-0.4%+3.6%+4.6%+4.9%-1.0%+33.4%
2023+5.8%-1.7%+4.5%-0.4%+1.5%-1.2%+2.1%-0.9%-1.8%+4.4%+2.3%+2.3%+17.9%
2022------+3.1%-2.3%-2.2%-0.3%+1.5%-2.1%-2.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.00% • The longest drawdown period lasted for 7 months and was between August 2022 and March 2023. It reached a trough of -7.7%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (10.0% of total allocation)

Total Dividends Received

€97.70

17 payments

Dividend Yield

0.18%

(annualized)

Avg Per Payment

€5.75

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€19.52
2025€31.40
2024€20.49
2023€18.89
2022€7.39
Total€97.70

Detailed Metrics

Returns
Total Return
+108.74%
Annualized Return
+20.90%
Avg Monthly Return
+1.59%
Risk
Volatility (Annual)
+12.12%
Max Drawdown
+11.00%
Positive Months
67%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.56
Risk-free rate: 2.0%
Sortino Ratio
1.52
Downside risk adjusted
Return/Volatility
1.72
Calmar Ratio
1.90
Return/Max Drawdown
Ulcer Index
3.06
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,873.52
Backtest Period
2022-07-20 to 2026-06-05
3.9 years
Rebalancing
annual
Base Currency
EUR
The New 60/40 MaxSharpe | +20.9% CAGR | ETF Backtest