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Epi
@Epi
5D
Good month. But what are the CAGR, maxDD and Sharpe ratio of your strategy over the last 20 years?
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Wealth-Accelerator
@Wealth-Accelerator
4D
@Epi
Thank you!
CAGR 43.2%, maxDD -35.8%, Sharpe 0.93
Backtest period was the last 19 years looking back from February 2026.
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Epi
@Epi
4D
@Wealth-Accelerator
These are very promising key figures! The mDD is a bit high, but you can accept that for the CAGR. 👍
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Wealth-Accelerator
@Wealth-Accelerator
4D
@Epi
Yes! Net CAGR outside of a tax shelter was unfortunately "only" 33.9%. But I still think it's promising.
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Valentin H.
@valentin28
4D
@Wealth-Accelerator
We've written about this before. In fact, I still haven't figured out how to get data for the last 20 years. May I ask again where you get it from?
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Wealth-Accelerator
@Wealth-Accelerator
4D
@Epi
:
To reduce the maxDD, I also have 4k in 3xGTAA as an admixture 😂
The famous stabilization anchor ⚓️
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Wealth-Accelerator
@Wealth-Accelerator
4D
@valentin28
Compositions of the MSCI World via historical ETF data.
And the prices via portfolio performance.
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Valentin H.
@valentin28
4D
@Wealth-Accelerator
that's right, you told me before, thanks again!
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Chris
@Multibagger
4D
@Wealth-Accelerator
You see,
@Epi
, I'm not the only one who sees 3x GTAA as a stabilization anchor. 😎 Always a matter of observation.
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Epi
@Epi
4D
@Multibagger
Perhaps a strategy that has 3xGTAA as a stability anchor is not everyone's cup of tea. 😅
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