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Good month. But what are the CAGR, maxDD and Sharpe ratio of your strategy over the last 20 years?

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@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

@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

@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

@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

@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

@valentin28 Compositions of the MSCI World via historical ETF data.
And the prices via portfolio performance.

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Valentin H.@valentin28

@Wealth-Accelerator that's right, you told me before, thanks again!

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Chris@Multibagger

@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

@Multibagger Perhaps a strategy that has 3xGTAA as a stability anchor is not everyone's cup of tea. 😅

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