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aggregate golden ration

Created byuser-wukeih
Quarterly Rebalancing
EUR
Low Risk
1.0yr backtest

Performance Summary

Total Return+14.44%
Annualized Return+14.41%
Volatility+8.99%
Sharpe Ratio1.38
Max Drawdown+7.37%

Holdings

Asset Allocation

Asset Class

Equity 62.0%Bonds 30.0%Precious Metals 8.0%
Holdings Details
Diversified ETF portfolio blending global stocks, bonds, managed futures, and gold for robust asset allocation across regions and market cycles.
AssetTypeAllocationTER
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
18.5%0.39%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96
ETF
18.5%0.19%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
15.0%0.75%
CEB1.XETRA
iShares EUR Government Bond 20yr Target Duration UCITS ETF EUR (Acc) • IE000GHXL2Q3
ETF
12.0%0.15%
MTD.PA
Amundi Euro Government Bond 7-10Y UCITS ETF Acc • LU1287023185
ETF
12.0%0.15%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
8.0%0%
ERNX.XETRA
iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04
ETF
6.0%0.09%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
5.0%0.35%
IBC0.XETRA
iShares STOXX Europe Equity Multifactor UCITS ETF EUR (Acc) • IE00BZ0PKV06
ETF
5.0%0.25%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,443.71
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 13 months (77%)
Monthly Returns Heatmap
Best month: +5.0% • Worst month: -3.8% • Best year: 2025 (+8.4%) • Worst year: 2026 (+5.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%+5.0%-3.8%+0.8%--------+5.6%
2025----2.7%+2.6%-1.1%+2.1%+0.7%+2.2%+2.8%+1.3%+0.4%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.37% • The longest drawdown period lasted for 1 month and was between April 2025 and May 2025. It reached a trough of -7.4%.

Detailed Metrics

Returns
Total Return
+14.44%
Annualized Return
+14.41%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+8.99%
Max Drawdown
+7.37%
Positive Months
77%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
1.38
Risk-free rate: 2.0%
Sortino Ratio
1.25
Downside risk adjusted
Return/Volatility
1.60
Calmar Ratio
1.96
Return/Max Drawdown
Ulcer Index
1.74
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,443.71
Backtest Period
2025-04-01 to 2026-04-02
1.0 years
Rebalancing
quarterly
Base Currency
EUR