HomePortfoliosEU Golden Ratio

EU Golden Ratio

Created byuser-dqaxw8
Optimize
Annual Rebalancing
EUR
Low Risk
11.2yr backtest

Performance Summary

Total Return+100.30%
Annualized Return+6.38%
Volatility+8.14%
Sharpe Ratio0.54
Max Drawdown+21.05%

Holdings

Asset Allocation

Asset Class

Equity 42.0%Bonds 26.0%Precious Metals 16.0%Commodities 10.0%Money Market 6.0%
Holdings Details
Diversified ETF portfolio blending global stocks, European small caps, bonds, gold, and commodities for balanced growth across asset classes.
AssetTypeAllocationTER
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385
ETF
26.0%0.15%
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
21.0%0.2%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
21.0%0.3%
PHAU.AS
WisdomTree Physical Gold EUR • JE00B1VS3770
ETF
16.0%0.39%
EXXY.XETRA
iShares Diversified Commodity Swap UCITS ETF (DE) • DE000A0H0728
ETF
10.0%0.46%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
6.0%0.1%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,029.55
Histogram of Monthly Returns
The portfolio had a positive return during 91 of the 136 months (67%)
Monthly Returns Heatmap
Best month: +5.4% • Worst month: -9.0% • Best year: 2019 (+19.3%) • Worst year: 2022 (-9.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+2.4%-4.3%+3.3%+0.8%-------+6.6%
2025+3.6%+0.8%-1.7%-0.6%+2.6%-0.3%+1.9%+0.1%+3.1%+3.0%+1.2%+0.9%+15.4%
2024+0.5%+0.1%+3.8%+0.4%+1.3%+0.3%+1.6%-0.1%+2.1%+0.2%+2.7%-0.7%+13.0%
2023+4.2%-0.8%+0.4%+0.0%+0.1%+0.5%+2.0%-0.5%-2.0%-0.7%+3.4%+3.4%+10.3%
2022-0.9%-0.1%+1.9%-0.1%-2.1%-5.4%+5.4%-3.1%-5.0%+1.6%+2.7%-3.7%-9.1%
2021+0.5%+1.3%+3.2%+1.3%+1.8%+0.2%+2.1%+1.3%-0.9%+1.9%-0.7%+2.3%+15.3%
2020+0.2%-3.7%-9.0%+4.5%+1.2%+1.8%+1.3%+1.9%-0.6%-0.6%+4.1%+2.4%+2.7%
2019+4.9%+1.6%+1.5%+1.6%-2.4%+3.2%+1.8%+1.4%+1.1%+0.4%+0.9%+2.0%+19.3%
2018+0.2%-1.0%-0.8%+2.2%+0.7%-0.9%+0.1%-0.7%+0.0%-2.1%-0.3%-2.8%-5.3%
2017-0.9%+2.9%+0.1%+0.4%-0.8%-2.0%+0.1%+0.4%+1.2%+1.7%-0.8%+1.1%+3.2%
2016-1.8%+2.0%+0.5%+1.3%+1.5%+0.5%+1.8%-0.4%+0.5%-0.8%+0.3%+2.2%+7.7%
2015-+1.9%+1.7%-1.3%+0.5%-3.3%+0.2%-3.8%-1.3%+4.4%+0.9%-3.2%-3.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.05% • The longest drawdown period lasted for 1 year and 10 months and was between April 2015 and February 2017. It reached a trough of -14.5%.

Detailed Metrics

Returns
Total Return
+100.30%
Annualized Return
+6.38%
Avg Monthly Return
+0.54%
Risk
Volatility (Annual)
+8.14%
Max Drawdown
+21.05%
Positive Months
67%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.50
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
4.91
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,029.55
Backtest Period
2015-02-19 to 2026-05-15
11.2 years
Rebalancing
annual
Base Currency
EUR