HomePortfoliosGolden Ratio, EU mixed with USA

Golden Ratio, EU mixed with USA

LCG - USA SCV - USA LTT - EU BIL - EU

Created byuser-moch98
Annual Rebalancing
EUR
Low Risk
1.5yr backtest

Performance Summary

Total Return+20.93%
Annualized Return+13.10%
Volatility+9.86%
Sharpe Ratio1.13
Max Drawdown+14.15%

Holdings

Asset Allocation

Asset Class

Equity 42.0%Bonds 32.0%Precious Metals 16.0%Commodities 10.0%
Holdings Details
A diversified ETF portfolio blending European bonds, US growth, small-cap value, gold, and commodities for balanced global exposure.
AssetTypeAllocationTER
DBXF.XETRA
Xtrackers Eurozone Government Bond 15-30 UCITS ETF 1C • LU0290357507
ETF
26.0%0.15%
MWOW.XETRA
Amundi Russell 1000 Growth UCITS ETF Acc • IE0005E8B9S4
ETF
21.0%0.19%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
21.0%0.3%
4GLD.XETRA
Xetra-Gold • DE000A0S9GB0
ETF
16.0%0%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
10.0%0.19%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF Acc • LU2233156582
ETF
6.0%0.05%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,093.32
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 19 months (68%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -4.8% • Best year: 2025 (+8.6%) • Worst year: 2024 (+5.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+2.1%-2.6%+3.5%--------+5.9%
2025+3.2%-2.0%-4.8%-2.0%+2.6%-0.3%+3.1%+0.1%+3.6%+3.6%+1.2%+0.2%+8.6%
2024---------+1.1%+6.2%-2.0%+5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.15% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -14.1%.

Detailed Metrics

Returns
Total Return
+20.93%
Annualized Return
+13.10%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+9.86%
Max Drawdown
+14.15%
Positive Months
68%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
1.13
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.33
Calmar Ratio
0.93
Return/Max Drawdown
Ulcer Index
4.55
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,093.32
Backtest Period
2024-10-07 to 2026-04-24
1.5 years
Rebalancing
annual
Base Currency
EUR