HomePortfoliosGolden Ratio SNP500

Golden Ratio SNP500

Optimize
Annual Rebalancing
EUR
Low Risk
5.5yr backtest

Performance Summary

Total Return+75.62%
Annualized Return+10.81%
Volatility+9.29%
Sharpe Ratio0.95
Max Drawdown+13.35%

Holdings

Asset Allocation

Asset Class

Equity 42.0%Bonds 32.0%Precious Metals 16.0%Commodities 10.0%
Holdings Details
Diversified ETF portfolio blending US stocks, Euro bonds, gold, and commodities for balanced, long-term growth across major asset classes.
AssetTypeAllocationTER
DBXF.XETRA
Xtrackers Eurozone Government Bond 15-30 UCITS ETF 1CLU0290357507
ETF
26.0%0.15%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
21.0%0.3%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
21.0%0.07%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
16.0%0%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
10.0%0.19%
PRAB.XETRA
Amundi Prime Euro Government Bond 0-1Y UCITS ETF AccLU2233156582
ETF
6.0%0.05%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,561.78
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 67 months (66%)
Monthly Returns Heatmap
Best month: +7.4% • Worst month: -5.7% • Best year: 2021 (+21.7%) • Worst year: 2022 (-9.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.5%-2.4%+3.1%--------+6.7%
2025+3.5%-1.4%-4.2%-2.6%+2.1%-0.4%+2.8%+0.3%+3.3%+3.3%+1.7%+0.3%+8.7%
2024+0.4%+0.8%+4.1%-1.0%+0.4%+1.6%+2.8%-1.0%+2.3%+2.0%+6.0%-2.7%+16.3%
2023+4.4%-1.4%-0.5%-1.1%+1.1%+2.2%+2.0%-0.1%-2.9%-1.0%+3.6%+5.2%+11.8%
2022-1.8%+1.0%+2.7%-1.0%-3.0%-4.9%+7.4%-2.5%-4.7%+2.1%+0.8%-5.7%-9.8%
2021+2.5%+1.3%+4.0%+1.1%+1.1%+1.7%+1.7%+1.2%-0.1%+2.9%+0.7%+2.0%+21.7%
2020----------0.1%+4.8%+1.5%+6.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +13.35% • The longest drawdown period lasted for 2 years and was between March 2022 and March 2024. It reached a trough of -13.0%.

Detailed Metrics

Returns
Total Return
+75.62%
Annualized Return
+10.81%
Avg Monthly Return
+0.88%
Risk
Volatility (Annual)
+9.29%
Max Drawdown
+13.35%
Positive Months
66%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.95
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
5.58
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,561.78
Backtest Period
2020-10-29 to 2026-04-24
5.5 years
Rebalancing
annual
Base Currency
EUR
Golden Ratio SNP500 | +10.8% CAGR | ETF Backtest