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Golden Ratio USA

Created byuser-moch98

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None Rebalancing

EUR

Moderate Risk

Multi-currency

7.0yr backtest

Performance Summary

Total Return+105.74%

Annualized Return+10.92%

Volatility+11.73%

Sharpe Ratio0.76

Max Drawdown+16.29%

Holdings

Asset Allocation

Asset Class

Equity 42.0%Bonds 32.0%Precious Metals 16.0%Commodities 10.0%

Holdings Details

A diversified US ETF portfolio blending long-term bonds, growth stocks, small-cap value, gold, and managed futures for balanced exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
TLT.US iShares 20+ Year Treasury Bond ETF • US4642874329	US4642874329	Dist	ETF	26.0%	0.15%
VUG.US Vanguard Growth Index Fund ETF Shares • US9229087369	US9229087369	Dist	ETF	21.0%	0.04%
VBR.US Vanguard Small-Cap Value Index Fund ETF Shares • US9229086114	US9229086114	Dist	ETF	21.0%	0.07%
GLD.US SPDR® Gold Shares • US78463V1070	US78463V1070	Acc	ETF	16.0%	0.4%
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	10.0%	0.85%
SHY.US iShares 1-3 Year Treasury Bond ETF • US4642874576	US4642874576	Dist	ETF	6.0%	0.15%
Total		Total			100.0%	0.22%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €20,574.48

Histogram of Monthly Returns

The portfolio had a positive return during 53 of the 84 months (63%)

Monthly Returns Heatmap

Best month: +7.2% • Worst month: -5.8% • Best year: 2024 (+23.5%) • Worst year: 2022 (-10.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.3%	+4.4%	-4.6%	+4.3%	-	-	-	-	-	-	-	-	+6.2%
2025	+3.0%	-0.9%	-5.8%	-3.5%	+2.8%	-0.8%	+3.3%	+1.7%	+4.7%	+4.0%	+1.2%	-1.0%	+8.6%
2024	+1.9%	+3.1%	+4.0%	-1.4%	+1.6%	+3.2%	+1.4%	-1.0%	+1.6%	+1.6%	+6.7%	-1.2%	+23.5%
2023	+4.9%	-0.0%	-0.6%	-1.2%	+2.9%	+1.7%	+1.2%	-0.3%	-1.8%	-1.2%	+3.3%	+3.2%	+12.3%
2022	-2.6%	+0.1%	+2.3%	-1.2%	-3.1%	-2.1%	+7.2%	-1.1%	-3.8%	+1.2%	-1.7%	-5.8%	-10.6%
2021	-0.7%	+0.2%	+3.3%	+1.5%	+0.2%	+3.8%	+1.7%	+1.6%	-1.3%	+4.5%	+1.9%	+1.1%	+19.0%
2020	+4.5%	-1.5%	-4.2%	+6.5%	+0.8%	+0.2%	+0.3%	+1.0%	-1.2%	-0.8%	+1.2%	+2.1%	+9.0%
2019	-	-	-	-	+0.4%	+2.0%	+3.7%	+4.0%	+0.4%	-1.2%	+2.1%	-0.8%	+11.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.29% • The longest drawdown period lasted for 1 year and 5 months and was between August 2022 and February 2024. It reached a trough of -14.6%.

Dividend Income

Summary

This portfolio contains 5 distributing ETFs (84.0% of total allocation)

Total Dividends Received

€1,636.24

237 payments

Dividend Yield

1.64%

(annualized)

Avg Per Payment

€6.90

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€60.12	0.30%	9
2025	€298.06	1.66%	36
2024	€290.89	1.79%	36
2023	€206.45	1.51%	31
2022	€389.81	2.79%	34
2021	€100.90	0.77%	32
2020	€105.12	0.90%	34
2019	€184.86	1.72%	25
Total	€1,636.24	1.64%	237

Detailed Metrics

Returns

Total Return

+105.74%

Annualized Return

+10.92%

Avg Monthly Return

+0.90%

Risk

Volatility (Annual)

+11.73%

Max Drawdown

+16.29%

Positive Months

63%

Average Drawdown

-4.1%

Risk-Adjusted

Sharpe Ratio

0.76

Risk-free rate: 2.0%

Sortino Ratio

0.70

Downside risk adjusted

Return/Volatility

0.93

Calmar Ratio

0.67

Return/Max Drawdown

Ulcer Index

5.18

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€20,574.48

Backtest Period

2019-05-08 to 2026-04-24
7.0 years

Rebalancing

none

Base Currency

EUR