HomePortfoliosGolden Ratio USA USD

Golden Ratio USA USD

Created byuser-moch98
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None Rebalancing
USD
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+126.31%
Annualized Return+12.43%
Volatility+11.60%
Sharpe Ratio0.90
Max Drawdown+17.46%

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 growth & value stocks, Treasury bonds, gold, and managed futures for balanced, all-weather investing.
AssetTypeAllocationTER
TLT.US
iShares 20+ Year Treasury Bond ETF • US4642874329
ETF
26.0%0.15%
VIGRX.US
VANGUARD GROWTH INDEX FUND INVESTOR SHARES • US9229085041
FUND
21.0%0.17%
DFSVX.US
U.S. SMALL CAP VALUE PORTFOLIO U.S. SMALL CAP VALUE PORTFOLIO - INSTITUTIONAL CLASS • US2332038197
FUND
21.0%0.52%
GLD.US
SPDR® Gold Shares • US78463V1070
ETF
16.0%0.4%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
10.0%0.85%
BIL.US
SPDR® Bloomberg 1-3 Month T-Bill ETF • US78468R6633
ETF
6.0%0.14%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $22,630.61
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 84 months (67%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -6.0% • Best year: 2025 (+21.8%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+3.0%-6.0%+5.0%--------+6.2%
2025+2.8%-1.4%-2.4%+0.4%+3.6%+3.6%+1.2%+3.3%+4.7%+2.2%+1.8%+0.4%+21.8%
2024-0.4%+2.8%+3.8%-2.6%+3.7%+1.8%+2.9%+0.4%+2.0%-0.8%+4.3%-3.0%+15.7%
2023+6.4%-2.2%+1.2%+0.1%-0.3%+4.3%+2.5%-1.7%-4.1%-1.3%+6.4%+5.1%+16.8%
2022-3.5%+0.1%+0.9%-5.8%-0.9%-4.7%+4.8%-2.7%-6.0%+3.1%+3.7%-3.4%-14.1%
2021-0.8%+0.2%+0.6%+3.6%+2.1%+0.6%+1.8%+1.1%-2.9%+4.3%-0.1%+3.9%+15.2%
2020+2.2%-1.9%-4.5%+6.9%+1.5%+1.9%+5.9%+1.5%-2.8%-1.3%+4.6%+3.7%+18.3%
2019-----0.9%+4.6%+0.9%+3.4%-0.4%+0.9%+0.8%+1.2%+10.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.46% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -17.4%.

Dividend Income

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

Total Dividends Received

$2,258.60

216 payments

Dividend Yield

2.20%

(annualized)

Avg Per Payment

$10.46

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
YearDividends
2026$60.66
2025$327.15
2024$295.00
2023$304.26
2022$545.27
2021$385.54
2020$123.70
2019$217.05
Total$2,258.60

Detailed Metrics

Returns
Total Return
+126.31%
Annualized Return
+12.43%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+11.60%
Max Drawdown
+17.46%
Positive Months
67%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.71
Return/Max Drawdown
Ulcer Index
5.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$22,630.61
Backtest Period
2019-05-08 to 2026-04-28
7.0 years
Rebalancing
none
Base Currency
USD
Golden Ratio USA USD | +12.4% CAGR | ETF Backtest