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aggregate golden ration

Created byuser-wukeih

Quarterly Rebalancing

EUR

Low Risk

1.5yr backtest

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Performance Summary

Total Return+21.85%

Annualized Return+13.68%

Volatility+8.18%

Sharpe Ratio1.43

Max Drawdown+7.37%

Holdings

Asset Allocation

Asset Class

Equity 62.0%Bonds 30.0%Precious Metals 8.0%

Holdings Details

Diversified ETF portfolio blending global stocks, bonds, managed futures, and gold for robust asset allocation across regions and market cycles.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	18.5%	0.39%
JPGL.XETRA JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96	IE00BJRCLL96	Acc	ETF	18.5%	0.19%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	15.0%	0.75%
CEB1.XETRA iShares EUR Government Bond 20yr Target Duration UCITS ETF EUR (Acc) • IE000GHXL2Q3	IE000GHXL2Q3	Acc	ETF	12.0%	0.15%
MTD.PA Amundi Euro Government Bond 7-10Y UCITS ETF Acc • LU1287023185	LU1287023185	Acc	ETF	12.0%	0.15%
4GLD.XETRA Xetra-Gold • DE000A0S9GB0	DE000A0S9GB0	Acc	ETF	8.0%	0%
ERNX.XETRA iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04	IE000RHYOR04	Acc	ETF	6.0%	0.09%
AVEM.XETRA Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13	IE000K975W13	Acc	ETF	5.0%	0.35%
IBC0.XETRA iShares STOXX Europe Equity Multifactor UCITS ETF EUR (Acc) • IE00BZ0PKV06	IE00BZ0PKV06	Acc	ETF	5.0%	0.25%
Total		Total			100.0%	0.29%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,185.01

Show individual assets

Histogram of Monthly Returns

The portfolio had a positive return during 14 of the 19 months (74%)

Monthly Returns Heatmap

Best month: +5.1% • Worst month: -3.8% • Best year: 2026 (+12.4%) • Worst year: 2025 (+8.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.6%	+5.1%	-3.8%	+2.1%	+2.1%	+1.1%	-0.7%	+1.0%	-0.6%	+2.1%	-	-	+12.4%
2025	-	-	-	-2.7%	+2.6%	-1.1%	+2.1%	+0.7%	+2.2%	+2.8%	+1.3%	+0.4%	+8.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.37% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -5.5%.

Detailed Metrics

Returns

Total Return

+21.85%

Annualized Return

+13.68%

Avg Monthly Return

+1.07%

Risk

Volatility (Annual)

+8.18%

Max Drawdown

+7.37%

Positive Months

74%

Average Drawdown

-1.2%

Risk-Adjusted

Sharpe Ratio

1.43

Risk-free rate: 2.0%

Sortino Ratio

1.38

Downside risk adjusted

Return/Volatility

1.67

Calmar Ratio

1.86

Return/Max Drawdown

Ulcer Index

1.57

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,185.01

Backtest Period

2025-04-01 to 2026-10-16
1.5 years

Rebalancing

quarterly

Base Currency

EUR