HomePortfoliosGolden Ratio USA

Golden Ratio USA

Created byuser-moch98
None Rebalancing
EUR
Moderate Risk
Multi-currency
7.4yr backtest
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Performance Summary

Total Return+113.61%
Annualized Return+10.74%
Volatility+11.65%
Sharpe Ratio0.75
Max Drawdown+16.30%

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.
AssetTypeAllocationTER
TLT.US
iShares 20+ Year Treasury Bond ETF • US4642874329
ETF
26.0%0.15%
VUG.US
Vanguard Growth Index Fund ETF Shares • US9229087369
ETF
21.0%0.04%
VBR.US
Vanguard Small-Cap Value Index Fund ETF Shares • US9229086114
ETF
21.0%0.07%
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%
SHY.US
iShares 1-3 Year Treasury Bond ETF • US4642874576
ETF
6.0%0.15%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €21,360.52
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 90 months (63%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -5.8% • Best year: 2024 (+23.5%) • Worst year: 2022 (-10.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+4.4%-4.6%+3.6%+3.0%-1.3%-1.3%+2.9%+0.3%+0.9%--+10.2%
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: +16.30% • 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%.
When could this portfolio get you to financial independence?

Golden Ratio USA returned +10.74% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

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

Total Dividends Received

€1,768.90

255 payments

Dividend Yield

1.61%

(annualized)

Avg Per Payment

€6.94

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€192.78
2025€298.06
2024€290.89
2023€206.45
2022€389.81
2021€100.90
2020€105.12
2019€184.86
Total€1,768.90

Detailed Metrics

Returns
Total Return
+113.61%
Annualized Return
+10.74%
Avg Monthly Return
+0.88%
Risk
Volatility (Annual)
+11.65%
Max Drawdown
+16.30%
Positive Months
63%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.66
Return/Max Drawdown
Ulcer Index
5.02
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€21,360.52
Backtest Period
2019-05-08 to 2026-10-16
7.4 years
Rebalancing
none
Base Currency
EUR