Golden Ratio
Golden-ratio-inspired multi-asset allocation across growth equity, small-cap value, long Treasuries, gold, managed futures, and T-bills.
- Type: Fixed
- Frequency: annually
- Asset classes: US Growth Equity, Small Cap Value, Long Treasuries, Gold, Managed Futures, Cash
- Backtest window: 2019-09-26 to 2026-08-06
- 1Y
- 18.2%
- 3Y
- 51.5%
- CAGR
- 9.2%
- Max DD
- -15.5%
- Sharpe
- 0.52
Methodology
- Allocate 21% VUG, 21% AVUV, 26% VGLT, 16% GLD, 10% DBMF, and 6% BIL.
- Rebalance annually.
Source: Bogleheads Community. Golden Ratio Portfolio
Headline backtest performance as of 2026-08-06.