Lemoney
Portfolios

Golden Ratio Portfolio

by ElderLemon · shared 16 Sept 2026 · Published by Frank Vasquez (Risk Parity Radio), 15 Mar 2025 · source

Open in the Lab

Weights

TLTiShares 20+ Year Treasury Bond ETF26.0%IVWiShares S&P 500 Growth ETF21.0%IJSISHARES S&P SMALL-CAP 600 VALUE ETF 21.0%GLDSPDR Gold Shares16.0%DBCInvesco DB Commodity Index Tracking Fund10.0%SHYiShares 1-3 Year Treasury Bond ETF6.0%
  • TLTiShares 20+ Year Treasury Bond ETF26.0%
  • IVWiShares S&P 500 Growth ETF21.0%
  • IJSISHARES S&P SMALL-CAP 600 VALUE ETF 21.0%
  • GLDSPDR Gold Shares16.0%
  • DBCInvesco DB Commodity Index Tracking Fund10.0%
  • SHYiShares 1-3 Year Treasury Bond ETF6.0%

Performance

CAGR
+8.3%
Final value
$52k
Max drawdown
−21.8%
Volatility
9.5%
Sharpe
0.88
Sortino
1.30

Correlation

weekly returns
IVWIJSTLTGLDDBCSHY
IVW·0.76−0.210.100.36−0.16
IJS0.76·−0.270.070.39−0.19
TLT−0.21−0.27·0.15−0.280.56
GLD0.100.070.15·0.370.22
DBC0.360.39−0.280.37·−0.16
SHY−0.16−0.190.560.22−0.16·

Growth of $10K

Long only · Fixed weights · annually · 2006-02-17 to 2026-10-09
$20k$50k200920122015201820212024$52k
$51,900Oct 9, 2026
−10%−20%200920122015201820212024−20.0% · 2009-02
−2.1%Oct 9, 2026

Annual returns

* partial
through 2026-10-09