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ClassicGrowth risk

Golden Ratio Portfolio

Risk Parity Radio

In brief

A risk-parity-inspired allocation spanning growth stocks, small value, long Treasuries, gold, managed futures, and Treasury bills.

Profile sources: Portfolio ChartsRisk Parity Radio

Published
Last reviewed

At a glance

6 asset sleeves

Rebalance annually or when allocations drift materially.

Growth assets

0%

Bonds & reserves

32%

Other diversifiers

68%

Target allocation

What the portfolio holds

U.S. large-cap growth

VUG

21%

U.S. small-cap value

AVUV

21%

Long-term U.S. Treasuries

TLT

26%

Gold

IAU

16%

Managed futures

DBMF

10%

Treasury bills

BIL

6%

Tickers are liquid U.S.-listed examples, not recommendations or exact historical fund selections.

Allocation sources: Portfolio ChartsRisk Parity Radio

Decision context

Potential advantages and trade-offs

These observations follow from the displayed allocation and implementation. They are not a recommendation or a prediction of future performance.

Potential advantages

  • Spreads its target allocation across 6 distinct sleeves rather than relying on a single holding.
  • Combines growth assets with bonds or reserves instead of depending on one broad asset class.
  • Includes a diversifying sleeve outside conventional broad stocks and nominal bonds.
  • Publishes explicit target weights, making drift and rebalancing decisions measurable.

Important trade-offs

  • The displayed equity allocation has no dedicated international sleeve and is exposed to U.S.-market concentration.
  • Long-duration Treasury exposure can be highly sensitive to changes in long-term interest rates.
  • Alternative sleeves can behave differently from familiar stock-and-bond benchmarks and may add fund cost or tracking differences.
  • Representative ETF results can differ from the originator's indexes, funds, taxes, fees, and execution.

Portfolio Visualizer

Compare historical performance

Backtest this allocation beside two familiar U.S. equity benchmarks. The comparison starts with $10,000, reinvests dividends, and rebalances annually.

Run comparison ↗

Growth of $10,000

Monthly total returns · maximum available history

PortfolioSPYQQQ
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6 holdings

Portfolio 1

Golden Ratio Portfolio

Target allocation from this profile

100%

Portfolio 2

S&P 500

SPY benchmark

100%

Portfolio 3

Nasdaq-100

QQQ benchmark

Portfolio Visualizer opens in a new tab because its site does not support embedded frames. Results begin at the latest common inception date for the selected funds.

Implementation note

DBMF represents the published managed-futures sleeve; it is not silently replaced by a long-only commodity fund. ETF histories and implementation costs limit the chart's comparability with the strategy's conceptual backtests.

Sources and context

Target allocations are educational examples, not personalized advice. Fund availability, taxes, trading costs, account type, time horizon, and capacity for loss can all change the appropriate implementation. Historical diversification does not guarantee future results.

Sources document the strategy, underlying methodology, or the representative funds used here. ETF tickers are illustrative U.S.-listed implementations and may differ from an originator’s original funds or current model.