The library · Official strategy
Global Multi-Asset Balanced
PublicFour asset classes — equities, bonds, gold and commodities — weighted so each contributes the same risk to the whole, and realigned monthly.
4 modelsRisk ParityRebalance every 1 mo
Up to date · as of 19 Jul 202616 yrs · since 2010
Backtest
StrategyS&P 500 (benchmark)
201020132016201920222026
Drawdownmin −16.8%
Final value
$31,200
from $10,000 invested
CAGR
+7.4%
vs +9.8% benchmark
Max drawdown
−16.8%
vs −34% benchmark
Sharpe ratio
0.74
volatility 8.6% · 16 yrs
Simulation 2010-01 → 2026-07 · costs included at every rebalanceBacktests show what would have happened — not what will.
Every rule visible
The whole strategy, in the open.
A strategy is a portfolio of models. The rules at both levels are the ones the backtest above runs on.
Global Multi-Asset BalancedRebalance every 1 mo
Open in the appAllocation across modelsRisk Parity
Equities34%
Bonds41%
Gold13%
Commodities12%
Equities
Model · risk-weighted
1 instrumentEqual Weights
Bonds
Model · risk-weighted
1 instrumentEqual Weights
Gold
Model · risk-weighted
1 instrumentEqual Weights
Commodities
Model · risk-weighted
1 instrumentEqual Weights
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Fincanva provides no financial advice. Backtests show what would have happened — not what will.