PharosFolio®

What you can do with PharosFolio®

• Explore a simple three-asset portfolio

Simulate a portfolio built on global stocks, Eurozone bonds, and gold through broad ETFs and ETCs, powered by an advanced quantitative model.

• See how risk and returns change over time

Test different risk levels and view drawdowns, rolling returns, and see how a simulated portfolio behaves in different scenarios.

• Use adaptive rebalancing

See model-based examples of how a simulated portfolio could be rebalanced over time using PharosFolio® risk-aware rebalancing algorithm.

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Who is PharosFolio® for?

PharosFolio is designed for investors who want to better understand how an investment portfolio behaves over time and to make their own decisions more consciously, with the help of an advanced quantitative model.

It is especially useful for individual investors who:

are interested in diversified ETF/ETC portfolios rather than individual stock picking;

prefer to learn from concrete numbers and historical data instead of opinions.

The interface is kept as clear as possible, while the quantitative engine runs in the background.

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See the Difference in Real Market Downturns

Historical simulations across three major crises show how adaptive rebalancing (PharosFolio® risk level M) responded to market conditions differently than a classic fixed 60/40 portfolio allocation.

What happened: Final phase of the dot-com bust (2000‑2002) combined with accounting scandals such as Enron and WorldCom eroded confidence in tech and corporate governance, dragging global equities lower while safe havens held up.

Performance During Dot-com Aftermath (2002-2005)

Performance comparison: PharosFolio® (risk level M) vs 60/40 during dot-com aftermath 2002-2005

PharosFolio® (risk level M) vs Standard 60/40 allocation

Maximum Drawdown (Temporary Loss)

Drawdown comparison: PharosFolio® (risk level M) vs 60/40 during dot-com aftermath 2002-2005

Lower drawdown = less stress during market downturns

	Max Drawdown	Recovery Time	Performance/Risk
PharosFolio®	-11.02%	23 months	0.43
Standard 60/40	-19.32%	33 months	0.12

What happened: The global financial crisis triggered by U.S. subprime mortgages (2007‑2009) and the subsequent eurozone sovereign-debt stress (2010) caused deep drawdowns and a sluggish recovery for traditional allocations.

Performance During 2008 Crisis (2007-2010)

Performance comparison: PharosFolio® (risk level M) vs 60/40 during the 2008 financial crisis

PharosFolio® (risk level M) vs Standard 60/40 allocation

Maximum Drawdown (Temporary Loss)

Drawdown comparison: PharosFolio® (risk level M) vs 60/40 during the 2008 financial crisis

Lower drawdown = less stress during market downturns

	Max Drawdown	Recovery Time	Performance/Risk
PharosFolio®	-11.09%	17 months	0.82
Standard 60/40	-27.65%	29 months	0.19

What happened: The COVID‑19 pandemic (2020) and the rapid interest-rate tightening cycle that followed (2022‑2023) produced two sharp shocks—first a historic crash, then volatility driven by inflation and rate hikes.

Performance During COVID + Rate Shock (2019-2024)