HomePortfoliosAggressive Bond Mutual Fund Portfolio

Aggressive Bond Mutual Fund Portfolio

An aggressive bond mutual fund portfolio targeting higher yields through active management. The allocation emphasizes high-yield corporate bonds (35%) for maximum income potential, complemented by ESG-screened corporate bonds (30%), green corporate bonds (20%), SRI fixed income (10%), and a minimal government bond allocation (5%) for stability. This strategy combines the expertise of active managers with a risk-on approach suitable for investors seeking above-average bond returns with higher volatility tolerance.

Optimize
Annual Rebalancing
EUR
Low Risk
6.2yr backtest

Performance Summary

Total Return+11.61%
Annualized Return+1.80%
Volatility+4.12%
Sharpe Ratio-0.05
Max Drawdown+15.57%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
Aggressive EUR bond portfolio targeting high yields via active management in global corporate, ESG, and green bonds. Annual rebalancing.
AssetTypeAllocationTER
LU1269891641
Candriam Bonds Global High Yield Class R EUR CapLU1269891641
FUND
35.0%1.2%
IE00BJN4RG66
iShares ESG Screened Global Corporate Bond Index Fund (IE) D EUR Hedged AccIE00BJN4RG66
FUND
30.0%0.2%
LU2102358178
NN (L) Corporate Green Bond I Cap EUR in GBLU2102358178
FUND
20.0%0.35%
FR0010952788
Lazard Capital Fi SRI PVC EURFR0010952788
FUND
10.0%0.99%
LU1435162026
Amundi Index Solutions - Amundi Index J.P. Morgan GBI Global Govies IE-CLU1435162026
FUND
5.0%0.2%
Total100.0%0.66%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €11,160.98
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 75 months (63%)
Monthly Returns Heatmap
Best month: +4.5% • Worst month: -7.2% • Best year: 2023 (+8.2%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+0.7%-2.1%+1.1%---------0.0%
2025+0.7%+1.0%-0.9%+0.2%+0.6%+0.9%+0.5%+0.4%+0.7%+0.5%+0.1%+0.1%+4.9%
2024+0.2%-0.5%+1.2%-1.1%+0.9%+0.6%+1.6%+0.9%+1.1%-0.7%+1.3%-0.5%+5.2%
2023+3.0%-1.6%-0.1%+0.5%-0.2%+0.4%+0.9%-0.2%-1.1%-0.4%+3.7%+3.1%+8.2%
2022-2.0%-2.0%-1.1%-3.2%+0.0%-4.2%+4.5%-3.0%-3.8%+0.8%+2.9%-0.6%-11.5%
2021-0.3%-0.6%+0.0%+0.6%+0.1%+0.9%+0.9%+0.0%-0.4%-0.3%-0.2%+0.4%+1.2%
2020--0.8%-7.2%+4.0%+1.6%+1.2%+2.5%+0.1%-0.2%+0.3%+2.6%+0.5%+4.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.57% • The longest drawdown period lasted for 3 years and was between September 2021 and September 2024. It reached a trough of -15.6%.

Detailed Metrics

Returns
Total Return
+11.61%
Annualized Return
+1.80%
Avg Monthly Return
+0.16%
Risk
Volatility (Annual)
+4.12%
Max Drawdown
+15.57%
Positive Months
63%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
-0.05
Risk-free rate: 2.0%
Sortino Ratio
-0.05
Downside risk adjusted
Return/Volatility
0.44
Calmar Ratio
0.12
Return/Max Drawdown
Ulcer Index
6.10
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
11,160.98
Backtest Period
2020-02-12 to 2026-04-16
6.2 years
Rebalancing
annual
Base Currency
EUR