Home PortfoliosCaesar Factor Butterfly

Caesar Factor Butterfly

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+27.68%

Annualized Return+19.25%

Volatility+10.66%

Sharpe Ratio1.62

Max Drawdown+8.74%

Holdings

Asset Allocation

Asset Class

Equity 72.5%Precious Metals 17.5%Bonds 10.0%

Holdings Details

A diversified ETF portfolio blending global equities, gold, managed futures, and European bonds for robust, multi-asset growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	32.5%	0.25%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	17.5%	0.12%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	17.5%	0.75%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	17.5%	0.39%
LYQ6.XETRA Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385	LU1650489385	Acc	ETF	10.0%	0.15%
IS3R.XETRA iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	5.0%	0.25%
Total		Total			100.0%	0.33%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,767.67

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 17 months (76%)

Monthly Returns Heatmap

Best month: +4.7% • Worst month: -4.9% • Best year: 2025 (+14.0%) • Worst year: 2026 (+12.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.6%	+4.3%	-4.9%	+3.4%	+2.7%	+0.7%	-0.5%	+2.4%	-	-	-	-	+12.0%
2025	-	-	-	-3.1%	+3.4%	-0.9%	+3.1%	+0.7%	+3.7%	+4.7%	+1.2%	+0.6%	+14.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.74% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.3%.

Detailed Metrics

Returns

Total Return

+27.68%

Annualized Return

+19.25%

Avg Monthly Return

+1.48%

Risk

Volatility (Annual)

+10.66%

Max Drawdown

+8.74%

Positive Months

76%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

1.62

Risk-free rate: 2.0%

Sortino Ratio

1.49

Downside risk adjusted

Return/Volatility

1.81

Calmar Ratio

2.20

Return/Max Drawdown

Ulcer Index

1.96

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,767.67

Backtest Period

2025-04-01 to 2026-08-21
1.4 years

Rebalancing

annual

Base Currency

EUR