Home PortfoliosCaesar Safe

Caesar Safe

Created byuser-a1qdsa

Annual Rebalancing

EUR

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+31.02%

Annualized Return+21.49%

Volatility+11.23%

Sharpe Ratio1.74

Max Drawdown+8.88%

Holdings

Asset Allocation

Asset Class

Equity 70.4%Precious Metals 17.7%Bonds 11.9%

Holdings Details

Diversified ETF portfolio blending global stocks, gold, and bonds for robust growth across major markets and asset classes.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	20.0%	0.19%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	17.7%	0.39%
XAD5.XETRA Xtrackers Physical Gold ETC (EUR) EUR • DE000A1E0HR8	DE000A1E0HR8	Acc	ETC	17.7%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	17.7%	0.75%
LYQ6.XETRA Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385	LU1650489385	Acc	ETF	11.9%	0.15%
IS3R.XETRA iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	5.0%	0.25%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	5.0%	0.18%
IS3S.XETRA iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	5.0%	0.25%
Total		Total			100.0%	0.34%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,102

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +4.9% • Worst month: -5.2% • Best year: 2025 (+14.8%) • Worst year: 2026 (+14.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.9%	+4.5%	-5.2%	+4.2%	+3.7%	+0.1%	-1.5%	+3.1%	-	-	-	-	+14.1%
2025	-	-	-	-3.3%	+3.5%	-0.8%	+3.1%	+0.9%	+4.0%	+4.3%	+1.3%	+1.1%	+14.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.88% • 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

+31.02%

Annualized Return

+21.49%

Avg Monthly Return

+1.64%

Risk

Volatility (Annual)

+11.23%

Max Drawdown

+8.88%

Positive Months

76%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

1.74

Risk-free rate: 2.0%

Sortino Ratio

1.62

Downside risk adjusted

Return/Volatility

1.91

Calmar Ratio

2.42

Return/Max Drawdown

Ulcer Index

2.02

Drawdown depth & duration

Martin Ratio

0.10

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,102

Backtest Period

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

Rebalancing

annual

Base Currency

EUR