HomePortfolios06 CAT Bond

06 CAT Bond

Created byuser-dmjf59
Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.1yr backtest

Performance Summary

Total Return+161.85%
Annualized Return+14.56%
Volatility+13.23%
Sharpe Ratio0.95
Max Drawdown+28.91%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Bonds 10.0%Commodities 5.0%
Holdings Details
Diversified ETF portfolio with 85% global equities and 15% bonds/alternatives for multi-asset growth and risk management.
AssetTypeAllocationTER
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF Acc • IE00BJQRDN15
ETF
80.0%0.3%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000
FUND
5.0%1.85%
FRNU.XETRA
Amundi Floating Rate USD Corporate ESG UCITS ETF USD (C) • LU1681040900
ETF
5.0%0.18%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
5.0%0.85%
LU1103258783
AQR STYLE PREMIA UCITS-B EUR • LU1103258783
FUND
5.0%1.25%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €26,184.69
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 86 months (65%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -9.7% • Best year: 2021 (+31.3%) • Worst year: 2022 (-3.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+2.8%-3.8%+7.0%+4.9%+3.9%-0.4%+1.0%+1.0%---+18.5%
2025+4.0%-1.8%-6.3%-4.0%+5.8%-0.6%+4.0%-0.8%+2.9%+3.5%+0.7%+1.2%+8.2%
2024+5.8%+4.5%+5.4%-1.8%+0.6%+3.6%-0.1%-0.5%+1.1%+0.9%+7.7%-2.1%+27.6%
2023+4.6%+2.0%-3.3%-0.9%+2.0%+5.3%+1.4%-0.3%+0.3%-3.2%+4.4%+3.8%+16.9%
2022-1.3%-1.0%+3.3%+1.4%-2.6%-6.0%+6.3%-0.6%-4.3%+6.2%+0.3%-4.7%-3.8%
2021+2.3%+2.2%+8.2%+0.3%+0.9%+3.4%+1.6%+2.3%-1.8%+2.5%+1.1%+4.8%+31.3%
2020-0.2%-7.9%-9.7%+7.2%+1.6%+1.4%-1.4%+4.5%-0.8%-2.5%+5.7%+1.6%-2.1%
2019-------+3.2%+3.6%-1.1%+4.1%+0.7%+10.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.91% • The longest drawdown period lasted for 1 year and was between February 2020 and March 2021. It reached a trough of -28.9%.
When could this portfolio get you to financial independence?

06 CAT Bond returned +14.56% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (10.0% of total allocation)

Total Dividends Received

€831.28

45 payments

Dividend Yield

0.74%

(annualized)

Avg Per Payment

€18.47

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€62.69
2025€185.16
2024€175.05
2023€111.86
2022€173.11
2021€26.04
2020€39.12
2019€58.24
Total€831.28

Detailed Metrics

Returns
Total Return
+161.85%
Annualized Return
+14.56%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+13.23%
Max Drawdown
+28.91%
Positive Months
65%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.95
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
5.74
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€26,184.69
Backtest Period
2019-08-05 to 2026-09-04
7.1 years
Rebalancing
annual
Base Currency
EUR