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Conservative Bond Mutual Fund Portfolio

A conservative bond mutual fund portfolio prioritizing capital preservation and low volatility through short-duration and high-quality fixed income. The allocation emphasizes eurozone government short-duration bonds (40%) as the core holding, complemented by floating rate notes (25%) for interest rate protection, cash/liquidity funds (20%) for stability, short-duration corporate credit (10%), and a minimal short-term high-yield allocation (5%). This buy-and-hold strategy targets investors seeking stable income with minimal risk and capital protection.

Optimize
None Rebalancing
EUR
Low Risk
12.4yr backtest

Performance Summary

Total Return+9.78%
Annualized Return+0.75%
Volatility+0.57%
Sharpe Ratio-2.19
Max Drawdown+3.91%

Holdings

Asset Allocation

Asset Class

Bonds 80.0%Money Market 20.0%
Holdings Details
Conservative euro bond portfolio for capital preservation. Focuses on short-duration government bonds, floating notes, and liquidity for low volatility.
AssetTypeAllocationTER
LU0408877925
JPM Euro Government Short Duration Bond I Acc EURLU0408877925
FUND
40.0%0.25%
LU0034353002
DWS Floating Rate Notes LCLU0034353002
FUND
25.0%0.26%
IE00B44QSK78
BlackRock Institutional Cash Series Euro Liquidity Fund Select Acc EURIE00B44QSK78
FUND
20.0%0.1%
LU0451400914
Axa Wf Euro Credit Short DurationLU0451400914
FUND
10.0%0.75%
LU0726357444
Pictet-EUR Short Term High Yield I EURLU0726357444
FUND
5.0%0.73%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €10,978.5
Histogram of Monthly Returns
The portfolio had a positive return during 94 of the 150 months (63%)
Monthly Returns Heatmap
Best month: +0.8% • Worst month: -2.1% • Best year: 2023 (+4.1%) • Worst year: 2022 (-2.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+0.2%-0.6%+0.4%--------+0.2%
2025+0.3%+0.4%+0.1%+0.4%+0.2%+0.2%+0.2%+0.2%+0.1%+0.3%+0.1%+0.1%+2.7%
2024+0.2%+0.0%+0.4%+0.1%+0.3%+0.3%+0.6%+0.4%+0.5%+0.1%+0.5%+0.2%+3.9%
2023+0.5%-0.2%+0.4%+0.3%+0.3%-0.1%+0.5%+0.3%+0.1%+0.4%+0.7%+0.8%+4.1%
2022-0.1%-0.3%-0.3%-0.5%-0.2%-0.7%+0.5%-0.6%-0.7%+0.1%+0.4%-0.3%-2.7%
2021-0.1%-0.1%+0.1%-0.0%-0.0%-0.0%+0.1%-0.0%-0.0%-0.2%+0.0%-0.0%-0.3%
2020+0.1%-0.2%-2.1%+0.7%+0.4%+0.4%+0.2%+0.1%+0.1%+0.1%+0.2%-0.0%-0.3%
2019+0.1%+0.1%+0.2%+0.1%-0.1%+0.3%+0.1%+0.1%-0.1%-0.1%-0.1%+0.0%+0.6%
2018-0.1%-0.0%+0.0%-0.0%-0.4%+0.1%+0.0%-0.2%-0.0%-0.0%-0.1%-0.0%-0.7%
2017-0.1%+0.1%-0.1%+0.1%+0.1%-0.1%+0.1%+0.0%+0.0%+0.1%-0.1%-0.1%+0.0%
2016+0.0%-0.0%+0.1%+0.1%+0.1%+0.0%+0.1%+0.1%-0.0%-0.1%-0.1%+0.1%+0.5%
2015+0.1%+0.2%+0.0%+0.0%+0.0%-0.2%+0.2%-0.1%-0.1%+0.2%+0.1%-0.1%+0.4%
2014+0.2%+0.2%+0.1%+0.1%+0.1%+0.2%+0.1%+0.2%-0.1%-0.1%+0.1%+0.0%+1.1%
2013----------+0.1%-0.0%+0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +3.91% • The longest drawdown period lasted for 6 years and 1 month and was between November 2017 and December 2023. It reached a trough of -3.9%.

Detailed Metrics

Returns
Total Return
+9.78%
Annualized Return
+0.75%
Avg Monthly Return
+0.06%
Risk
Volatility (Annual)
+0.57%
Max Drawdown
+3.91%
Positive Months
63%
Average Drawdown
-0.6%
Risk-Adjusted
Sharpe Ratio
-2.19
Risk-free rate: 2.0%
Sortino Ratio
-2.11
Downside risk adjusted
Return/Volatility
1.32
Calmar Ratio
0.19
Return/Max Drawdown
Ulcer Index
1.01
Drawdown depth & duration
Martin Ratio
-0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
10,978.5
Backtest Period
2013-11-14 to 2026-04-16
12.4 years
Rebalancing
none
Base Currency
EUR