HomePortfoliosRT Cash Plus

RT Cash Plus

Created byuser-knkh6q
None Rebalancing
EUR
Low Risk
1.3yr backtest

Performance Summary

Total Return+12.31%
Annualized Return+9.40%
Volatility+6.38%
Sharpe Ratio1.16
Max Drawdown+4.00%

Holdings

Asset Allocation

Asset Class

Money Market 60.0%Equity 40.0%
Holdings Details
Diversified ETF portfolio blending 60% EUR money market stability with 40% global equity growth for a balanced investment strategy.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
60.0%0.1%
VWCE.F
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
30.0%0.19%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
10.0%0.75%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,231.24
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 16 months (69%)
Monthly Returns Heatmap
Best month: +2.8% • Worst month: -1.6% • Best year: 2025 (+6.1%) • Worst year: 2026 (+5.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.2%-1.5%+2.8%+1.9%+0.7%-0.1%-----+5.9%
2025----1.6%+1.7%+0.3%+2.0%-0.4%+1.4%+2.4%-0.2%+0.4%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.00% • The longest drawdown period lasted for 1 month and was between February 2026 and April 2026. It reached a trough of -2.3%.

Detailed Metrics

Returns
Total Return
+12.31%
Annualized Return
+9.40%
Avg Monthly Return
+0.73%
Risk
Volatility (Annual)
+6.38%
Max Drawdown
+4.00%
Positive Months
69%
Average Drawdown
-0.7%
Risk-Adjusted
Sharpe Ratio
1.16
Risk-free rate: 2.0%
Sortino Ratio
1.19
Downside risk adjusted
Return/Volatility
1.47
Calmar Ratio
2.35
Return/Max Drawdown
Ulcer Index
0.88
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,231.24
Backtest Period
2025-04-01 to 2026-07-17
1.3 years
Rebalancing
none
Base Currency
EUR