Home PortfoliosRT Cash Plus

RT Cash Plus

Created byuser-knkh6q

None Rebalancing

EUR

Low Risk

1.1yr backtest

Performance Summary

Total Return+9.62%

Annualized Return+8.89%

Volatility+6.64%

Sharpe Ratio1.04

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XEON.XETRA Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497	LU0290358497	Acc	ETF	60.0%	0.1%
VWCE.F Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	30.0%	0.19%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.0%	0.75%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,962.24

Histogram of Monthly Returns

The portfolio had a positive return during 9 of the 13 months (69%)

Monthly Returns Heatmap

Best month: +2.8% • Worst month: -1.6% • Best year: 2025 (+6.1%) • Worst year: 2026 (+3.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.9%	+1.2%	-1.5%	+2.8%	-	-	-	-	-	-	-	-	+3.3%
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

+9.62%

Annualized Return

+8.89%

Avg Monthly Return

+0.72%

Risk

Volatility (Annual)

+6.64%

Max Drawdown

+4.00%

Positive Months

69%

Average Drawdown

-0.7%

Risk-Adjusted

Sharpe Ratio

1.04

Risk-free rate: 2.0%

Sortino Ratio

1.07

Downside risk adjusted

Return/Volatility

1.34

Calmar Ratio

2.22

Return/Max Drawdown

Ulcer Index

0.95

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,962.24

Backtest Period

2025-04-01 to 2026-04-30
1.1 years

Rebalancing

none

Base Currency

EUR