Home PortfoliosTo be with cash in place of catbond and RAFI (target)

To be with cash in place of catbond and RAFI (target)

Created byuser-1bpbfd

None Rebalancing

EUR

Low Risk

Multi-currency

1.2yr backtest

Performance Summary

Total Return+24.24%

Annualized Return+19.55%

Volatility+9.04%

Sharpe Ratio1.94

Max Drawdown+8.13%

Holdings

Asset Allocation

Asset Class

Equity 63.0%Bonds 22.0%Precious Metals 5.0%Commodities 5.0%Money Market 5.0%

Holdings Details

A diversified ETF portfolio blending global equities, bonds, commodities, and gold for balanced growth across major asset classes and regions.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	20.0%	0.25%
PSWD.XETRA Invesco RAFI All-World Fundamental Value UCITS ETF • IE00B23LNQ02	IE00B23LNQ02	Dist	ETF	10.0%	0.39%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.0%	0.75%
VGEA.XETRA Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating • IE00BH04GL39	IE00BH04GL39	Acc	ETF	9.0%	0.07%
LYQ7.XETRA Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc • LU1650491282	LU1650491282	Acc	ETF	9.0%	0.09%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	6.0%	0.25%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	6.0%	0.25%
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	6.0%	0.25%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	5.0%	0.12%
WCOA.LSE WisdomTree Enhanced Commodity UCITS ETF USD Acc • IE00BYMLZY74	IE00BYMLZY74	Acc	ETF	5.0%	0.7%
AMEM.F Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370	LU1681045370	Acc	ETF	5.0%	0.2%
XEON.XETRA Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497	LU0290358497	Acc	ETF	5.0%	0.1%
EUNA.XETRA iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35	IE00BDBRDM35	Acc	ETF	4.0%	0.1%
Total		Total			100.0%	0.28%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,424.15

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 15 months (80%)

Monthly Returns Heatmap

Best month: +4.8% • Worst month: -3.6% • Best year: 2026 (+13.0%) • Worst year: 2025 (+10.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.8%	+3.3%	-3.6%	+4.8%	+4.1%	+1.1%	-	-	-	-	-	-	+13.0%
2025	-	-	-	-2.8%	+2.7%	-0.2%	+2.3%	+0.3%	+2.8%	+3.9%	+0.3%	+0.5%	+10.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.13% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -4.7%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

€31.26

5 payments

Dividend Yield

0.24%

(annualized)

Avg Per Payment

€6.25

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

Year	Dividends	Yield	Payments
2026	€12.38	0.11%	2
2025	€18.87	0.18%	3
Total	€31.26	0.24%	5

Detailed Metrics

Returns

Total Return

+24.24%

Annualized Return

+19.55%

Avg Monthly Return

+1.49%

Risk

Volatility (Annual)

+9.04%

Max Drawdown

+8.13%

Positive Months

80%

Average Drawdown

-1.2%

Risk-Adjusted

Sharpe Ratio

1.94

Risk-free rate: 2.0%

Sortino Ratio

1.78

Downside risk adjusted

Return/Volatility

2.16

Calmar Ratio

2.40

Return/Max Drawdown

Ulcer Index

1.63

Drawdown depth & duration

Martin Ratio

0.11

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,424.15

Backtest Period

2025-04-01 to 2026-06-19
1.2 years

Rebalancing

none

Base Currency

EUR