HomePortfoliosCaesar Defensive 40/60

Caesar Defensive 40/60

Created byuser-a1qdsa
Annual Rebalancing
EUR
Low Risk
Multi-currency
7.2yr backtest
Analyse this portfolio
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Performance Summary

Total Return+109.38%
Annualized Return+10.76%
Volatility+9.29%
Sharpe Ratio0.94
Max Drawdown+19.02%

Holdings

Asset Allocation

Asset Class

Equity 40.0%Commodities 20.0%Precious Metals 20.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio blending global stocks, managed futures, gold, and euro bonds for balanced growth and protection across all market conditions.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
20.0%0.19%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
20.0%0.85%
XAD5.XETRA
Xtrackers Physical Gold ETC (EUR) EUR • DE000A1E0HR8
ETC
20.0%0.25%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385
ETF
20.0%0.15%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
15.0%0.3%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
5.0%0.25%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,937.64
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 88 months (70%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -6.0% • Best year: 2024 (+18.6%) • Worst year: 2022 (+0.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+4.4%-4.9%+3.1%+2.5%+0.2%-1.4%+1.9%+0.2%+1.1%--+11.0%
2025+3.8%-1.3%-3.7%-2.1%+2.1%-0.8%+2.6%+0.9%+4.5%+3.8%+1.8%+0.8%+12.7%
2024+1.6%+1.9%+4.9%+0.5%-0.1%+2.3%+1.3%-1.4%+2.0%+1.4%+4.9%-1.9%+18.6%
2023+2.8%-0.3%-1.7%-0.7%+1.6%+1.4%+1.5%-0.1%-0.8%-0.4%+1.5%+3.2%+8.3%
2022+0.2%+1.4%+3.5%+2.7%-3.3%-1.1%+4.0%-0.4%-0.7%+1.6%-3.2%-3.8%+0.6%
2021+1.9%+1.1%+4.6%+0.6%+1.4%+1.1%+1.0%+0.7%-0.4%+2.9%+0.5%+1.6%+18.2%
2020+1.7%-3.7%-6.0%+5.6%+0.1%+0.9%+0.9%+1.4%-0.9%+0.3%+2.2%+2.1%+4.2%
2019------+0.7%+2.5%+0.6%-0.9%+1.5%+0.7%+5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.02% • The longest drawdown period lasted for 1 year and 5 months and was between August 2022 and January 2024. It reached a trough of -10.2%.
When could this portfolio get you to financial independence?

Caesar Defensive 40/60 returned +10.76% 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 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

€1,213.11

18 payments

Dividend Yield

1.18%

(annualized)

Avg Per Payment

€67.39

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€57.42
2025€193.16
2024€172.95
2023€65.61
2022€529.25
2020€16.63
2019€178.08
Total€1,213.11

Detailed Metrics

Returns
Total Return
+109.38%
Annualized Return
+10.76%
Avg Monthly Return
+0.87%
Risk
Volatility (Annual)
+9.29%
Max Drawdown
+19.02%
Positive Months
70%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
4.26
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,937.64
Backtest Period
2019-07-25 to 2026-10-16
7.2 years
Rebalancing
annual
Base Currency
EUR