HomePortfoliosCaesar Perennial 50/50

Caesar Perennial 50/50

Created byuser-a1qdsa
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest
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Performance Summary

Total Return+30.18%
Annualized Return+18.66%
Volatility+10.60%
Sharpe Ratio1.57
Max Drawdown+8.70%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Precious Metals 17.5%Bonds 12.5%
Holdings Details
Diversified ETF portfolio blending 70% global equities, 18% gold, and 12% bonds with small-cap value and momentum factors for all-weather growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
32.5%0.19%
XAD5.XETRA
Xtrackers Physical Gold ETC (EUR) EUR • DE000A1E0HR8
ETC
17.5%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
17.5%0.75%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
15.0%0.39%
LYQ6.XETRA
Amundi Euro Government Bond 10-15Y UCITS ETF Acc • LU1650489385
ETF
12.5%0.15%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
5.0%0.25%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,018.11
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 19 months (79%)
Monthly Returns Heatmap
Best month: +4.3% • Worst month: -5.0% • Best year: 2025 (+14.2%) • Worst year: 2026 (+14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+4.1%-5.0%+3.8%+3.2%+0.1%-1.2%+2.3%+0.9%+1.3%--+14.0%
2025----3.3%+3.6%-0.8%+3.3%+0.6%+3.9%+4.3%+1.1%+0.9%+14.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.70% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.1%.

Detailed Metrics

Returns
Total Return
+30.18%
Annualized Return
+18.66%
Avg Monthly Return
+1.43%
Risk
Volatility (Annual)
+10.60%
Max Drawdown
+8.70%
Positive Months
79%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
1.57
Risk-free rate: 2.0%
Sortino Ratio
1.49
Downside risk adjusted
Return/Volatility
1.76
Calmar Ratio
2.14
Return/Max Drawdown
Ulcer Index
1.90
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,018.11
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR