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Perennial Caesar Hybrid

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

Total Return+30.00%
Annualized Return+18.56%
Volatility+10.85%
Sharpe Ratio1.53
Max Drawdown+9.20%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Precious Metals 17.5%Bonds 7.5%
Holdings Details
A diversified ETF portfolio blending global stocks, gold, and bonds for robust, long-term growth across major asset classes.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
20.0%0.19%
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
17.5%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
17.5%0.75%
XAD5.XETRA
Xtrackers Physical Gold ETC (EUR) EUR • DE000A1E0HR8
ETC
17.5%0.25%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
15.0%0.39%
LYXF.XETRA
Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268
ETF
7.5%0.15%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
5.0%0.25%
Total100.0%0.34%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,000.37
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 19 months (79%)
Monthly Returns Heatmap
Best month: +4.7% • Worst month: -5.0% • Best year: 2025 (+14.2%) • Worst year: 2026 (+13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+4.2%-5.0%+3.8%+3.1%+0.4%-0.9%+1.8%+0.8%+1.3%--+13.8%
2025----3.4%+3.7%-0.9%+3.3%+0.5%+3.9%+4.7%+1.1%+0.8%+14.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.20% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -7.2%.

Detailed Metrics

Returns
Total Return
+30.00%
Annualized Return
+18.56%
Avg Monthly Return
+1.42%
Risk
Volatility (Annual)
+10.85%
Max Drawdown
+9.20%
Positive Months
79%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
1.53
Risk-free rate: 2.0%
Sortino Ratio
1.43
Downside risk adjusted
Return/Volatility
1.71
Calmar Ratio
2.02
Return/Max Drawdown
Ulcer Index
1.96
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,000.37
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
annual
Base Currency
EUR