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3 Funds

Created byuser-4rm2ow
Monthly Rebalancing
EUR
Moderate Risk
1.3yr backtest

Performance Summary

Total Return+31.76%
Annualized Return+23.41%
Volatility+13.24%
Sharpe Ratio1.62
Max Drawdown+11.13%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio targeting US and European small-cap value equities, plus a global managed futures strategy for balanced growth.
AssetTypeAllocationTER
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
34.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
33.0%0.3%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
33.0%0.75%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,176.38
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 16 months (81%)
Monthly Returns Heatmap
Best month: +5.2% • Worst month: -4.7% • Best year: 2026 (+16.5%) • Worst year: 2025 (+13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+4.5%-4.6%+4.3%+2.9%+1.4%+3.4%-----+16.5%
2025----4.7%+5.2%-0.3%+3.4%+1.0%+1.9%+3.8%+1.1%+1.4%+13.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.13% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -6.4%.

Detailed Metrics

Returns
Total Return
+31.76%
Annualized Return
+23.41%
Avg Monthly Return
+1.78%
Risk
Volatility (Annual)
+13.24%
Max Drawdown
+11.13%
Positive Months
81%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
1.62
Risk-free rate: 2.0%
Sortino Ratio
1.48
Downside risk adjusted
Return/Volatility
1.77
Calmar Ratio
2.10
Return/Max Drawdown
Ulcer Index
2.32
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,176.38
Backtest Period
2025-04-01 to 2026-07-24
1.3 years
Rebalancing
monthly
Base Currency
EUR