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4 Funds

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

Performance Summary

Total Return+29.16%
Annualized Return+21.90%
Volatility+12.99%
Sharpe Ratio1.53
Max Drawdown+11.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting US, European, and international small-cap value stocks alongside managed futures for balanced growth.
AssetTypeAllocationTER
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
25.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
25.0%0.3%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
25.0%0.15%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
25.0%0.75%
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,916.08
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 16 months (81%)
Monthly Returns Heatmap
Best month: +5.1% • Worst month: -5.3% • Best year: 2026 (+14.1%) • Worst year: 2025 (+13.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+4.7%-5.3%+4.5%+2.9%+1.7%+1.3%-----+14.1%
2025----4.0%+5.1%-0.4%+2.9%+1.1%+1.8%+3.7%+1.0%+1.6%+13.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.47% • The longest drawdown period lasted for 2 months and was between February 2026 and May 2026. It reached a trough of -6.7%.

Detailed Metrics

Returns
Total Return
+29.16%
Annualized Return
+21.90%
Avg Monthly Return
+1.65%
Risk
Volatility (Annual)
+12.99%
Max Drawdown
+11.47%
Positive Months
81%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
1.53
Risk-free rate: 2.0%
Sortino Ratio
1.39
Downside risk adjusted
Return/Volatility
1.69
Calmar Ratio
1.91
Return/Max Drawdown
Ulcer Index
2.30
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,916.08
Backtest Period
2025-04-01 to 2026-07-17
1.3 years
Rebalancing
monthly
Base Currency
EUR