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5 Funds

Created byuser-4rm2ow

Monthly Rebalancing

EUR

Moderate Risk

1.3yr backtest

Performance Summary

Total Return+37.02%

Annualized Return+28.07%

Volatility+13.87%

Sharpe Ratio1.88

Max Drawdown+11.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global ETF portfolio targeting small-cap value, emerging markets ex-China, and managed futures for balanced growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
ZPRX.XETRA SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298	IE00BSPLC298	Acc	ETF	20.0%	0.3%
ZPRV.XETRA SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413	IE00BSPLC413	Acc	ETF	20.0%	0.3%
EXUS.XETRA Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	20.0%	0.15%
XDEX.XETRA Xtrackers MSCI Emerging Markets ex China UCITS ETF 1C • IE00BM67HJ62	IE00BM67HJ62	Acc	ETF	20.0%	0.16%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
Total		Total			100.0%	0.33%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,702.3

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 16 months (81%)

Monthly Returns Heatmap

Best month: +6.9% • Worst month: -6.5% • Best year: 2026 (+18.5%) • Worst year: 2025 (+15.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.9%	+5.8%	-6.5%	+6.9%	+4.7%	+2.3%	-0.2%	-	-	-	-	-	+18.5%
2025	-	-	-	-3.8%	+5.1%	+0.4%	+2.9%	+0.5%	+2.7%	+4.7%	+0.5%	+1.8%	+15.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +11.64% • The longest drawdown period lasted for 2 months and was between February 2026 and April 2026. It reached a trough of -7.5%.

Detailed Metrics

Returns

Total Return

+37.02%

Annualized Return

+28.07%

Avg Monthly Return

+2.05%

Risk

Volatility (Annual)

+13.87%

Max Drawdown

+11.64%

Positive Months

81%

Average Drawdown

-1.8%

Risk-Adjusted

Sharpe Ratio

1.88

Risk-free rate: 2.0%

Sortino Ratio

1.71

Downside risk adjusted

Return/Volatility

2.02

Calmar Ratio

2.41

Return/Max Drawdown

Ulcer Index

2.42

Drawdown depth & duration

Martin Ratio

0.11

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,702.3

Backtest Period

2025-04-01 to 2026-07-10
1.3 years

Rebalancing

monthly

Base Currency

EUR