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5 Funds (true em)

Created byuser-4rm2ow

Monthly Rebalancing

EUR

Low Risk

0.3yr backtest

Performance Summary

Total Return+7.34%

Annualized Return+25.73%

Volatility+8.15%

Sharpe Ratio2.91

Max Drawdown+1.78%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global ETF portfolio covering US & European small-cap value, developed ex-US, emerging markets, and managed futures strategies.

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%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
WEM.PA WisdomTree True Emerging Markets UCITS ETF USD Unhedged Acc • IE000Q1M7HB8	IE000Q1M7HB8	Acc	ETF	20.0%	0.25%
Total		Total			100.0%	0.35%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,734.15

Histogram of Monthly Returns

The portfolio had a positive return during 4 of the 5 months (80%)

Monthly Returns Heatmap

Best month: +2.8% • Worst month: -0.2% • Best year: 2026 (+7.3%) • Worst year: 2026 (+7.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-	-	-	-0.2%	+2.8%	+1.1%	+2.0%	+1.4%	-	-	-	-	+7.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +1.78% • The longest drawdown period lasted for 16 days and was between May 2026 and June 2026. It reached a trough of -1.8%.

Detailed Metrics

Returns

Total Return

+7.34%

Annualized Return

+25.73%

Avg Monthly Return

+1.43%

Risk

Volatility (Annual)

+8.15%

Max Drawdown

+1.78%

Positive Months

80%

Average Drawdown

-0.6%

Risk-Adjusted

Sharpe Ratio

2.91

Risk-free rate: 2.0%

Sortino Ratio

3.51

Downside risk adjusted

Return/Volatility

3.16

Calmar Ratio

14.46

Return/Max Drawdown

Ulcer Index

0.64

Drawdown depth & duration

Martin Ratio

0.37

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,734.15

Backtest Period

2026-04-16 to 2026-08-07
0.3 years

Rebalancing

monthly

Base Currency

EUR