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5 Funds (true em)

Created byuser-4rm2ow
FIRE Projection
Monthly Rebalancing
EUR
Low Risk
0.4yr backtest

Performance Summary

Total Return+6.00%
Annualized Return+15.47%
Volatility+7.81%
Sharpe Ratio1.73
Max Drawdown+1.87%

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.
AssetTypeAllocationTER
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
20.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
20.0%0.3%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
20.0%0.75%
WEM.PA
WisdomTree True Emerging Markets UCITS ETF USD Unhedged Acc • IE000Q1M7HB8
ETF
20.0%0.25%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,600.18
Histogram of Monthly Returns
The portfolio had a positive return during 4 of the 6 months (67%)
Monthly Returns Heatmap
Best month: +2.8% • Worst month: -0.7% • Best year: 2026 (+6.0%) • Worst year: 2026 (+6.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026----0.2%+2.8%+1.1%+2.0%+0.8%-0.7%---+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.87% • The longest drawdown period lasted for 25 days and was between August 2026 and September 2026. It reached a trough of -1.9%.

Detailed Metrics

Returns
Total Return
+6.00%
Annualized Return
+15.47%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+7.81%
Max Drawdown
+1.87%
Positive Months
67%
Average Drawdown
-0.7%
Risk-Adjusted
Sharpe Ratio
1.73
Risk-free rate: 2.0%
Sortino Ratio
2.04
Downside risk adjusted
Return/Volatility
1.98
Calmar Ratio
8.27
Return/Max Drawdown
Ulcer Index
0.71
Drawdown depth & duration
Martin Ratio
0.19
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,600.18
Backtest Period
2026-04-16 to 2026-09-11
0.4 years
Rebalancing
monthly
Base Currency
EUR