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5 Funds (true em)

Created byuser-4rm2ow
Monthly Rebalancing
EUR
Low Risk
0.3yr backtest

Performance Summary

Total Return+6.31%
Annualized Return+25.35%
Volatility+8.40%
Sharpe Ratio2.78
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.
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 €10,631.47
Histogram of Monthly Returns
The portfolio had a positive return during 3 of the 4 months (75%)
Monthly Returns Heatmap
Best month: +2.8% • Worst month: -0.2% • Best year: 2026 (+6.3%) • Worst year: 2026 (+6.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026----0.2%+2.8%+1.1%+2.5%-----+6.3%
> +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
+6.31%
Annualized Return
+25.35%
Avg Monthly Return
+1.55%
Risk
Volatility (Annual)
+8.40%
Max Drawdown
+1.78%
Positive Months
75%
Average Drawdown
-0.6%
Risk-Adjusted
Sharpe Ratio
2.78
Risk-free rate: 2.0%
Sortino Ratio
3.34
Downside risk adjusted
Return/Volatility
3.02
Calmar Ratio
14.24
Return/Max Drawdown
Ulcer Index
0.67
Drawdown depth & duration
Martin Ratio
0.35
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,631.47
Backtest Period
2026-04-16 to 2026-07-24
0.3 years
Rebalancing
monthly
Base Currency
EUR