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DBMF

Created byuser-fkxczf

None Rebalancing

EUR

Moderate Risk

1.1yr backtest

Performance Summary

Total Return+21.82%

Annualized Return+18.92%

Volatility+17.86%

Sharpe Ratio0.95

Max Drawdown+7.01%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A 100% equity portfolio focused on global markets through a single, diversified managed futures ETF for strategic growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	100.0%	0.75%
Total		Total			100.0%	0.75%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,181.87

Histogram of Monthly Returns

The portfolio had a positive return during 8 of the 14 months (57%)

Monthly Returns Heatmap

Best month: +8.4% • Worst month: -4.7% • Best year: 2026 (+12.2%) • Worst year: 2025 (+8.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.0%	+7.0%	-1.8%	-1.8%	+3.6%	-	-	-	-	-	-	-	+12.2%
2025	-	-	-	-4.7%	+2.1%	-3.2%	+3.6%	-1.8%	+4.5%	+8.4%	-0.4%	+0.3%	+8.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.01% • The longest drawdown period lasted for 3 months and was between June 2025 and September 2025. It reached a trough of -6.8%.

Detailed Metrics

Returns

Total Return

+21.82%

Annualized Return

+18.92%

Avg Monthly Return

+1.49%

Risk

Volatility (Annual)

+17.86%

Max Drawdown

+7.01%

Positive Months

57%

Average Drawdown

-3.3%

Risk-Adjusted

Sharpe Ratio

0.95

Risk-free rate: 2.0%

Sortino Ratio

0.88

Downside risk adjusted

Return/Volatility

1.06

Calmar Ratio

2.70

Return/Max Drawdown

Ulcer Index

3.65

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,181.87

Backtest Period

2025-04-01 to 2026-05-22
1.1 years

Rebalancing

none

Base Currency

EUR