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DBMF

Created byuser-fkxczf
None Rebalancing
EUR
Moderate Risk
1.3yr backtest

Performance Summary

Total Return+22.50%
Annualized Return+17.00%
Volatility+17.19%
Sharpe Ratio0.87
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.
AssetTypeAllocationTER
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
100.0%0.75%
Total100.0%0.75%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,249.9
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 16 months (63%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -4.7% • Best year: 2026 (+12.8%) • Worst year: 2025 (+8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.0%+7.0%-1.8%-1.8%+2.4%+1.3%+0.5%-----+12.8%
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 4 months and was between March 2026 and July 2026. It reached a trough of -7.0%.

Detailed Metrics

Returns
Total Return
+22.50%
Annualized Return
+17.00%
Avg Monthly Return
+1.34%
Risk
Volatility (Annual)
+17.19%
Max Drawdown
+7.01%
Positive Months
63%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
2.43
Return/Max Drawdown
Ulcer Index
3.49
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,249.9
Backtest Period
2025-04-01 to 2026-07-17
1.3 years
Rebalancing
none
Base Currency
EUR