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DBMF

Created byuser-fkxczf
None Rebalancing
EUR
Moderate Risk
1.2yr backtest

Performance Summary

Total Return+21.60%
Annualized Return+17.76%
Volatility+17.59%
Sharpe Ratio0.90
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 €12,159.86
Histogram of Monthly Returns
The portfolio had a positive return during 9 of the 15 months (60%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -4.7% • Best year: 2026 (+12.0%) • Worst year: 2025 (+8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.0%+7.0%-1.8%-1.8%+2.4%+1.0%------+12.0%
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 March 2026 and June 2026. It reached a trough of -7.0%.

Detailed Metrics

Returns
Total Return
+21.60%
Annualized Return
+17.76%
Avg Monthly Return
+1.38%
Risk
Volatility (Annual)
+17.59%
Max Drawdown
+7.01%
Positive Months
60%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
2.53
Return/Max Drawdown
Ulcer Index
3.59
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,159.86
Backtest Period
2025-04-01 to 2026-06-12
1.2 years
Rebalancing
none
Base Currency
EUR