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Fáni

Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

0.1yr backtest

Performance Summary

Total Return+2.91%

Annualized Return+21.88%

Volatility+4.53%

Sharpe Ratio4.39

Max Drawdown+1.59%

Holdings

Asset Allocation

Asset Class

Equity 30.0%Bonds 30.0%Commodities 20.0%Other 10.0%Money Market 10.0%

Holdings Details

A diversified ETF portfolio blending global stocks, bonds, commodities, and managed futures for all-market stability and growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	20.0%	0.19%
PCOM.XETRA WisdomTree Broad Commodities UCITS ETF USD Unhedged Acc • IE00BKY4W127	IE00BKY4W127	Acc	ETF	20.0%	0.19%
IS3V.XETRA iShares Global Inflation Linked Government Bond UCITS ETF EUR Hedged (Acc) • IE00BKPT2S34	IE00BKPT2S34	Acc	ETF	15.0%	0.2%
CEMC.XETRA iShares USD Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) • IE00043L4HU0	IE00043L4HU0	Acc	ETF	15.0%	0.1%
EEAU.XETRA BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation	-	-	ETF	10.0%	-
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.0%	0.75%
CSH2.PA Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599	LU1190417599	Acc	ETF	10.0%	0.1%
Total		Total			100.0%	0.21%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,291.31

Histogram of Monthly Returns

The portfolio had a positive return during 3 of the 3 months (100%)

Monthly Returns Heatmap

Best month: +1.7% • Worst month: +0.4% • Best year: 2026 (+2.9%) • Worst year: 2026 (+2.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-	-	-	-	-	+0.4%	+0.8%	+1.7%	-	-	-	-	+2.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +1.59% • The longest drawdown period lasted for 19 days and was between July 2026 and August 2026. It reached a trough of -1.6%.

Detailed Metrics

Returns

Total Return

+2.91%

Annualized Return

+21.88%

Avg Monthly Return

+0.96%

Risk

Volatility (Annual)

+4.53%

Max Drawdown

+1.59%

Positive Months

100%

Average Drawdown

-0.6%

Risk-Adjusted

Sharpe Ratio

4.39

Risk-free rate: 2.0%

Sortino Ratio

4.58

Downside risk adjusted

Return/Volatility

4.83

Calmar Ratio

13.76

Return/Max Drawdown

Ulcer Index

0.61

Drawdown depth & duration

Martin Ratio

0.32

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,291.31

Backtest Period

2026-06-29 to 2026-08-21
0.1 years

Rebalancing

none

Base Currency

EUR