Home PortfoliosFáni-mega-Mázli

Fáni-mega-Mázli

Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

1.1yr backtest

Performance Summary

Total Return+19.75%

Annualized Return+17.10%

Volatility+7.53%

Sharpe Ratio2.01

Max Drawdown+5.22%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%

Holdings Details

Diversified ETF portfolio with 60% global equity and 40% bonds, including managed futures, covered call income, and convertible bonds for balanced growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	35.0%	0.75%
JEGA.XETRA JPMorgan Global Equity Premium Income Active UCITS ETF USD (acc) • IE000WX7BVB0	IE000WX7BVB0	Acc	ETF	25.0%	0.35%
SPF1.XETRA State Street SPDR FTSE Global Convertible Bond UCITS ETF EUR Hedged (Acc) • IE00BDT6FP91	IE00BDT6FP91	Acc	ETF	25.0%	0.55%
CEMC.XETRA iShares USD Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) • IE00043L4HU0	IE00043L4HU0	Acc	ETF	15.0%	0.1%
Total		Total			100.0%	0.50%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,974.73

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 15 months (73%)

Monthly Returns Heatmap

Best month: +4.9% • Worst month: -3.6% • Best year: 2025 (+9.5%) • Worst year: 2026 (+9.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.2%	+4.9%	-3.6%	+1.3%	+1.7%	+1.2%	-0.4%	+0.9%	-	-	-	-	+9.3%
2025	-	-	-	-	-	+0.0%	+1.9%	-0.2%	+3.1%	+3.7%	+0.5%	+0.2%	+9.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +5.22% • The longest drawdown period lasted for 4 months and was between March 2026 and July 2026. It reached a trough of -5.2%.

Detailed Metrics

Returns

Total Return

+19.75%

Annualized Return

+17.10%

Avg Monthly Return

+1.23%

Risk

Volatility (Annual)

+7.53%

Max Drawdown

+5.22%

Positive Months

73%

Average Drawdown

-1.1%

Risk-Adjusted

Sharpe Ratio

2.01

Risk-free rate: 2.0%

Sortino Ratio

1.98

Downside risk adjusted

Return/Volatility

2.27

Calmar Ratio

3.28

Return/Max Drawdown

Ulcer Index

1.39

Drawdown depth & duration

Martin Ratio

0.11

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,974.73

Backtest Period

2025-06-30 to 2026-08-21
1.1 years

Rebalancing

none

Base Currency

EUR