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Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

Multi-currency

1.4yr backtest

Performance Summary

Total Return+15.23%

Annualized Return+10.75%

Volatility+9.78%

Sharpe Ratio0.89

Max Drawdown+9.49%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Bonds 25.0%

Holdings Details

A diversified ETF portfolio with 75% global equities and 25% long-term US Treasury bonds for balanced growth and stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
MWEQ.XETRA Invesco MSCI World Equal Weight UCITS ETF Acc • IE000OEF25S1	IE000OEF25S1	Acc	ETF	50.0%	0.2%
DTLA.LSE iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) • IE00BFM6TC58	IE00BFM6TC58	Acc	ETF	25.0%	0.07%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	25.0%	0.75%
Total		Total			100.0%	0.30%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,523

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 17 months (71%)

Monthly Returns Heatmap

Best month: +5.7% • Worst month: -4.4% • Best year: 2026 (+10.1%) • Worst year: 2025 (+4.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.4%	+5.7%	-4.0%	+1.3%	+3.0%	+1.9%	-0.6%	+1.0%	-	-	-	-	+10.1%
2025	-	-	-	-4.4%	+1.9%	-1.3%	+2.9%	-0.5%	+2.5%	+3.5%	+0.1%	+0.1%	+4.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +9.49% • The longest drawdown period lasted for 5 months and was between April 2025 and September 2025. It reached a trough of -9.5%.

Detailed Metrics

Returns

Total Return

+15.23%

Annualized Return

+10.75%

Avg Monthly Return

+0.87%

Risk

Volatility (Annual)

+9.78%

Max Drawdown

+9.49%

Positive Months

71%

Average Drawdown

-1.9%

Risk-Adjusted

Sharpe Ratio

0.89

Risk-free rate: 2.0%

Sortino Ratio

0.80

Downside risk adjusted

Return/Volatility

1.10

Calmar Ratio

1.13

Return/Max Drawdown

Ulcer Index

2.38

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,523

Backtest Period

2025-04-01 to 2026-08-21
1.4 years

Rebalancing

none

Base Currency

EUR