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GBEU

Created byuser-jb9a33

Annual Rebalancing

EUR

Low Risk

1.4yr backtest

Performance Summary

Total Return+16.72%

Annualized Return+11.78%

Volatility+7.80%

Sharpe Ratio1.25

Max Drawdown+6.12%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 40.0%

Holdings Details

Diversified ETF portfolio blending 60% global & European equities with 40% short & long-term Euro government bonds for balanced growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYI.XETRA SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66	IE00B3YLTY66	Acc	ETF	20.0%	0.17%
LYXF.XETRA Amundi Euro Government Bond 15+Y UCITS ETF Acc • LU1287023268	LU1287023268	Acc	ETF	20.0%	0.15%
PRAB.XETRA Amundi Prime Euro Government Bond 0-1Y UCITS ETF Acc • LU2233156582	LU2233156582	Acc	ETF	20.0%	0.05%
ZPRX.XETRA SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298	IE00BSPLC298	Acc	ETF	20.0%	0.3%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
Total		Total			100.0%	0.28%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,672.08

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +3.2% • Worst month: -4.2% • Best year: 2025 (+8.0%) • Worst year: 2026 (+8.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.3%	+3.1%	-4.2%	+2.7%	+3.1%	+0.1%	+0.2%	+0.6%	-	-	-	-	+8.0%
2025	-	-	-	-1.4%	+3.0%	-0.4%	+1.8%	-0.7%	+1.9%	+3.2%	-0.2%	+0.6%	+8.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +6.12% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -4.8%.

Detailed Metrics

Returns

Total Return

+16.72%

Annualized Return

+11.78%

Avg Monthly Return

+0.93%

Risk

Volatility (Annual)

+7.80%

Max Drawdown

+6.12%

Positive Months

71%

Average Drawdown

-1.1%

Risk-Adjusted

Sharpe Ratio

1.25

Risk-free rate: 2.0%

Sortino Ratio

1.18

Downside risk adjusted

Return/Volatility

1.51

Calmar Ratio

1.92

Return/Max Drawdown

Ulcer Index

1.41

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,672.08

Backtest Period

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

Rebalancing

annual

Base Currency

EUR