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Józsi

Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

Multi-currency

0.1yr backtest

Performance Summary

Total Return+1.90%

Annualized Return+16.11%

Volatility+3.72%

Sharpe Ratio3.79

Max Drawdown+1.05%

Holdings

Asset Allocation

Asset Class

Bonds 40.0%Equity 30.0%Other 20.0%Commodities 10.0%

Holdings Details

Diversified ETF portfolio blending global equities, bonds, commodities, and alternative strategies for balanced, multi-asset growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EEAU.XETRA BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation	-	-	ETF	10.0%	-
EAAA.XETRA Fair Oaks AAA CLO UCITS ETF EUR Acc	-	-	ETF	10.0%	-
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.0%	0.75%
MODR.XETRA iShares Moderate Portfolio UCITS ETF EUR (Acc) • IE00BLLZQS08	IE00BLLZQS08	Acc	ETF	10.0%	0.25%
HLQD.LSE iShares USD Corporate Bond Interest Rate Hedged UCITS ETF USD (Acc) • IE00BZ173W74	IE00BZ173W74	Acc	ETF	10.0%	0.25%
CEMC.XETRA iShares USD Treasury Bond 10-20yr UCITS ETF EUR Hedged (Acc) • IE00043L4HU0	IE00043L4HU0	Acc	ETF	10.0%	0.1%
JEGA.XETRA JPMorgan Global Equity Premium Income Active UCITS ETF USD (acc) • IE000WX7BVB0	IE000WX7BVB0	Acc	ETF	10.0%	0.35%
C47B.XETRA HANetf KRC Cat Bond UCITS ETF (Acc) • IE000UWJUW87	IE000UWJUW87	Acc	ETF	10.0%	1.28%
SPF1.XETRA State Street SPDR FTSE Global Convertible Bond UCITS ETF EUR Hedged (Acc) • IE00BDT6FP91	IE00BDT6FP91	Acc	ETF	10.0%	0.55%
PCOM.XETRA WisdomTree Broad Commodities UCITS ETF USD Unhedged Acc • IE00BKY4W127	IE00BKY4W127	Acc	ETF	10.0%	0.19%
Total		Total			100.0%	0.37%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,189.87

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +1.0% • Worst month: +0.3% • Best year: 2026 (+1.9%) • Worst year: 2026 (+1.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-	-	-	-	-	+0.3%	+0.5%	+1.0%	-	-	-	-	+1.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +1.05% • The longest drawdown period lasted for 15 days and was between July 2026 and August 2026. It reached a trough of -1.1%.

Detailed Metrics

Returns

Total Return

+1.90%

Annualized Return

+16.11%

Avg Monthly Return

+0.63%

Risk

Volatility (Annual)

+3.72%

Max Drawdown

+1.05%

Positive Months

100%

Average Drawdown

-0.4%

Risk-Adjusted

Sharpe Ratio

3.79

Risk-free rate: 2.0%

Sortino Ratio

3.76

Downside risk adjusted

Return/Volatility

4.33

Calmar Ratio

15.34

Return/Max Drawdown

Ulcer Index

0.46

Drawdown depth & duration

Martin Ratio

0.31

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,189.87

Backtest Period

2026-06-29 to 2026-08-14
0.1 years

Rebalancing

none

Base Currency

EUR