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Mázli

Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

0.1yr backtest

Performance Summary

Total Return+2.24%

Annualized Return+16.50%

Volatility+6.77%

Sharpe Ratio2.14

Max Drawdown+1.24%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Other 25.0%

Holdings Details

A diversified 75% global equity ETF portfolio with 25% managed futures for growth and risk management in all market conditions.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
F701.XETRA Amundi Multi-Asset Portfolio UCITS ETF Dist • DE000ETF7011	DE000ETF7011	Dist	ETF	25.0%	0.41%
EEAU.XETRA BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation	-	-	ETF	25.0%	-
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	25.0%	0.75%
V60A.XETRA Vanguard LifeStrategy 60% Equity UCITS ETF Accumulating • IE00BMVB5P51	IE00BMVB5P51	Acc	ETF	25.0%	0.25%
Total		Total			100.0%	0.35%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,224.13

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +1.1% • Worst month: +0.2% • Best year: 2026 (+2.2%) • Worst year: 2026 (+2.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-	-	-	-	-	+0.2%	+1.1%	+0.9%	-	-	-	-	+2.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +1.24% • The longest drawdown period lasted for 12 days and was between July 2026 and August 2026. It reached a trough of -1.2%.

Detailed Metrics

Returns

Total Return

+2.24%

Annualized Return

+16.50%

Avg Monthly Return

+0.74%

Risk

Volatility (Annual)

+6.77%

Max Drawdown

+1.24%

Positive Months

100%

Average Drawdown

-0.6%

Risk-Adjusted

Sharpe Ratio

2.14

Risk-free rate: 2.0%

Sortino Ratio

1.99

Downside risk adjusted

Return/Volatility

2.44

Calmar Ratio

13.31

Return/Max Drawdown

Ulcer Index

0.57

Drawdown depth & duration

Martin Ratio

0.26

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,224.13

Backtest Period

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

Rebalancing

none

Base Currency

EUR