Home PortfoliosMargit Zwei

Margit Zwei

Created byuser-jb9a33

None Rebalancing

EUR

Low Risk

0.1yr backtest

Performance Summary

Total Return+2.40%

Annualized Return+20.70%

Volatility+6.10%

Sharpe Ratio3.06

Max Drawdown+1.19%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Other 20.0%

Holdings Details

Diversified ETF portfolio with 80% global equities and 20% managed futures for balanced growth and risk management.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EEAU.XETRA BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation	-	-	ETF	20.0%	-
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	20.0%	0.75%
F701.XETRA Amundi Multi-Asset Portfolio UCITS ETF Dist • DE000ETF7011	DE000ETF7011	Dist	ETF	20.0%	0.41%
MODR.XETRA iShares Moderate Portfolio UCITS ETF EUR (Acc) • IE00BLLZQS08	IE00BLLZQS08	Acc	ETF	20.0%	0.25%
V60A.XETRA Vanguard LifeStrategy 60% Equity UCITS ETF Accumulating • IE00BMVB5P51	IE00BMVB5P51	Acc	ETF	20.0%	0.25%
Total		Total			100.0%	0.33%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €10,239.78

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +1.6% • Worst month: +0.2% • Best year: 2026 (+2.4%) • Worst year: 2026 (+2.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-	-	-	-	-	+0.2%	+0.6%	+1.6%	-	-	-	-	+2.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +1.19% • The longest drawdown period lasted for 12 days and was between July 2026 and August 2026. It reached a trough of -0.9%.

Detailed Metrics

Returns

Total Return

+2.40%

Annualized Return

+20.70%

Avg Monthly Return

+0.79%

Risk

Volatility (Annual)

+6.10%

Max Drawdown

+1.19%

Positive Months

100%

Average Drawdown

-0.5%

Risk-Adjusted

Sharpe Ratio

3.06

Risk-free rate: 2.0%

Sortino Ratio

2.98

Downside risk adjusted

Return/Volatility

3.39

Calmar Ratio

17.39

Return/Max Drawdown

Ulcer Index

0.48

Drawdown depth & duration

Martin Ratio

0.39

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€10,239.78

Backtest Period

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

Rebalancing

none

Base Currency

EUR