HomePortfoliosMargit

Margit

Created byuser-jb9a33
None Rebalancing
EUR
Low Risk
0.1yr backtest

Performance Summary

Total Return+2.78%
Annualized Return+24.34%
Volatility+9.25%
Sharpe Ratio2.41
Max Drawdown+1.49%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Other 25.0%
Holdings Details
A diversified ETF portfolio with 75% global equities and 25% managed futures for balanced growth across market cycles.
AssetTypeAllocationTER
F701.XETRA
Amundi Multi-Asset Portfolio UCITS ETF Dist • DE000ETF7011
ETF
50.0%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
ETF
25.0%0.75%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,278.18
Histogram of Monthly Returns
The portfolio had a positive return during 2 of the 3 months (67%)
Monthly Returns Heatmap
Best month: +1.9% • Worst month: -0.2% • Best year: 2026 (+2.8%) • Worst year: 2026 (+2.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026------0.2%+1.9%+1.1%----+2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.49% • The longest drawdown period lasted for 8 days and was between July 2026 and August 2026. It reached a trough of -1.1%.

Detailed Metrics

Returns
Total Return
+2.78%
Annualized Return
+24.34%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+9.25%
Max Drawdown
+1.49%
Positive Months
67%
Average Drawdown
-0.6%
Risk-Adjusted
Sharpe Ratio
2.41
Risk-free rate: 2.0%
Sortino Ratio
2.18
Downside risk adjusted
Return/Volatility
2.63
Calmar Ratio
16.34
Return/Max Drawdown
Ulcer Index
0.63
Drawdown depth & duration
Martin Ratio
0.35
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,278.18
Backtest Period
2026-06-29 to 2026-08-14
0.1 years
Rebalancing
none
Base Currency
EUR
Margit | +24.3% CAGR | ETF Backtest