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Miny

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

Performance Summary

Total Return+2.70%
Annualized Return+23.55%
Volatility+5.85%
Sharpe Ratio3.69
Max Drawdown+1.44%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Other 25.0%
Holdings Details
Diversified ETF portfolio blending 75% global equities with 25% managed futures for balanced growth across market cycles.
AssetTypeAllocationTER
V60A.XETRA
Vanguard LifeStrategy 60% Equity UCITS ETF Accumulating • IE00BMVB5P51
ETF
50.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
25.0%0.75%
EEAU.XETRA
BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation
ETF
25.0%-
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,269.96
Histogram of Monthly Returns
The portfolio had a positive return during 3 of the 3 months (100%)
Monthly Returns Heatmap
Best month: +1.7% • Worst month: +0.4% • Best year: 2026 (+2.7%) • Worst year: 2026 (+2.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-----+0.6%+0.4%+1.7%----+2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.44% • The longest drawdown period lasted for 15 days and was between July 2026 and August 2026. It reached a trough of -1.4%.

Detailed Metrics

Returns
Total Return
+2.70%
Annualized Return
+23.55%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+5.85%
Max Drawdown
+1.44%
Positive Months
100%
Average Drawdown
-0.6%
Risk-Adjusted
Sharpe Ratio
3.69
Risk-free rate: 2.0%
Sortino Ratio
3.89
Downside risk adjusted
Return/Volatility
4.03
Calmar Ratio
16.35
Return/Max Drawdown
Ulcer Index
0.55
Drawdown depth & duration
Martin Ratio
0.39
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,269.96
Backtest Period
2026-06-29 to 2026-08-14
0.1 years
Rebalancing
none
Base Currency
EUR
Miny | +23.5% CAGR | ETF Backtest