HomePortfoliosMiny II.

Miny II.

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

Performance Summary

Total Return+2.52%
Annualized Return+21.85%
Volatility+5.49%
Sharpe Ratio3.61
Max Drawdown+1.29%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Other 25.0%
Holdings Details
A diversified ETF portfolio blending 75% global equities and 25% managed futures strategies for balanced, risk-aware growth.
AssetTypeAllocationTER
MODR.XETRA
iShares Moderate Portfolio UCITS ETF EUR (Acc) • IE00BLLZQS08
ETF
50.0%0.25%
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%0.31%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,251.98
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: +0.4% • Best year: 2026 (+2.5%) • Worst year: 2026 (+2.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-----+0.5%+0.4%+1.6%----+2.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.29% • The longest drawdown period lasted for 14 days and was between July 2026 and August 2026. It reached a trough of -1.3%.

Detailed Metrics

Returns
Total Return
+2.52%
Annualized Return
+21.85%
Avg Monthly Return
+0.83%
Risk
Volatility (Annual)
+5.49%
Max Drawdown
+1.29%
Positive Months
100%
Average Drawdown
-0.6%
Risk-Adjusted
Sharpe Ratio
3.61
Risk-free rate: 2.0%
Sortino Ratio
3.38
Downside risk adjusted
Return/Volatility
3.98
Calmar Ratio
16.94
Return/Max Drawdown
Ulcer Index
0.55
Drawdown depth & duration
Martin Ratio
0.36
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,251.98
Backtest Period
2026-06-29 to 2026-08-14
0.1 years
Rebalancing
none
Base Currency
EUR
Miny II. | +21.9% CAGR | ETF Backtest