HomePortfoliosMiny III.

Miny III.

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

Performance Summary

Total Return+2.40%
Annualized Return+20.70%
Volatility+6.54%
Sharpe Ratio2.86
Max Drawdown+1.47%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Other 25.0%
Holdings Details
A diversified ETF portfolio blending 75% global equities with 25% managed futures strategies for balanced growth and market resilience.
AssetTypeAllocationTER
XQUI.XETRA
Xtrackers Portfolio UCITS ETF 1C • LU0397221945
ETF
50.0%0.7%
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%0.54%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,239.8
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: +0.1% • Best year: 2026 (+2.4%) • Worst year: 2026 (+2.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-----+0.6%+0.1%+1.7%----+2.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.47% • The longest drawdown period lasted for 14 days and was between July 2026 and August 2026. It reached a trough of -1.5%.

Detailed Metrics

Returns
Total Return
+2.40%
Annualized Return
+20.70%
Avg Monthly Return
+0.79%
Risk
Volatility (Annual)
+6.54%
Max Drawdown
+1.47%
Positive Months
100%
Average Drawdown
-0.6%
Risk-Adjusted
Sharpe Ratio
2.86
Risk-free rate: 2.0%
Sortino Ratio
2.90
Downside risk adjusted
Return/Volatility
3.17
Calmar Ratio
14.08
Return/Max Drawdown
Ulcer Index
0.60
Drawdown depth & duration
Martin Ratio
0.31
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,239.8
Backtest Period
2026-06-29 to 2026-08-14
0.1 years
Rebalancing
none
Base Currency
EUR
Miny III. | +20.7% CAGR | ETF Backtest