HomePortfoliosMTH und DBMf only

MTH und DBMf only

Created byuser-dmjf59
Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.2yr backtest

Performance Summary

Total Return+30.20%
Annualized Return+3.74%
Volatility+11.44%
Sharpe Ratio0.15
Max Drawdown+22.22%

Holdings

Asset Allocation

Asset Class

Bonds 50.0%Commodities 50.0%
Holdings Details
Balanced ETF portfolio with 50% European government bonds and 50% managed futures commodities for diversified, multi-asset exposure.
AssetTypeAllocationTER
MTH.PA
Amundi Euro Government Bond 25+Y UCITS ETF Acc • LU1686832194
ETF
50.0%0.07%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
50.0%0.85%
Total100.0%0.46%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,019.74
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 87 months (52%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -7.0% • Best year: 2019 (+12.3%) • Worst year: 2025 (-4.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+6.6%-2.8%-0.3%+1.9%+1.0%-1.4%-----+6.5%
2025-0.3%-0.7%-6.2%-0.2%-0.7%-1.6%+0.1%-1.6%+3.7%+3.8%+0.4%-1.1%-4.7%
2024+1.0%+1.2%+3.8%+1.2%-2.1%+1.7%-0.5%-2.9%+0.9%-1.8%+4.9%-1.9%+5.3%
2023+0.8%-2.4%-2.3%-0.9%+1.5%+1.8%-2.2%+0.6%-1.2%-0.7%+0.4%+3.3%-1.4%
2022+5.2%-0.6%+2.4%+4.9%-4.2%+1.9%+3.2%-1.4%+3.0%-0.1%-7.0%-6.2%+0.3%
2021-0.7%-0.8%+2.8%-1.7%+0.8%+1.4%+3.0%-2.1%-0.4%+3.2%+1.3%-2.3%+4.3%
2020+5.1%+0.4%-3.4%+3.1%-2.4%-0.4%+1.0%-2.2%+2.0%+1.8%-1.0%+1.3%+5.1%
2019----+2.7%+3.0%+4.9%+8.1%-1.0%-3.3%+0.0%-2.3%+12.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.22% • The longest drawdown period lasted for 3 years and 9 months and was between September 2022 and July 2026. It reached a trough of -22.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (50.0% of total allocation)

Total Dividends Received

€2,731.01

18 payments

Dividend Yield

3.10%

(annualized)

Avg Per Payment

€151.72

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€60.24
2025€364.56
2024€372.00
2023€155.48
2022€1,258.95
2020€44.60
2019€475.18
Total€2,731.01

Detailed Metrics

Returns
Total Return
+30.20%
Annualized Return
+3.74%
Avg Monthly Return
+0.34%
Risk
Volatility (Annual)
+11.44%
Max Drawdown
+22.22%
Positive Months
52%
Average Drawdown
-10.0%
Risk-Adjusted
Sharpe Ratio
0.15
Risk-free rate: 2.0%
Sortino Ratio
0.15
Downside risk adjusted
Return/Volatility
0.33
Calmar Ratio
0.17
Return/Max Drawdown
Ulcer Index
11.75
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,019.74
Backtest Period
2019-05-08 to 2026-07-17
7.2 years
Rebalancing
annual
Base Currency
EUR
MTH und DBMf only | ETF Backtest