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Created byuser-jb9a33
FIRE Projection
Annual Rebalancing
EUR
Low Risk
0.2yr backtest

Performance Summary

Total Return+3.98%
Annualized Return+21.23%
Volatility+6.01%
Sharpe Ratio3.20
Max Drawdown+1.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending 65% global equities with 35% managed futures for balanced growth and added diversification across market cycles.
AssetTypeAllocationTER
V60A.XETRA
Vanguard LifeStrategy 60% Equity UCITS ETF Accumulating • IE00BMVB5P51
ETF
65.0%0.25%
EEAU.XETRA
BNP Paribas Easy Managed Futures UCITS ETF Acc • LU3307218399
ETF
35.0%0.6%
Total100.0%0.37%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,397.68
Histogram of Monthly Returns
The portfolio had a positive return during 4 of the 4 months (100%)
Monthly Returns Heatmap
Best month: +2.0% • Worst month: +0.4% • Best year: 2026 (+4.0%) • Worst year: 2026 (+4.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-----+0.6%+0.4%+2.0%+1.0%---+4.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +1.61% • The longest drawdown period lasted for 14 days and was between August 2026 and September 2026. It reached a trough of -1.0%.

Detailed Metrics

Returns
Total Return
+3.98%
Annualized Return
+21.23%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+6.01%
Max Drawdown
+1.61%
Positive Months
100%
Average Drawdown
-0.5%
Risk-Adjusted
Sharpe Ratio
3.20
Risk-free rate: 2.0%
Sortino Ratio
3.42
Downside risk adjusted
Return/Volatility
3.53
Calmar Ratio
13.19
Return/Max Drawdown
Ulcer Index
0.53
Drawdown depth & duration
Martin Ratio
0.36
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,397.68
Backtest Period
2026-06-29 to 2026-09-11
0.2 years
Rebalancing
annual
Base Currency
EUR