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Quick

Created byuser-jb9a33
None Rebalancing
EUR
Low Risk
1.4yr backtest

Performance Summary

Total Return+19.71%
Annualized Return+13.84%
Volatility+9.36%
Sharpe Ratio1.27
Max Drawdown+6.94%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global equity portfolio built with two core ETFs: a diversified Vanguard fund and a tactical managed futures strategy for growth.
AssetTypeAllocationTER
V60A.XETRA
Vanguard LifeStrategy 60% Equity UCITS ETF Accumulating • IE00BMVB5P51
ETF
65.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
35.0%0.75%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,971.41
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 17 months (65%)
Monthly Returns Heatmap
Best month: +4.8% • Worst month: -3.5% • Best year: 2026 (+9.9%) • Worst year: 2025 (+9.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+3.5%-3.4%+2.5%+3.3%+1.1%-0.8%+1.1%----+9.9%
2025----3.5%+3.1%-0.6%+3.0%-0.5%+2.8%+4.8%-0.3%+0.1%+9.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.94% • The longest drawdown period lasted for 2 months and was between April 2025 and June 2025. It reached a trough of -6.9%.

Detailed Metrics

Returns
Total Return
+19.71%
Annualized Return
+13.84%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+9.36%
Max Drawdown
+6.94%
Positive Months
65%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
1.27
Risk-free rate: 2.0%
Sortino Ratio
1.18
Downside risk adjusted
Return/Volatility
1.48
Calmar Ratio
1.99
Return/Max Drawdown
Ulcer Index
1.65
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,971.41
Backtest Period
2025-04-01 to 2026-08-21
1.4 years
Rebalancing
none
Base Currency
EUR
Quick | +13.8% CAGR | ETF Backtest