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testt

Created byuser-dvjmdp

None Rebalancing

EUR

Low Risk

1.0yr backtest

Performance Summary

Total Return+15.89%

Annualized Return+15.27%

Volatility+5.68%

Sharpe Ratio2.34

Max Drawdown+3.03%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity portfolio with 25% each in US, Europe, and world ETFs plus a managed futures fund for diversified growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
LU2206555984 Pictet TR Atlas Titan I EUR • LU2206555984	LU2206555984	Acc	FUND	25.0%	1.15%
BCFS.XETRA UBS US Equity Defensive Put Write SF UCITS ETF hEUR acc • IE000V73IL86	IE000V73IL86	Acc	ETF	25.0%	0.24%
UIQ4.XETRA UBS Euro Equity Defensive Put Write SF UCITS ETF EUR acc • IE00BLDGHT92	IE00BLDGHT92	Acc	ETF	25.0%	0.21%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	25.0%	0.75%
Total		Total			100.0%	0.59%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,589.01

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 13 months (85%)

Monthly Returns Heatmap

Best month: +3.5% • Worst month: -1.9% • Best year: 2026 (+8.0%) • Worst year: 2025 (+7.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.3%	+2.8%	-1.9%	+1.3%	+1.5%	+1.1%	+0.1%	+0.5%	-	-	-	-	+8.0%
2025	-	-	-	-	-	-	-	+0.6%	+2.3%	+3.5%	+0.0%	+0.9%	+7.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +3.03% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -3.0%.

Detailed Metrics

Returns

Total Return

+15.89%

Annualized Return

+15.27%

Avg Monthly Return

+1.15%

Risk

Volatility (Annual)

+5.68%

Max Drawdown

+3.03%

Positive Months

85%

Average Drawdown

-0.7%

Risk-Adjusted

Sharpe Ratio

2.34

Risk-free rate: 2.0%

Sortino Ratio

2.25

Downside risk adjusted

Return/Volatility

2.69

Calmar Ratio

5.04

Return/Max Drawdown

Ulcer Index

0.77

Drawdown depth & duration

Martin Ratio

0.17

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,589.01

Backtest Period

2025-08-04 to 2026-08-18
1.0 years

Rebalancing

none

Base Currency

EUR