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world + hedge

Created byuser-482xia
FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
0.9yr backtest

Performance Summary

Total Return+20.25%
Annualized Return+22.12%
Volatility+14.71%
Sharpe Ratio1.37
Max Drawdown+7.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A leveraged global equity ETF paired with a managed futures ETF for a diversified, all-weather portfolio strategy.
AssetTypeAllocationTER
LVWC.XETRA
Amundi MSCI World (2x) Leveraged UCITS ETF Acc • FR0014010HV4
ETF
50.0%0.6%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
50.0%0.75%
Total100.0%0.68%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,025.04
Histogram of Monthly Returns
The portfolio had a positive return during 9 of the 12 months (75%)
Monthly Returns Heatmap
Best month: +7.4% • Worst month: -6.8% • Best year: 2026 (+17.8%) • Worst year: 2025 (+2.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+4.1%-6.8%+7.4%+6.4%+0.5%-0.2%+2.7%+0.1%---+17.8%
2025---------+1.9%-0.6%+0.8%+2.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.74% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -7.7%.

Detailed Metrics

Returns
Total Return
+20.25%
Annualized Return
+22.12%
Avg Monthly Return
+1.61%
Risk
Volatility (Annual)
+14.71%
Max Drawdown
+7.74%
Positive Months
75%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
1.37
Risk-free rate: 2.0%
Sortino Ratio
1.36
Downside risk adjusted
Return/Volatility
1.50
Calmar Ratio
2.86
Return/Max Drawdown
Ulcer Index
2.27
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,025.04
Backtest Period
2025-10-09 to 2026-09-11
0.9 years
Rebalancing
annual
Base Currency
EUR