user-w5b794
3 portfolios • Best risk-adjusted portfolio: 1 (0.81 Sharpe, +12.5%/year)
Managed futures ETF portfolio using the DBMF fund for diversified exposure to global trends across equities, bonds, and commodities.
by user-w5b794+10.1%
DBMF100%
Exp. Ratio
0.85%
Volatility
17.4%
Sharpe
0.47
DD
30.5%
A 100% DBMF ETF portfolio for managed futures strategy exposure, designed to diversify and hedge against market volatility.
by user-w5b794+10.1%
DBMF100%
Exp. Ratio
0.85%
Volatility
17.4%
Sharpe
0.47
DD
30.5%
Managed futures & momentum ETF portfolio: global, European equity exposure for a diversified, strategic asset allocation.
by user-w5b794+12.5%
DBMF50%
XDEM25%
CEMR25%
Exp. Ratio
0.55%
Volatility
12.9%
Sharpe
0.81
DD
19.9%