user-w5b794
3 portfolios • Best risk-adjusted portfolio: 1 (0.83 Sharpe, +12.2%/year)
Managed futures ETF portfolio using the DBMF fund for diversified exposure to global trends across equities, bonds, and commodities.
by user-w5b794+10.8%
DBMF100%
Exp. Ratio
0.85%
Volatility
14.9%
Sharpe
0.59
DD
20.4%
A 100% DBMF ETF portfolio for managed futures strategy exposure, designed to diversify and hedge against market volatility.
by user-w5b794+10.8%
DBMF100%
Exp. Ratio
0.85%
Volatility
14.9%
Sharpe
0.59
DD
20.4%
Managed futures & momentum ETF portfolio: global, European equity exposure for a diversified, strategic asset allocation.
by user-w5b794+12.2%
DBMF50%
XDEM25%
CEMR25%
Exp. Ratio
0.55%
Volatility
12.3%
Sharpe
0.83
DD
20.4%