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5 Funds

Created byuser-4rm2ow
Monthly Rebalancing
EUR
Moderate Risk
1.5yr backtest
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Performance Summary

Total Return+41.14%
Annualized Return+25.05%
Volatility+13.13%
Sharpe Ratio1.76
Max Drawdown+11.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio targeting small-cap value, emerging markets ex-China, and managed futures for balanced growth.
AssetTypeAllocationTER
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
20.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
20.0%0.3%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
XDEX.XETRA
Xtrackers MSCI Emerging Markets ex China UCITS ETF 1C • IE00BM67HJ62
ETF
20.0%0.16%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
20.0%0.75%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,113.98
Histogram of Monthly Returns
The portfolio had a positive return during 16 of the 19 months (84%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -6.5% • Best year: 2026 (+22.1%) • Worst year: 2025 (+15.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.9%+5.8%-6.5%+6.9%+4.7%+2.3%-0.5%+1.9%+0.7%+0.7%--+22.1%
2025----3.8%+5.1%+0.4%+2.9%+0.5%+2.7%+4.7%+0.5%+1.8%+15.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.64% • The longest drawdown period lasted for 2 months and was between February 2026 and April 2026. It reached a trough of -7.5%.

Detailed Metrics

Returns
Total Return
+41.14%
Annualized Return
+25.05%
Avg Monthly Return
+1.88%
Risk
Volatility (Annual)
+13.13%
Max Drawdown
+11.64%
Positive Months
84%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.76
Risk-free rate: 2.0%
Sortino Ratio
1.62
Downside risk adjusted
Return/Volatility
1.91
Calmar Ratio
2.15
Return/Max Drawdown
Ulcer Index
2.24
Drawdown depth & duration
Martin Ratio
0.10
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,113.98
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
monthly
Base Currency
EUR