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DBMF

Created byuser-fkxczf
None Rebalancing
EUR
Moderate Risk
1.5yr backtest
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Performance Summary

Total Return+37.05%
Annualized Return+22.69%
Volatility+16.56%
Sharpe Ratio1.25
Max Drawdown+7.01%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio focused on global markets through a single, diversified managed futures ETF for strategic growth.
AssetTypeAllocationTER
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
100.0%0.75%
Total100.0%0.75%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,705.48
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 19 months (68%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -4.7% • Best year: 2026 (+26.2%) • Worst year: 2025 (+8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.0%+7.0%-1.8%-1.8%+2.4%+1.3%+0.7%+0.8%+7.0%+3.5%--+26.2%
2025----4.7%+2.1%-3.2%+3.6%-1.8%+4.5%+8.4%-0.4%+0.3%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +7.01% • The longest drawdown period lasted for 4 months and was between March 2026 and July 2026. It reached a trough of -7.0%.

Detailed Metrics

Returns
Total Return
+37.05%
Annualized Return
+22.69%
Avg Monthly Return
+1.73%
Risk
Volatility (Annual)
+16.56%
Max Drawdown
+7.01%
Positive Months
68%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
1.25
Risk-free rate: 2.0%
Sortino Ratio
1.21
Downside risk adjusted
Return/Volatility
1.37
Calmar Ratio
3.24
Return/Max Drawdown
Ulcer Index
3.30
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,705.48
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
none
Base Currency
EUR