HomePortfoliosworld + hedge

world + hedge

Created byuser-482xia
Annual Rebalancing
EUR
Moderate Risk
1.0yr backtest
Analyse this portfolio
CompareFIRE

Performance Summary

Total Return+27.43%
Annualized Return+26.87%
Volatility+14.35%
Sharpe Ratio1.73
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 €12,742.76
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 13 months (77%)
Monthly Returns Heatmap
Best month: +7.4% • Worst month: -6.8% • Best year: 2026 (+24.9%) • Worst year: 2025 (+2.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+4.1%-6.8%+7.4%+6.4%+0.5%-0.2%+2.7%+3.8%+2.2%--+24.9%
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
+27.43%
Annualized Return
+26.87%
Avg Monthly Return
+1.94%
Risk
Volatility (Annual)
+14.35%
Max Drawdown
+7.74%
Positive Months
77%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.73
Risk-free rate: 2.0%
Sortino Ratio
1.72
Downside risk adjusted
Return/Volatility
1.87
Calmar Ratio
3.47
Return/Max Drawdown
Ulcer Index
2.17
Drawdown depth & duration
Martin Ratio
0.11
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,742.76
Backtest Period
2025-10-09 to 2026-10-16
1.0 years
Rebalancing
annual
Base Currency
EUR