HomePortfolios001 NTSG mit DBMf

001 NTSG mit DBMf

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.0yr backtest

Performance Summary

Total Return+159.40%
Annualized Return+14.49%
Volatility+13.84%
Sharpe Ratio0.90
Max Drawdown+28.69%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Commodities 10.0%
Holdings Details
Diversified global portfolio blending 90% equity ETFs with 10% managed futures for multi-asset growth and risk management.
AssetTypeAllocationTER
IQSE.XETRA
Invesco Global Active ESG Equity UCITS ETF EUR PfHdg AccIE00BJQRDP39
ETF
80.0%0.3%
LU1103258783
AQR STYLE PREMIA UCITS-B EURLU1103258783
FUND
10.0%1.25%
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
10.0%0.85%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,940.42
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 85 months (68%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -9.3% • Best year: 2021 (+25.1%) • Worst year: 2022 (-5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+3.0%-5.8%+8.1%+4.6%+2.5%+0.2%+1.7%----+16.9%
2025+3.8%-2.2%-3.6%-1.2%+6.0%+1.6%+2.3%+0.3%+3.4%+2.6%+1.1%+2.1%+16.9%
2024+5.1%+4.7%+5.9%-2.1%+1.8%+2.5%+0.0%+0.0%+1.3%-0.5%+5.0%-2.4%+22.9%
2023+5.3%+0.7%-2.8%+0.4%-0.7%+7.6%+1.7%-1.1%-0.9%-3.5%+6.2%+3.9%+17.3%
2022-0.9%-0.6%+2.5%-0.6%-1.1%-7.2%+3.4%-1.4%-4.5%+7.1%+1.5%-3.0%-5.5%
2021+1.3%+2.0%+7.2%+1.8%+2.1%+0.9%+1.7%+2.0%-2.9%+1.9%-0.8%+5.7%+25.1%
2020-0.8%-9.0%-9.3%+6.4%+2.2%+1.6%+1.8%+5.1%-2.4%-3.5%+7.6%+3.6%+1.6%
2019-------+1.9%+2.6%+0.2%+3.2%+1.3%+9.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.69% • The longest drawdown period lasted for 1 year and 1 month and was between April 2022 and June 2023. It reached a trough of -13.3%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

639.18

17 payments

Dividend Yield

0.59%

(annualized)

Avg Per Payment

37.60

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202621.89
2025107.80
202494.23
202333.27
2022282.79
20208.59
201990.61
Total639.18

Detailed Metrics

Returns
Total Return
+159.40%
Annualized Return
+14.49%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+13.84%
Max Drawdown
+28.69%
Positive Months
68%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
5.40
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,940.42
Backtest Period
2019-08-05 to 2026-08-21
7.0 years
Rebalancing
annual
Base Currency
EUR
001 NTSG mit DBMf | +14.5% CAGR | ETF Backtest