HomePortfoliosJPGL:NTSG 83.3:16.7

JPGL:NTSG 83.3:16.7

Created byuser-knkh6q
None Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+10.87%
Annualized Return+7.31%
Volatility+12.42%
Sharpe Ratio0.43
Max Drawdown+17.36%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending multi-factor and ESG strategies for robust worldwide market exposure.
AssetTypeAllocationTER
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating • IE00BJRCLL96
ETF
83.3%0.19%
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
16.7%0.25%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,087.29
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 18 months (61%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -4.9% • Best year: 2026 (+7.0%) • Worst year: 2024 (-1.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+5.6%-3.8%+3.5%--------+7.0%
2025+4.6%-0.9%-4.7%-4.6%+3.5%-0.7%+3.1%+0.6%+0.9%+2.3%+2.0%-0.3%+5.7%
2024----------+3.1%-4.9%-1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.36% • The longest drawdown period lasted for 1 year and was between November 2024 and November 2025. It reached a trough of -17.4%.

Detailed Metrics

Returns
Total Return
+10.87%
Annualized Return
+7.31%
Avg Monthly Return
+0.63%
Risk
Volatility (Annual)
+12.42%
Max Drawdown
+17.36%
Positive Months
61%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.43
Risk-free rate: 2.0%
Sortino Ratio
0.40
Downside risk adjusted
Return/Volatility
0.59
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
4.93
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,087.29
Backtest Period
2024-11-12 to 2026-04-30
1.5 years
Rebalancing
none
Base Currency
EUR
JPGL:NTSG 83.3:16.7 | +7.3% CAGR | ETF Backtest