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NTSG

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

Performance Summary

Total Return+11.21%
Annualized Return+7.54%
Volatility+14.48%
Sharpe Ratio0.38
Max Drawdown+19.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio invested 100% in a single, efficient core World ETF for long-term growth potential.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,121.23
Histogram of Monthly Returns
The portfolio had a positive return during 9 of the 18 months (50%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -7.3% • Best year: 2025 (+8.1%) • Worst year: 2024 (+0.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.7%+1.9%-5.0%+6.7%--------+2.6%
2025+4.3%-1.8%-7.3%-2.7%+4.9%+0.7%+3.8%-0.3%+2.4%+5.9%-0.4%-0.8%+8.1%
2024----------+3.6%-3.3%+0.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.64% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -19.6%.

Detailed Metrics

Returns
Total Return
+11.21%
Annualized Return
+7.54%
Avg Monthly Return
+0.66%
Risk
Volatility (Annual)
+14.48%
Max Drawdown
+19.64%
Positive Months
50%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.38
Risk-free rate: 2.0%
Sortino Ratio
0.35
Downside risk adjusted
Return/Volatility
0.52
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
5.47
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,121.23
Backtest Period
2024-11-12 to 2026-04-30
1.5 years
Rebalancing
none
Base Currency
EUR