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NTSG

Created byuser-mym3ej

None Rebalancing

EUR

Moderate Risk

1.7yr backtest

Performance Summary

Total Return+21.81%

Annualized Return+12.65%

Volatility+14.07%

Sharpe Ratio0.76

Max Drawdown+19.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A globally diversified equity portfolio investing 100% in a single efficient core ETF for broad worldwide market exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	100.0%	0.25%
Total		Total			100.0%	0.25%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,181.39

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 21 months (57%)

Monthly Returns Heatmap

Best month: +6.7% • Worst month: -7.3% • Best year: 2026 (+12.4%) • Worst year: 2024 (+0.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.7%	+1.9%	-5.0%	+6.7%	+4.5%	+3.3%	+1.5%	-	-	-	-	-	+12.4%
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

+21.81%

Annualized Return

+12.65%

Avg Monthly Return

+1.01%

Risk

Volatility (Annual)

+14.07%

Max Drawdown

+19.64%

Positive Months

57%

Average Drawdown

-4.0%

Risk-Adjusted

Sharpe Ratio

0.76

Risk-free rate: 2.0%

Sortino Ratio

0.69

Downside risk adjusted

Return/Volatility

0.90

Calmar Ratio

0.64

Return/Max Drawdown

Ulcer Index

5.14

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,181.39

Backtest Period

2024-11-12 to 2026-07-10
1.7 years

Rebalancing

none

Base Currency

EUR