HomePortfoliosNTSG 66.6:DBMFE 33.4

NTSG 66.6:DBMFE 33.4

Created byuser-knkh6q
Monthly Rebalancing
EUR
Moderate Risk
1.1yr backtest

Performance Summary

Total Return+18.26%
Annualized Return+16.46%
Volatility+12.87%
Sharpe Ratio1.12
Max Drawdown+9.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio built with two core ETFs for efficient market exposure and managed futures strategies.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
66.6%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
33.4%0.75%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,825.75
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 14 months (57%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -4.2% • Best year: 2025 (+11.2%) • Worst year: 2026 (+6.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+3.6%-3.9%+3.9%+1.7%-------+6.4%
2025----4.2%+4.0%-0.6%+3.8%-0.8%+3.1%+6.7%-0.4%-0.4%+11.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.61% • The longest drawdown period lasted for 2 months and was between November 2025 and January 2026. It reached a trough of -3.4%.

Detailed Metrics

Returns
Total Return
+18.26%
Annualized Return
+16.46%
Avg Monthly Return
+1.25%
Risk
Volatility (Annual)
+12.87%
Max Drawdown
+9.61%
Positive Months
57%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.12
Risk-free rate: 2.0%
Sortino Ratio
1.01
Downside risk adjusted
Return/Volatility
1.28
Calmar Ratio
1.71
Return/Max Drawdown
Ulcer Index
2.29
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,825.75
Backtest Period
2025-04-01 to 2026-05-08
1.1 years
Rebalancing
monthly
Base Currency
EUR
NTSG 66.6:DBMFE 33.4 | +16.5% CAGR | ETF Backtest