HomePortfoliosNTSG 66.6:DBMFE 33.4

NTSG 66.6:DBMFE 33.4

Created byuser-knkh6q
Monthly Rebalancing
EUR
Moderate Risk
1.2yr backtest

Performance Summary

Total Return+23.68%
Annualized Return+19.11%
Volatility+12.53%
Sharpe Ratio1.36
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 €12,368.11
Histogram of Monthly Returns
The portfolio had a positive return during 9 of the 15 months (60%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -4.2% • Best year: 2026 (+11.3%) • Worst year: 2025 (+11.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+3.6%-3.9%+3.9%+3.8%+2.5%------+11.3%
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
+23.68%
Annualized Return
+19.11%
Avg Monthly Return
+1.47%
Risk
Volatility (Annual)
+12.53%
Max Drawdown
+9.61%
Positive Months
60%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.36
Risk-free rate: 2.0%
Sortino Ratio
1.22
Downside risk adjusted
Return/Volatility
1.53
Calmar Ratio
1.99
Return/Max Drawdown
Ulcer Index
2.19
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,368.11
Backtest Period
2025-04-01 to 2026-06-19
1.2 years
Rebalancing
monthly
Base Currency
EUR
NTSG 66.6:DBMFE 33.4 | +19.1% CAGR | ETF Backtest