HomePortfoliosNTSG & DBMFE 10:10

NTSG & DBMFE 10:10

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

Performance Summary

Total Return+25.57%
Annualized Return+21.73%
Volatility+12.83%
Sharpe Ratio1.54
Max Drawdown+12.03%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Commodities 10.0%
Holdings Details
A globally diversified ETF portfolio with 90% equities and 10% commodities, designed for robust long-term growth across major asset classes.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
63.0%0.19%
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
17.0%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
10.0%0.75%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
10.0%0.19%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,557.33
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 14 months (71%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -5.2% • Best year: 2026 (+12.4%) • Worst year: 2025 (+11.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.1%-2.7%+6.2%+4.3%-------+12.4%
2025----5.2%+4.7%+0.4%+4.2%-0.5%+2.9%+5.0%-0.2%+0.2%+11.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.03% • The longest drawdown period lasted for 1 month and was between May 2025 and July 2025. It reached a trough of -2.4%.

Detailed Metrics

Returns
Total Return
+25.57%
Annualized Return
+21.73%
Avg Monthly Return
+1.69%
Risk
Volatility (Annual)
+12.83%
Max Drawdown
+12.03%
Positive Months
71%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.54
Risk-free rate: 2.0%
Sortino Ratio
1.30
Downside risk adjusted
Return/Volatility
1.69
Calmar Ratio
1.81
Return/Max Drawdown
Ulcer Index
2.28
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,557.33
Backtest Period
2025-04-01 to 2026-05-29
1.2 years
Rebalancing
annual
Base Currency
EUR