Home PortfoliosNTSG & DBMFE 10:10

NTSG & DBMFE 10:10

Created byuser-knkh6q

Annual Rebalancing

EUR

Moderate Risk

1.1yr backtest

Performance Summary

Total Return+19.83%

Annualized Return+18.57%

Volatility+13.23%

Sharpe Ratio1.25

Max Drawdown+12.03%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Commodities 10.0%

Holdings Details

Diversified ETF portfolio with 90% global equities and 10% commodities for balanced, long-term growth across major asset classes.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	63.0%	0.19%
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	17.0%	0.25%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	10.0%	0.75%
SXRS.XETRA iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12	IE00BDFL4P12	Acc	ETF	10.0%	0.19%
Total		Total			100.0%	0.26%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,983.47

Histogram of Monthly Returns

The portfolio had a positive return during 9 of the 13 months (69%)

Monthly Returns Heatmap

Best month: +5.8% • Worst month: -5.2% • Best year: 2025 (+11.7%) • Worst year: 2026 (+7.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.1%	+2.1%	-2.7%	+5.8%	-	-	-	-	-	-	-	-	+7.2%
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

+19.83%

Annualized Return

+18.57%

Avg Monthly Return

+1.45%

Risk

Volatility (Annual)

+13.23%

Max Drawdown

+12.03%

Positive Months

69%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

1.25

Risk-free rate: 2.0%

Sortino Ratio

1.06

Downside risk adjusted

Return/Volatility

1.40

Calmar Ratio

1.54

Return/Max Drawdown

Ulcer Index

2.38

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,983.47

Backtest Period

2025-04-01 to 2026-04-24
1.1 years

Rebalancing

annual

Base Currency

EUR