Home PortfoliosNTSG & 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+20.25%

Volatility+12.66%

Sharpe Ratio1.44

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.

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 €12,557.29

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 15 months (67%)

Monthly Returns Heatmap

Best month: +6.2% • Worst month: -5.2% • Best year: 2026 (+12.4%) • Worst year: 2025 (+11.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.1%	+2.1%	-2.7%	+6.2%	+4.3%	+0.0%	-	-	-	-	-	-	+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

+20.25%

Avg Monthly Return

+1.58%

Risk

Volatility (Annual)

+12.66%

Max Drawdown

+12.03%

Positive Months

67%

Average Drawdown

-1.6%

Risk-Adjusted

Sharpe Ratio

1.44

Risk-free rate: 2.0%

Sortino Ratio

1.23

Downside risk adjusted

Return/Volatility

1.60

Calmar Ratio

1.68

Return/Max Drawdown

Ulcer Index

2.24

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,557.29

Backtest Period

2025-04-01 to 2026-06-26
1.2 years

Rebalancing

annual

Base Currency

EUR