HomePortfoliosNTSG & DBMFE 5:5

NTSG & DBMFE 5:5

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

Performance Summary

Total Return+26.13%
Annualized Return+22.19%
Volatility+13.81%
Sharpe Ratio1.46
Max Drawdown+12.60%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Commodities 5.0%
Holdings Details
Diversified global ETF portfolio with 95% equities and 5% commodities for broad market exposure and long-term growth potential.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
73.0%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
5.0%0.75%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12
ETF
5.0%0.19%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,612.79
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 14 months (71%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -5.0% • Best year: 2025 (+12.7%) • Worst year: 2026 (+11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.9%-4.0%+7.2%+5.0%-------+11.8%
2025----5.0%+5.3%+0.7%+4.4%-0.4%+2.9%+4.8%-0.3%+0.2%+12.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.60% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -3.1%.

Detailed Metrics

Returns
Total Return
+26.13%
Annualized Return
+22.19%
Avg Monthly Return
+1.73%
Risk
Volatility (Annual)
+13.81%
Max Drawdown
+12.60%
Positive Months
71%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
1.46
Risk-free rate: 2.0%
Sortino Ratio
1.29
Downside risk adjusted
Return/Volatility
1.61
Calmar Ratio
1.76
Return/Max Drawdown
Ulcer Index
2.41
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,612.79
Backtest Period
2025-04-01 to 2026-05-29
1.2 years
Rebalancing
annual
Base Currency
EUR