HomePortfoliosNTSG & DBMFE 5:5

NTSG & DBMFE 5:5

Created byuser-knkh6q
Annual Rebalancing
EUR
Moderate Risk
1.1yr backtest

Performance Summary

Total Return+24.07%
Annualized Return+21.24%
Volatility+14.00%
Sharpe Ratio1.37
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 €12,406.82
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 (+10.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.9%-4.0%+7.2%+3.3%-------+10.0%
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
+24.07%
Annualized Return
+21.24%
Avg Monthly Return
+1.60%
Risk
Volatility (Annual)
+14.00%
Max Drawdown
+12.60%
Positive Months
71%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.37
Risk-free rate: 2.0%
Sortino Ratio
1.21
Downside risk adjusted
Return/Volatility
1.52
Calmar Ratio
1.69
Return/Max Drawdown
Ulcer Index
2.44
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,406.82
Backtest Period
2025-04-01 to 2026-05-15
1.1 years
Rebalancing
annual
Base Currency
EUR