Home PortfoliosNTSG & DBMFE 5:5

NTSG & DBMFE 5:5

Created byuser-knkh6q

Annual Rebalancing

EUR

Moderate Risk

1.1yr backtest

Performance Summary

Total Return+19.71%

Annualized Return+18.46%

Volatility+14.19%

Sharpe Ratio1.16

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	73.0%	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	5.0%	0.75%
SXRS.XETRA iShares Diversified Commodity Swap UCITS ETF • IE00BDFL4P12	IE00BDFL4P12	Acc	ETF	5.0%	0.19%
Total		Total			100.0%	0.23%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,971.44

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +6.9% • Worst month: -5.0% • Best year: 2025 (+12.7%) • Worst year: 2026 (+6.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.5%	+1.9%	-4.0%	+6.9%	-	-	-	-	-	-	-	-	+6.2%
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

+19.71%

Annualized Return

+18.46%

Avg Monthly Return

+1.45%

Risk

Volatility (Annual)

+14.19%

Max Drawdown

+12.60%

Positive Months

69%

Average Drawdown

-1.8%

Risk-Adjusted

Sharpe Ratio

1.16

Risk-free rate: 2.0%

Sortino Ratio

1.02

Downside risk adjusted

Return/Volatility

1.30

Calmar Ratio

1.47

Return/Max Drawdown

Ulcer Index

2.51

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,971.44

Backtest Period

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

Rebalancing

annual

Base Currency

EUR