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NTSG Return Stacking

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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
2.9yr backtest

Performance Summary

Total Return+54.73%
Annualized Return+16.46%
Volatility+13.08%
Sharpe Ratio1.11
Max Drawdown+20.22%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
Diversified US equity & alternative portfolio: 90% stocks via NTSX ETF, 10% bonds & reinsurance for enhanced risk-adjusted returns.
AssetTypeAllocationTER
NTSX.LSE
WisdomTree US Efficient Core UCITS ETF USD Unhedged AccIE000KF370H3
ETF
85.0%0.2%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS IUS8617284000
FUND
5.0%1.85%
FRNU.XETRA
Amundi Floating Rate USD Corporate ESG UCITS ETF USD (C)LU1681040900
ETF
5.0%0.18%
LU1103258783
AQR STYLE PREMIA UCITS-B EURLU1103258783
FUND
5.0%1.25%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,472.6
Histogram of Monthly Returns
The portfolio had a positive return during 24 of the 35 months (69%)
Monthly Returns Heatmap
Best month: +7.4% • Worst month: -6.7% • Best year: 2024 (+27.3%) • Worst year: 2025 (+2.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.2%+1.4%-3.9%+7.4%+5.2%+1.0%-1.0%+2.1%----+11.2%
2025+2.9%-2.1%-6.7%-5.4%+4.5%+0.1%+4.3%+0.4%+2.5%+4.2%-0.1%-1.2%+2.8%
2024+3.8%+3.1%+3.8%-3.2%+1.1%+6.0%+0.5%+0.1%+1.5%+1.5%+6.8%-0.1%+27.3%
2023----------3.8%+6.3%+4.0%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.22% • The longest drawdown period lasted for 8 months and was between February 2025 and October 2025. It reached a trough of -20.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (5.0% of total allocation)

Total Dividends Received

227.05

11 payments

Dividend Yield

0.62%

(annualized)

Avg Per Payment

20.64

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202632.46
202582.79
202483.05
202328.76
Total227.05

Detailed Metrics

Returns
Total Return
+54.73%
Annualized Return
+16.46%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+13.08%
Max Drawdown
+20.22%
Positive Months
69%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
1.11
Risk-free rate: 2.0%
Sortino Ratio
1.04
Downside risk adjusted
Return/Volatility
1.26
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
4.74
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,472.6
Backtest Period
2023-10-10 to 2026-08-21
2.9 years
Rebalancing
annual
Base Currency
EUR
NTSG Return Stacking | +16.5% CAGR | ETF Backtest