HomePortfolios001 NTSG Return Stacking

001 NTSG Return Stacking

Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
2.9yr backtest

Performance Summary

Total Return+56.87%
Annualized Return+16.90%
Volatility+11.08%
Sharpe Ratio1.35
Max Drawdown+17.24%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Commodities 10.0%Bonds 10.0%
Holdings Details
Diversified ETF portfolio with 80% US equity, plus managed futures and insurance-linked bonds for multi-asset growth and resilience.
AssetTypeAllocationTER
NTSX.LSE
WisdomTree US Efficient Core UCITS ETF USD Unhedged AccIE000KF370H3
ETF
70.0%0.2%
LU1103258783
AQR STYLE PREMIA UCITS-B EURLU1103258783
FUND
10.0%1.25%
DBMF.US
iMGP DBi Managed Futures Strategy ETFUS53700T8273
ETF
10.0%0.85%
IE00B3Q8M574
GAM Star Fund plc - GAM Star Cat Bond Class Ordinary EUR Accumulation HedgedIE00B3Q8M574
FUND
10.0%1.45%
Total100.0%0.49%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,687.05
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 36 months (69%)
Monthly Returns Heatmap
Best month: +6.3% • Worst month: -5.5% • Best year: 2024 (+25.0%) • Worst year: 2025 (+4.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.6%+2.2%-3.5%+6.3%+4.5%+0.9%-0.2%+3.1%-0.8%---+12.1%
2025+2.7%-1.6%-5.5%-4.7%+3.7%+0.0%+3.5%+0.6%+2.9%+3.9%+0.1%-0.7%+4.3%
2024+4.0%+3.1%+4.2%-2.1%+0.9%+5.0%+0.0%-0.3%+1.2%+1.0%+5.8%+0.1%+25.0%
2023----------0.3%+4.7%+2.9%+7.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.24% • The longest drawdown period lasted for 8 months and was between February 2025 and October 2025. It reached a trough of -17.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

180.88

11 payments

Dividend Yield

0.48%

(annualized)

Avg Per Payment

16.44

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
202613.78
202576.34
202465.51
202325.24
Total180.88

Detailed Metrics

Returns
Total Return
+56.87%
Annualized Return
+16.90%
Avg Monthly Return
+1.30%
Risk
Volatility (Annual)
+11.08%
Max Drawdown
+17.24%
Positive Months
69%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
1.35
Risk-free rate: 2.0%
Sortino Ratio
1.26
Downside risk adjusted
Return/Volatility
1.53
Calmar Ratio
0.98
Return/Max Drawdown
Ulcer Index
3.93
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,687.05
Backtest Period
2023-10-23 to 2026-09-10
2.9 years
Rebalancing
annual
Base Currency
EUR
001 NTSG Return Stacking | +16.9% CAGR | ETF Backtest