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NTSG

Created byuser-mym3ej
None Rebalancing
EUR
Moderate Risk
1.9yr backtest
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Performance Summary

Total Return+19.85%
Annualized Return+9.86%
Volatility+13.80%
Sharpe Ratio0.57
Max Drawdown+19.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio investing 100% in a single efficient core ETF for broad worldwide market exposure.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,984.68
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 24 months (58%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -7.3% • Best year: 2026 (+10.6%) • Worst year: 2024 (+0.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.7%+1.9%-5.0%+6.7%+4.5%+3.3%+0.5%-1.2%+0.1%+0.5%--+10.6%
2025+4.3%-1.8%-7.3%-2.7%+4.9%+0.7%+3.8%-0.3%+2.4%+5.9%-0.4%-0.8%+8.1%
2024----------+3.6%-3.3%+0.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.64% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -19.6%.

Detailed Metrics

Returns
Total Return
+19.85%
Annualized Return
+9.86%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+13.80%
Max Drawdown
+19.64%
Positive Months
58%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
4.91
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,984.68
Backtest Period
2024-11-12 to 2026-10-16
1.9 years
Rebalancing
none
Base Currency
EUR