HomePortfoliosNTSG 66.6:DBMFE 16.7:BTC 16.7

NTSG 66.6:DBMFE 16.7:BTC 16.7

Created byuser-knkh6q
Monthly Rebalancing
EUR
Moderate Risk
1.5yr backtest
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Performance Summary

Total Return+22.66%
Annualized Return+14.17%
Volatility+13.68%
Sharpe Ratio0.89
Max Drawdown+10.95%

Holdings

Asset Allocation

Asset Class

Equity 83.3%Cryptocurrencies 16.7%
Holdings Details
This ETF portfolio offers global diversification with 83% equities, 17% cryptocurrencies for growth potential across developed markets, digital assets.
AssetTypeAllocationTER
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
66.6%0.25%
DBMFE.PA
iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403
ETF
16.7%0.75%
21BC.XETRA
21shares Bitcoin Core ETP • CH1199067674
ETF
16.7%0.1%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,266.1
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 19 months (53%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -3.2% • Best year: 2026 (+12.0%) • Worst year: 2025 (+9.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.6%-1.0%-3.1%+6.2%+3.0%-0.9%+1.5%+3.4%+2.8%+0.6%--+12.0%
2025----2.5%+5.6%-0.4%+5.4%-2.2%+3.0%+5.2%-3.2%-1.2%+9.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.95% • The longest drawdown period lasted for 6 months and was between November 2025 and May 2026. It reached a trough of -9.3%.

Detailed Metrics

Returns
Total Return
+22.66%
Annualized Return
+14.17%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+13.68%
Max Drawdown
+10.95%
Positive Months
53%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.04
Calmar Ratio
1.29
Return/Max Drawdown
Ulcer Index
3.33
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,266.1
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
monthly
Base Currency
EUR