HomePortfoliosNTSG 66.6:DBMFE 33.4

NTSG 66.6:DBMFE 33.4

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

Total Return+28.80%
Annualized Return+17.85%
Volatility+11.78%
Sharpe Ratio1.35
Max Drawdown+9.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio built with two core ETFs for efficient market exposure and managed futures strategies.
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
33.4%0.75%
Total100.0%0.42%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,880.15
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 19 months (63%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -4.2% • Best year: 2026 (+15.9%) • Worst year: 2025 (+11.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+3.6%-3.9%+3.9%+3.8%+2.6%+0.6%-0.5%+2.4%+1.5%--+15.9%
2025----4.2%+4.0%-0.6%+3.8%-0.8%+3.1%+6.7%-0.4%-0.4%+11.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.61% • The longest drawdown period lasted for 2 months and was between November 2025 and January 2026. It reached a trough of -3.4%.

Detailed Metrics

Returns
Total Return
+28.80%
Annualized Return
+17.85%
Avg Monthly Return
+1.38%
Risk
Volatility (Annual)
+11.78%
Max Drawdown
+9.61%
Positive Months
63%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
1.35
Risk-free rate: 2.0%
Sortino Ratio
1.23
Downside risk adjusted
Return/Volatility
1.52
Calmar Ratio
1.86
Return/Max Drawdown
Ulcer Index
2.08
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,880.15
Backtest Period
2025-04-01 to 2026-10-16
1.5 years
Rebalancing
monthly
Base Currency
EUR