NTSX
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | Diversified Portfolio, Actively Managed | 100% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | Diversified Portfolio | 0% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NTSX, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Aug 2, 2018, corresponding to the inception date of NTSX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| NTSX | -10.03% | -8.28% | -10.26% | 5.83% | 9.85% | N/A |
| Portfolio components: | ||||||
NTSX WisdomTree U.S. Efficient Core Fund | -10.03% | -8.28% | -10.26% | 5.83% | 9.85% | N/A |
VBIAX Vanguard Balanced Index Fund Admiral Shares | -7.26% | -6.10% | -7.10% | 5.09% | 8.16% | 7.04% |
VOO Vanguard S&P 500 ETF | -12.03% | -8.89% | -11.37% | 5.19% | 14.80% | 11.29% |
Monthly Returns
The table below presents the monthly returns of NTSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.19% | -0.31% | -5.40% | -7.55% | -10.03% | ||||||||
| 2024 | 1.73% | 3.80% | 2.01% | -4.55% | 4.89% | 4.15% | 1.94% | 2.77% | 2.44% | -2.23% | 5.83% | -3.62% | 20.20% |
| 2023 | 6.96% | -3.77% | 5.28% | 1.31% | -0.17% | 4.86% | 2.48% | -1.95% | -5.81% | -3.29% | 10.68% | 5.40% | 22.70% |
| 2022 | -6.27% | -3.44% | 1.22% | -10.14% | -0.49% | -7.66% | 9.48% | -5.26% | -11.25% | 6.67% | 6.19% | -5.97% | -25.84% |
| 2021 | -1.42% | 0.61% | 3.09% | 4.93% | 0.74% | 3.21% | 3.25% | 2.67% | -5.23% | 6.19% | -0.28% | 2.99% | 22.21% |
| 2020 | 2.03% | -6.55% | -8.63% | 11.76% | 5.04% | 1.34% | 6.08% | 6.26% | -3.17% | -3.22% | 10.43% | 3.29% | 24.87% |
| 2019 | 7.86% | 2.48% | 2.86% | 3.45% | -4.27% | 6.63% | 1.33% | 0.40% | 1.09% | 1.65% | 3.07% | 2.16% | 32.15% |
| 2018 | 2.87% | -0.12% | -5.95% | 1.49% | -6.91% | -8.70% |
Expense Ratio
NTSX has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of NTSX is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
NTSX WisdomTree U.S. Efficient Core Fund | 0.28 | 0.51 | 1.07 | 0.31 | 1.32 |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 0.37 | 0.59 | 1.08 | 0.33 | 1.45 |
VOO Vanguard S&P 500 ETF | 0.22 | 0.43 | 1.06 | 0.22 | 0.94 |
Dividends
Dividend yield
NTSX provided a 1.33% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.33% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
| Portfolio components: | ||||||||||||
NTSX WisdomTree U.S. Efficient Core Fund | 1.33% | 1.14% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 4.69% | 5.27% | 4.35% | 2.83% | 3.19% | 2.65% | 2.28% | 2.32% | 1.95% | 2.09% | 2.09% | 1.92% |
VOO Vanguard S&P 500 ETF | 1.48% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the NTSX. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the NTSX was 31.34%, occurring on Oct 14, 2022. Recovery took 416 trading sessions.
The current NTSX drawdown is 14.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.34% | Dec 28, 2021 | 202 | Oct 14, 2022 | 416 | Jun 12, 2024 | 618 |
| -28.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -16.82% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -16.45% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -8.84% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
Volatility
Volatility Chart
The current NTSX volatility is 13.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| NTSX | VOO | VBIAX | |
|---|---|---|---|
| NTSX | 1.00 | 0.92 | 0.94 |
| VOO | 0.92 | 1.00 | 0.97 |
| VBIAX | 0.94 | 0.97 | 1.00 |