HomePortfoliosПенсия 100 агрессивный

Пенсия 100 агрессивный

None Rebalancing
EUR
Moderate Risk
7.3yr backtest

Performance Summary

Total Return+155.72%
Annualized Return+13.76%
Volatility+16.07%
Sharpe Ratio0.73
Max Drawdown+33.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global equity portfolio built with the SPDR MSCI World ETF for broad, diversified market exposure and long-term growth potential.
AssetTypeAllocationTER
SPPW.XETRA
SPDR MSCI World UCITS ETFIE00BFY0GT14
ETF
100.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,571.93
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 88 months (65%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -11.0% • Best year: 2021 (+32.7%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+1.2%-4.8%+8.2%+5.5%-0.4%------+10.0%
2025+4.5%-2.5%-7.8%-4.0%+6.4%+0.9%+4.8%-0.4%+2.5%+4.4%-0.3%+0.3%+8.0%
2024+3.4%+3.7%+3.8%-2.1%+1.3%+5.0%+0.2%-0.3%+1.4%+1.3%+7.4%-1.2%+26.1%
2023+4.9%+0.7%+0.1%+0.3%+2.4%+3.8%+2.3%-0.5%-1.7%-3.5%+5.9%+4.2%+20.2%
2022-5.0%-2.1%+4.8%-2.5%-3.5%-6.2%+10.0%-1.8%-5.7%+4.6%+0.2%-5.7%-13.3%
2021+0.6%+3.1%+6.2%+1.9%-0.3%+4.7%+1.9%+3.0%-1.8%+5.1%+0.8%+3.7%+32.7%
2020+0.1%-8.7%-11.0%+9.8%+2.3%+1.8%-0.3%+5.9%-1.2%-2.8%+9.6%+1.8%+5.3%
2019--+2.5%+3.5%-4.7%+4.0%+3.6%-1.7%+3.4%-0.2%+4.5%+1.6%+17.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.69% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -16.6%.

Detailed Metrics

Returns
Total Return
+155.72%
Annualized Return
+13.76%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+16.07%
Max Drawdown
+33.69%
Positive Months
65%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
6.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,571.93
Backtest Period
2019-03-01 to 2026-06-12
7.3 years
Rebalancing
none
Base Currency
EUR
Пенсия 100 агрессивный | +13.8% CAGR | ETF Backtest