HomePortfoliosПенсия 400 умеренный

Пенсия 400 умеренный

Optimize
None Rebalancing
EUR
Moderate Risk
6.0yr backtest

Performance Summary

Total Return+91.78%
Annualized Return+11.39%
Volatility+10.26%
Sharpe Ratio0.92
Max Drawdown+16.21%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 34.0%Precious Metals 6.0%
Holdings Details
Diversified ETF portfolio blending 60% global stocks, 34% EUR corporate bonds, and 6% gold for balanced growth and stability across key asset classes.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
60.0%0.2%
IEAA.LSE
iShares Core EUR Corporate Bond UCITS ETF (Acc)IE00BF11F565
ETF
34.0%0.09%
XGDU.XETRA
Xtrackers IE Physical Gold ETCDE000A2T0VU5
ETC
6.0%0.25%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,178.36
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 74 months (66%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -5.7% • Best year: 2024 (+21.1%) • Worst year: 2022 (-12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.4%-4.8%+6.0%+4.1%-0.9%------+7.1%
2025+3.8%-1.6%-5.7%-2.5%+4.6%+0.4%+3.8%-0.2%+2.7%+3.7%+0.1%+0.4%+9.3%
2024+2.4%+2.5%+3.4%-1.5%+1.0%+3.8%+0.7%-0.0%+1.5%+1.2%+5.7%-1.0%+21.1%
2023+4.0%-0.2%+0.8%+0.2%+1.8%+2.4%+1.9%-0.4%-1.4%-1.9%+4.6%+3.6%+16.2%
2022-4.2%-1.5%+3.0%-2.4%-2.9%-5.2%+8.3%-2.6%-4.7%+2.9%+1.1%-4.3%-12.6%
2021+0.2%+1.4%+4.1%+1.3%+0.0%+3.0%+1.7%+1.9%-1.5%+3.3%+0.6%+2.8%+20.3%
2020----+0.0%+1.6%+0.5%+3.5%-0.8%-1.5%+5.7%+1.4%+10.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.21% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -14.6%.

Detailed Metrics

Returns
Total Return
+91.78%
Annualized Return
+11.39%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+10.26%
Max Drawdown
+16.21%
Positive Months
66%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
4.95
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,178.36
Backtest Period
2020-05-29 to 2026-06-12
6.0 years
Rebalancing
none
Base Currency
EUR
Пенсия 400 умеренный | +11.4% CAGR | ETF Backtest