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Пенсия 400 агрессивный

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None Rebalancing

EUR

Moderate Risk

3.7yr backtest

Performance Summary

Total Return+89.82%

Annualized Return+19.09%

Volatility+13.17%

Sharpe Ratio1.30

Max Drawdown+21.23%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity ETF portfolio: 60% developed world, 30% emerging markets, 10% tech. Diversified, ESG-focused strategy for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
H41C.XETRA HSBC Developed World Screened Equity UCITS ETF USD • IE00BKY59K37	IE00BKY59K37	Acc	ETF	60.0%	0.18%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	30.0%	0.18%
WELU.XETRA Amundi S&P Global Information Technology ESG UCITS ETF DR EUR (A) • IE000E7EI9P0	IE000E7EI9P0	Acc	ETF	10.0%	0.18%
Total		Total			100.0%	0.18%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €18,981.65

Histogram of Monthly Returns

The portfolio had a positive return during 28 of the 45 months (62%)

Monthly Returns Heatmap

Best month: +10.7% • Worst month: -6.6% • Best year: 2024 (+21.8%) • Worst year: 2022 (+1.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.6%	+2.5%	-6.4%	+10.7%	+9.1%	-0.6%	-	-	-	-	-	-	+17.0%
2025	+2.9%	-1.0%	-6.6%	-4.4%	+6.0%	+1.9%	+5.1%	-0.1%	+3.4%	+5.0%	-1.1%	+1.1%	+12.0%
2024	+2.8%	+3.3%	+3.0%	-1.7%	+1.4%	+6.0%	-0.7%	-0.7%	+2.2%	+0.4%	+5.0%	-0.8%	+21.8%
2023	+4.9%	-0.8%	+1.2%	-0.2%	+3.1%	+3.2%	+2.5%	-1.8%	-1.4%	-2.9%	+6.1%	+2.9%	+17.6%
2022	-	-	-	-	-	-	-	-	-	+3.2%	+3.2%	-5.0%	+1.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +21.23% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -21.2%.

Detailed Metrics

Returns

Total Return

+89.82%

Annualized Return

+19.09%

Avg Monthly Return

+1.50%

Risk

Volatility (Annual)

+13.17%

Max Drawdown

+21.23%

Positive Months

62%

Average Drawdown

-2.8%

Risk-Adjusted

Sharpe Ratio

1.30

Risk-free rate: 2.0%

Sortino Ratio

1.23

Downside risk adjusted

Return/Volatility

1.45

Calmar Ratio

0.90

Return/Max Drawdown

Ulcer Index

3.82

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€18,981.65

Backtest Period

2022-10-11 to 2026-06-12
3.7 years

Rebalancing

none

Base Currency

EUR