HomePortfoliosПенсия 700 умеренный

Пенсия 700 умеренный

Optimize
None Rebalancing
EUR
Moderate Risk
6.0yr backtest

Performance Summary

Total Return+94.37%
Annualized Return+11.64%
Volatility+11.06%
Sharpe Ratio0.87
Max Drawdown+17.25%

Holdings

Asset Allocation

Asset Class

Equity 60.0%Bonds 25.0%Real Estate 10.0%Precious Metals 5.0%
Holdings Details
A diversified ETF portfolio with 60% global stocks, 25% EUR bonds, 10% real estate, and 5% gold for balanced, long-term growth.
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
25.0%0.09%
EPRA.PA
Amundi FTSE EPRA NAREIT Global UCITS ETF AccLU1437018838
ETF
10.0%0.24%
XGDU.XETRA
Xtrackers IE Physical Gold ETCDE000A2T0VU5
ETC
5.0%0.25%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,436.53
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 74 months (65%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -6.0% • Best year: 2021 (+23.9%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.9%-5.0%+6.4%+4.0%-0.6%------+7.9%
2025+3.9%-1.5%-6.0%-2.9%+4.7%+0.3%+3.9%-0.1%+2.5%+3.6%+0.2%+0.2%+8.3%
2024+2.2%+2.4%+3.5%-1.8%+1.0%+3.8%+1.0%+0.1%+1.5%+1.0%+6.0%-1.5%+20.7%
2023+4.4%-0.1%-0.1%+0.3%+1.6%+2.4%+2.1%-0.5%-1.7%-2.5%+5.1%+4.1%+15.9%
2022-4.5%-1.6%+3.7%-2.1%-3.6%-5.5%+8.9%-2.7%-5.5%+3.0%+1.0%-4.5%-13.5%
2021+0.4%+1.8%+4.7%+1.6%-0.0%+3.4%+2.0%+2.1%-1.8%+3.9%+0.6%+3.3%+23.9%
2020----+0.0%+1.6%+0.1%+3.7%-0.9%-1.8%+6.7%+1.4%+11.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.25% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -15.1%.

Detailed Metrics

Returns
Total Return
+94.37%
Annualized Return
+11.64%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+11.06%
Max Drawdown
+17.25%
Positive Months
65%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
5.43
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,436.53
Backtest Period
2020-05-29 to 2026-06-12
6.0 years
Rebalancing
none
Base Currency
EUR
Пенсия 700 умеренный | +11.6% CAGR | ETF Backtest