HomePortfoliosПенсия 700 агрессивный

Пенсия 700 агрессивный

Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+119.06%
Annualized Return+15.19%
Volatility+18.22%
Sharpe Ratio0.72
Max Drawdown+29.24%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Cryptocurrencies 10.0%
Holdings Details
A diversified ETF portfolio targeting global equities and Bitcoin, with core allocations to Europe, emerging markets, and US tech sectors.
AssetTypeAllocationTER
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
45.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
30.0%0.18%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
15.0%0.15%
VBTC.XETRA
VanEck Bitcoin ETNDE000A28M8D0
ETF
10.0%1%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,906.15
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 68 months (60%)
Monthly Returns Heatmap
Best month: +11.7% • Worst month: -11.3% • Best year: 2024 (+36.6%) • Worst year: 2022 (-23.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%-2.1%-5.5%+10.5%+6.2%-2.5%------+6.5%
2025+6.0%-5.7%-5.5%+0.3%+7.9%+0.5%+6.3%-3.2%+4.0%+3.3%-5.6%-0.1%+7.2%
2024+1.9%+10.1%+5.9%-3.8%+4.0%+1.2%+1.1%-3.1%+2.9%+1.6%+11.7%-0.8%+36.6%
2023+9.3%+0.7%+3.4%+0.5%+0.9%+3.5%+1.9%-2.7%-1.4%+0.5%+6.8%+4.7%+31.3%
2022-6.3%-1.5%+3.6%-3.4%-5.2%-11.3%+9.6%-4.1%-6.4%+2.8%+2.7%-4.5%-23.1%
2021+5.1%+7.0%+9.0%-0.5%-7.3%+2.4%+1.8%+5.5%-3.3%+11.1%-1.5%-0.7%+30.6%
2020-----------0.7%+7.4%+6.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.24% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -29.2%.

Detailed Metrics

Returns
Total Return
+119.06%
Annualized Return
+15.19%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+18.22%
Max Drawdown
+29.24%
Positive Months
60%
Average Drawdown
-9.6%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
12.08
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,906.15
Backtest Period
2020-11-25 to 2026-06-12
5.5 years
Rebalancing
none
Base Currency
EUR
Пенсия 700 агрессивный | +15.2% CAGR | ETF Backtest