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Altersvorsorge

Created byuser-pqorkc
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None Rebalancing
EUR
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+44.35%
Annualized Return+14.11%
Volatility+12.65%
Sharpe Ratio0.96
Max Drawdown+20.34%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio blending 60% broad world ETF with 40% multifactor ETF for robust, long-term retirement savings growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
60.0%0.19%
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933
ETF
40.0%0.45%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,434.51
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 35 months (66%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -6.6% • Best year: 2024 (+22.1%) • Worst year: 2026 (+0.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.4%-5.6%+2.1%--------+0.3%
2025+4.5%-1.8%-6.6%-3.8%+6.2%+0.8%+4.3%-0.3%+2.6%+4.1%-0.3%+0.4%+9.6%
2024+2.5%+3.6%+3.5%-1.8%+1.2%+3.8%+0.6%-0.4%+1.9%+0.6%+6.6%-1.6%+22.1%
2023-----+1.3%+2.9%-1.1%-1.1%-3.8%+5.3%+4.2%+7.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.34% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -20.3%.

Detailed Metrics

Returns
Total Return
+44.35%
Annualized Return
+14.11%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+12.65%
Max Drawdown
+20.34%
Positive Months
66%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.96
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.12
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
4.02
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,434.51
Backtest Period
2023-06-21 to 2026-04-02
2.8 years
Rebalancing
none
Base Currency
EUR