HomePortfoliosAltersvorsorge Scalabel

Altersvorsorge Scalabel

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

Performance Summary

Total Return+51.29%
Annualized Return+15.68%
Volatility+12.81%
Sharpe Ratio1.07
Max Drawdown+20.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio blending multifactor and broad market equity strategies for robust long-term capital growth.
AssetTypeAllocationTER
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933
ETF
57.0%0.45%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
43.0%0.17%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €15,128.69
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 35 months (66%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -6.5% • Best year: 2024 (+20.4%) • Worst year: 2026 (+6.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.7%-5.7%+7.8%--------+6.5%
2025+4.7%-1.8%-6.5%-3.9%+6.3%+0.7%+4.1%-0.1%+2.4%+3.9%-0.2%+0.5%+9.7%
2024+2.1%+3.5%+3.5%-1.8%+1.2%+3.2%+0.9%-0.5%+2.0%+0.5%+6.6%-2.1%+20.4%
2023-----+1.3%+3.0%-1.1%-1.1%-4.1%+5.0%+4.6%+7.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.28% • 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
+51.29%
Annualized Return
+15.68%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+12.81%
Max Drawdown
+20.28%
Positive Months
66%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
1.07
Risk-free rate: 2.0%
Sortino Ratio
1.00
Downside risk adjusted
Return/Volatility
1.22
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
3.97
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,128.69
Backtest Period
2023-06-21 to 2026-04-24
2.8 years
Rebalancing
none
Base Currency
EUR