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Altersvorsorge Scalabel

Created byuser-pqorkc

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None Rebalancing

EUR

Moderate Risk

2.9yr backtest

Performance Summary

Total Return+60.81%

Annualized Return+17.55%

Volatility+12.77%

Sharpe Ratio1.22

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
GERD.XETRA L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933	IE0001UQQ933	Acc	ETF	57.0%	0.45%
SPYI.XETRA SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66	IE00B3YLTY66	Acc	ETF	43.0%	0.17%
Total		Total			100.0%	0.33%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €16,081.27

Histogram of Monthly Returns

The portfolio had a positive return during 24 of the 36 months (67%)

Monthly Returns Heatmap

Best month: +8.1% • Worst month: -6.5% • Best year: 2024 (+20.4%) • Worst year: 2023 (+7.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.9%	+2.7%	-5.7%	+8.1%	+6.0%	-	-	-	-	-	-	-	+13.2%
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

+60.81%

Annualized Return

+17.55%

Avg Monthly Return

+1.39%

Risk

Volatility (Annual)

+12.77%

Max Drawdown

+20.28%

Positive Months

67%

Average Drawdown

-2.8%

Risk-Adjusted

Sharpe Ratio

1.22

Risk-free rate: 2.0%

Sortino Ratio

1.14

Downside risk adjusted

Return/Volatility

1.37

Calmar Ratio

0.87

Return/Max Drawdown

Ulcer Index

3.90

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€16,081.27

Backtest Period

2023-06-21 to 2026-05-29
2.9 years

Rebalancing

none

Base Currency

EUR