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Altersvorsorge 2

Optimize
Annual Rebalancing
EUR
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+43.31%
Annualized Return+13.81%
Volatility+12.80%
Sharpe Ratio0.92
Max Drawdown+20.68%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 60% all-world ETF and 40% multifactor ETF for a diversified, long-term growth strategy.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
60.0%0.17%
GERD.XETRA
L&G Gerd Kommer Multifactor Equity UCITS ETF USD AccumulatingIE0001UQQ933
ETF
40.0%0.45%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,330.63
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 35 months (66%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -6.8% • Best year: 2024 (+21.2%) • Worst year: 2026 (+0.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.5%-5.6%+2.1%--------+0.5%
2025+4.6%-1.9%-6.8%-4.0%+6.2%+0.8%+4.3%-0.1%+2.5%+4.0%-0.3%+0.5%+9.6%
2024+2.3%+3.5%+3.6%-1.8%+1.1%+3.6%+0.7%-0.6%+1.9%+0.6%+6.7%-1.9%+21.2%
2023-----+1.3%+2.8%-1.1%-1.2%-4.0%+5.2%+4.5%+7.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.68% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -20.7%.

Detailed Metrics

Returns
Total Return
+43.31%
Annualized Return
+13.81%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+12.80%
Max Drawdown
+20.68%
Positive Months
66%
Average Drawdown
-2.9%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.08
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
4.11
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,330.63
Backtest Period
2023-06-21 to 2026-04-02
2.8 years
Rebalancing
annual
Base Currency
EUR