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Pension 1

Created byuser-7vuvtk
Optimize
None Rebalancing
EUR
Moderate Risk
5.3yr backtest

Performance Summary

Total Return+65.30%
Annualized Return+9.93%
Volatility+11.70%
Sharpe Ratio0.68
Max Drawdown+18.23%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified pension portfolio built with core equity ETFs, combining MSCI World, emerging markets, and a defensive allocation for stable growth.
AssetTypeAllocationTER
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
65.0%0.2%
V20A.XETRA
Vanguard LifeStrategy 20% Equity UCITS ETF Accumulating • IE00BMVB5K07
ETF
15.0%0.25%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) • IE00B8FHGS14
ETF
10.0%0.3%
IS3N.F
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,529.89
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 65 months (63%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -6.4% • Best year: 2021 (+24.6%) • Worst year: 2022 (-12.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+2.0%-4.9%+1.8%---------0.3%
2025+3.5%-1.8%-6.4%-3.6%+5.2%+0.7%+4.0%-0.3%+2.4%+3.8%-0.3%+0.0%+6.8%
2024+3.1%+3.0%+3.3%-1.9%+1.0%+4.5%+0.6%-0.1%+1.5%+0.7%+6.3%-0.9%+22.9%
2023+4.2%-0.2%+0.5%+0.1%+1.8%+3.0%+2.0%-0.7%-1.4%-3.1%+5.1%+3.3%+15.4%
2022-4.2%-2.0%+3.7%-2.2%-3.0%-5.3%+8.4%-1.7%-5.5%+3.1%+1.2%-5.1%-12.9%
2021+0.7%+2.0%+5.2%+1.1%-0.0%+4.2%+1.2%+2.4%-1.9%+4.0%+0.6%+3.0%+24.6%
2020-----------+0.9%+0.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.23% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.2%.

Detailed Metrics

Returns
Total Return
+65.30%
Annualized Return
+9.93%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+11.70%
Max Drawdown
+18.23%
Positive Months
63%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
5.60
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,529.89
Backtest Period
2020-12-10 to 2026-04-02
5.3 years
Rebalancing
none
Base Currency
EUR