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Pension 3

Created byuser-7vuvtk
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None Rebalancing
EUR
Moderate Risk
2.9yr backtest

Performance Summary

Total Return+41.59%
Annualized Return+12.70%
Volatility+10.33%
Sharpe Ratio1.04
Max Drawdown+17.20%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified pension portfolio blending passive equity ETFs for growth with a low volatility strategy for stability.
AssetTypeAllocationTER
IE00BK6VPM34
Mercer Passive Global Equity B22-0.0000 EUR in GB • IE00BK6VPM34
FUND
65.0%0.15%
V20A.XETRA
Vanguard LifeStrategy 20% Equity UCITS ETF Accumulating • IE00BMVB5K07
ETF
15.0%0.25%
IE000HFQQMP7
MGI Funds plc - Mercer Passive Low Volatility Equity Feeder Fund A5-0.1000-EUR • IE000HFQQMP7
FUND
10.0%0.1%
IE0007XPXUM8
Mercer Passive Emerging Markets Equity Fund A4 0.1000 EUR Acc • IE0007XPXUM8
FUND
10.0%0.1%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,158.72
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 36 months (69%)
Monthly Returns Heatmap
Best month: +6.0% • Worst month: -6.7% • Best year: 2024 (+21.6%) • Worst year: 2026 (-0.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+2.1%-4.8%+0.9%---------0.9%
2025+2.7%-0.3%-6.7%-3.6%+4.9%+0.7%+3.3%+0.1%+2.8%+3.6%-0.3%-0.3%+6.6%
2024+2.1%+3.8%+2.8%-2.3%+2.2%+3.3%+0.9%+0.4%+1.4%+0.1%+6.0%-0.6%+21.6%
2023----+1.9%+2.6%+2.1%-1.2%-1.9%-2.4%+5.5%+3.3%+10.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.20% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -17.2%.

Detailed Metrics

Returns
Total Return
+41.59%
Annualized Return
+12.70%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+10.33%
Max Drawdown
+17.20%
Positive Months
69%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
1.04
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.23
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
3.80
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,158.72
Backtest Period
2023-05-05 to 2026-04-01
2.9 years
Rebalancing
none
Base Currency
EUR