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Pension 3

Created byuser-7vuvtk
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None Rebalancing
EUR
Moderate Risk
3.0yr backtest

Performance Summary

Total Return+56.08%
Annualized Return+15.85%
Volatility+10.29%
Sharpe Ratio1.35
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 €15,607.63
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 37 months (70%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -6.7% • Best year: 2024 (+21.6%) • Worst year: 2025 (+6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+2.1%-4.8%+7.2%+3.7%-------+9.3%
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
+56.08%
Annualized Return
+15.85%
Avg Monthly Return
+1.25%
Risk
Volatility (Annual)
+10.29%
Max Drawdown
+17.20%
Positive Months
70%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.35
Risk-free rate: 2.0%
Sortino Ratio
1.22
Downside risk adjusted
Return/Volatility
1.54
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
3.74
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€15,607.63
Backtest Period
2023-05-05 to 2026-05-14
3.0 years
Rebalancing
none
Base Currency
EUR