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Pension plan

Invest for 17 years, first 10 years: 60/10/10/10/10, then from 11-14 years: 60/10/5/15/10, and last 3 years: 60/10/20/10

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+100.10%
Annualized Return+10.93%
Volatility+13.12%
Sharpe Ratio0.68
Max Drawdown+27.06%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 10.0%Precious Metals 10.0%
Holdings Details
A diversified pension ETF portfolio blending global stocks, bonds, and gold, with an allocation strategy evolving over a 17-year investment horizon.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
60.0%0.19%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
10.0%0.25%
VAGF.XETRA
Vanguard Global Aggregate Bond UCITS ETF EUR Hedged AccumulatingIE00BG47KH54
ETF
10.0%0.08%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
10.0%0%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,009.89
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 82 months (70%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -8.2% • Best year: 2024 (+24.4%) • Worst year: 2022 (-11.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.1%-5.7%+1.9%--------+0.3%
2025+4.4%-1.5%-5.5%-2.7%+4.5%+0.3%+3.7%-0.1%+3.7%+3.8%+0.3%+0.8%+11.8%
2024+3.0%+3.5%+3.9%-1.3%+1.2%+4.3%+0.1%+0.1%+1.8%+1.4%+5.4%-1.1%+24.4%
2023+3.9%-0.5%+0.8%+0.1%+1.7%+2.4%+2.1%-0.5%-1.7%-1.9%+4.8%+3.3%+15.2%
2022-4.4%-1.1%+3.6%-2.1%-3.4%-4.8%+7.2%-1.6%-5.0%+2.8%+1.5%-4.3%-11.7%
2021+0.7%+1.1%+4.7%+1.7%+0.2%+3.3%+1.3%+2.5%-1.9%+4.3%+0.4%+2.9%+23.3%
2020+0.8%-6.4%-8.2%+8.1%+1.7%+2.1%+0.7%+4.2%-0.9%-1.7%+5.8%+2.0%+7.1%
2019------+0.1%-0.2%+1.8%+0.0%+3.1%+1.8%+6.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.06% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -13.8%.

Detailed Metrics

Returns
Total Return
+100.10%
Annualized Return
+10.93%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+13.12%
Max Drawdown
+27.06%
Positive Months
70%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
5.83
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,009.89
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
annual
Base Currency
EUR