Home PortfoliosPension plan 2

Pension plan 2

Created byuser-7e98oc

Optimize

Annual Rebalancing

EUR

Moderate Risk

2.4yr backtest

Performance Summary

Total Return+58.50%

Annualized Return+20.78%

Volatility+12.13%

Sharpe Ratio1.55

Max Drawdown+17.99%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%

Holdings Details

Diversified global ETF portfolio with a 50% all-world equity core, plus emerging markets, Europe, S&P 500, and a 10% gold allocation for balance.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	50.0%	0.19%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	20.0%	0.18%
VWCG.XETRA Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating • IE00BK5BQX27	IE00BK5BQX27	Acc	ETF	10.0%	0.1%
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	10.0%	0.03%
PPFB.XETRA iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	10.0%	0.12%
Total		Total			100.0%	0.16%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,850.36

Histogram of Monthly Returns

The portfolio had a positive return during 22 of the 30 months (73%)

Monthly Returns Heatmap

Best month: +5.0% • Worst month: -6.8% • Best year: 2024 (+22.5%) • Worst year: 2026 (+4.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.5%	+3.0%	-6.8%	+5.0%	-	-	-	-	-	-	-	-	+4.4%
2025	+4.4%	-1.1%	-4.8%	-3.1%	+4.9%	+0.8%	+4.1%	+0.1%	+4.3%	+4.6%	+0.0%	+1.0%	+15.4%
2024	+1.8%	+3.2%	+4.0%	-0.4%	+0.8%	+4.2%	+0.5%	-0.3%	+2.4%	+0.8%	+4.5%	-0.8%	+22.5%
2023	-	-	-	-	-	-	-	-	-	-	+4.1%	+3.2%	+7.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +17.99% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -18.0%.

Detailed Metrics

Returns

Total Return

+58.50%

Annualized Return

+20.78%

Avg Monthly Return

+1.59%

Risk

Volatility (Annual)

+12.13%

Max Drawdown

+17.99%

Positive Months

73%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.55

Risk-free rate: 2.0%

Sortino Ratio

1.43

Downside risk adjusted

Return/Volatility

1.71

Calmar Ratio

1.16

Return/Max Drawdown

Ulcer Index

3.45

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,850.36

Backtest Period

2023-11-01 to 2026-04-10
2.4 years

Rebalancing

annual

Base Currency

EUR