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Pension plan 2

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Annual Rebalancing

EUR

Moderate Risk

2.5yr backtest

Performance Summary

Total Return+64.54%

Annualized Return+22.10%

Volatility+12.30%

Sharpe Ratio1.63

Max Drawdown+18.17%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%

Holdings Details

A diversified pension portfolio of global ETFs covering all-world equities, emerging markets, S&P 500, small caps, and gold for balanced long-term growth.

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%
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	10.0%	0.03%
IGLD.XETRA iShares Physical Gold EUR Hedged ETC • IE0009JOT9U1	IE0009JOT9U1	Acc	ETF	10.0%	0.25%
IUSN.XETRA iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31	IE00BF4RFH31	Acc	ETF	10.0%	0.35%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €16,453.94

Histogram of Monthly Returns

The portfolio had a positive return during 23 of the 30 months (77%)

Monthly Returns Heatmap

Best month: +8.5% • Worst month: -6.9% • Best year: 2024 (+22.0%) • Worst year: 2026 (+7.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.5%	+3.0%	-6.9%	+8.5%	-	-	-	-	-	-	-	-	+7.7%
2025	+4.1%	-1.9%	-4.7%	-2.9%	+4.9%	+1.4%	+4.1%	+0.4%	+4.3%	+4.4%	+0.1%	+1.0%	+15.6%
2024	+1.4%	+3.2%	+4.0%	-0.9%	+0.8%	+4.2%	+1.0%	-0.5%	+2.7%	+0.8%	+4.9%	-1.3%	+22.0%
2023	-	-	-	-	-	-	-	-	-	-	+4.4%	+3.8%	+8.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.17% • The longest drawdown period lasted for 6 months and was between February 2025 and August 2025. It reached a trough of -18.2%.

Detailed Metrics

Returns

Total Return

+64.54%

Annualized Return

+22.10%

Avg Monthly Return

+1.72%

Risk

Volatility (Annual)

+12.30%

Max Drawdown

+18.17%

Positive Months

77%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.63

Risk-free rate: 2.0%

Sortino Ratio

1.53

Downside risk adjusted

Return/Volatility

1.80

Calmar Ratio

1.22

Return/Max Drawdown

Ulcer Index

3.46

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€16,453.94

Backtest Period

2023-11-01 to 2026-04-30
2.5 years

Rebalancing

annual

Base Currency

EUR