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Pension plan 2

Created byuser-7e98oc
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Annual Rebalancing
EUR
Moderate Risk
2.6yr backtest

Performance Summary

Total Return+75.55%
Annualized Return+23.85%
Volatility+12.44%
Sharpe Ratio1.76
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.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
50.0%0.19%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
20.0%0.18%
SPYL.XETRA
State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718
ETF
10.0%0.03%
IGLD.XETRA
iShares Physical Gold EUR Hedged ETC • IE0009JOT9U1
ETF
10.0%0.25%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,554.66
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 32 months (78%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -6.9% • Best year: 2024 (+22.0%) • Worst year: 2023 (+8.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+3.0%-6.9%+8.5%+5.7%+0.9%------+14.9%
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
+75.55%
Annualized Return
+23.85%
Avg Monthly Return
+1.82%
Risk
Volatility (Annual)
+12.44%
Max Drawdown
+18.17%
Positive Months
78%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.76
Risk-free rate: 2.0%
Sortino Ratio
1.65
Downside risk adjusted
Return/Volatility
1.92
Calmar Ratio
1.31
Return/Max Drawdown
Ulcer Index
3.39
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,554.66
Backtest Period
2023-11-01 to 2026-06-19
2.6 years
Rebalancing
annual
Base Currency
EUR