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Pension plan 4

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Annual Rebalancing

EUR

Moderate Risk

2.4yr backtest

Performance Summary

Total Return+52.00%

Annualized Return+18.72%

Volatility+13.52%

Sharpe Ratio1.24

Max Drawdown+20.94%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified global equity ETF portfolio blending all-world, emerging markets, small-cap, and US large-cap stocks for long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	60.0%	0.19%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	20.0%	0.18%
IUSN.XETRA iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31	IE00BF4RFH31	Acc	ETF	10.0%	0.35%
SPYL.XETRA State Street SPDR S&P 500 UCITS ETF USD Unhedged (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	10.0%	0.03%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,199.79

Histogram of Monthly Returns

The portfolio had a positive return during 21 of the 30 months (70%)

Monthly Returns Heatmap

Best month: +5.9% • Worst month: -6.5% • Best year: 2024 (+22.0%) • Worst year: 2026 (+3.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.5%	+2.6%	-6.1%	+5.3%	-	-	-	-	-	-	-	-	+3.9%
2025	+3.8%	-2.3%	-6.5%	-4.1%	+5.8%	+1.6%	+4.7%	-0.1%	+3.3%	+4.5%	-0.6%	+0.4%	+10.1%
2024	+1.8%	+3.6%	+3.5%	-1.3%	+0.8%	+4.7%	+0.6%	-0.8%	+2.4%	+0.5%	+5.9%	-1.2%	+22.0%
2023	-	-	-	-	-	-	-	-	-	-	+4.6%	+4.1%	+8.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +20.94% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -20.9%.

Detailed Metrics

Returns

Total Return

+52.00%

Annualized Return

+18.72%

Avg Monthly Return

+1.46%

Risk

Volatility (Annual)

+13.52%

Max Drawdown

+20.94%

Positive Months

70%

Average Drawdown

-3.0%

Risk-Adjusted

Sharpe Ratio

1.24

Risk-free rate: 2.0%

Sortino Ratio

1.14

Downside risk adjusted

Return/Volatility

1.38

Calmar Ratio

0.89

Return/Max Drawdown

Ulcer Index

4.26

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,199.79

Backtest Period

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

Rebalancing

annual

Base Currency

EUR