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Pension plan 4

Created byuser-7e98oc
Optimize
Annual Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+100.44%
Annualized Return+10.69%
Volatility+14.65%
Sharpe Ratio0.59
Max Drawdown+30.83%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
A diversified global ETF portfolio with 60% all-world equities, 20% emerging markets, 10% bonds, and 10% small caps for long-term pension growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
60.0%0.19%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
20.0%0.18%
EUNA.XETRA
iShares Core Global Aggregate Bond UCITS ETF EUR Hedged (Acc) • IE00BDBRDM35
ETF
10.0%0.1%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,044.01
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 83 months (60%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -11.5% • Best year: 2021 (+21.0%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.8%-6.0%+8.5%+5.9%-------+13.7%
2025+3.5%-1.8%-5.6%-3.5%+5.0%+1.5%+4.0%+0.0%+3.1%+4.1%-0.6%+0.5%+10.0%
2024+1.3%+3.1%+3.3%-1.3%+0.7%+4.1%+0.8%-0.7%+2.3%+0.1%+5.2%-1.3%+18.9%
2023+5.2%-0.9%-0.1%-0.6%+1.5%+3.1%+2.9%-1.7%-1.4%-3.7%+5.4%+4.0%+14.1%
2022-3.6%-2.0%+2.1%-1.9%-2.8%-5.4%+7.3%-1.0%-6.5%+2.0%+2.8%-4.8%-13.6%
2021+1.8%+2.3%+4.4%+0.9%-0.0%+3.8%-0.6%+2.4%-1.5%+3.3%-0.3%+2.9%+21.0%
2020-1.6%-6.8%-11.5%+8.4%+1.6%+3.0%+0.4%+4.0%-0.3%-0.8%+8.1%+2.6%+5.5%
2019-------0.1%-2.0%+2.9%+0.3%+3.2%+2.7%+7.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.83% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -15.6%.

Detailed Metrics

Returns
Total Return
+100.44%
Annualized Return
+10.69%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+14.65%
Max Drawdown
+30.83%
Positive Months
60%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.20
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,044.01
Backtest Period
2019-07-25 to 2026-05-29
6.8 years
Rebalancing
annual
Base Currency
EUR