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Pension plan 5

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Annual Rebalancing
EUR
Moderate Risk
3.8yr backtest

Performance Summary

Total Return+68.28%
Annualized Return+14.62%
Volatility+11.90%
Sharpe Ratio1.06
Max Drawdown+18.43%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
A globally diversified ETF portfolio covering all-world equities, emerging markets, small caps, US stocks, and gold for a balanced pension strategy.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
60.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
IGLD.XETRA
iShares Physical Gold EUR Hedged ETCIE0009JOT9U1
ETF
10.0%0.25%
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
10.0%0.07%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,827.74
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 46 months (67%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -6.5% • Best year: 2024 (+23.1%) • Worst year: 2022 (-3.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+2.6%-6.5%+8.0%--------+6.7%
2025+4.3%-2.1%-5.2%-2.9%+5.1%+1.1%+4.2%+0.4%+4.0%+4.3%+0.3%+0.9%+14.8%
2024+1.8%+3.2%+4.0%-1.2%+1.0%+4.1%+1.0%-0.4%+2.4%+1.0%+5.4%-1.4%+23.1%
2023+5.3%-0.8%+0.5%-0.3%+1.7%+3.0%+2.9%-1.3%-1.8%-2.8%+5.3%+3.9%+16.2%
2022------+3.6%-1.3%-6.0%+2.6%+2.2%-4.6%-3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.43% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -11.5%.

Detailed Metrics

Returns
Total Return
+68.28%
Annualized Return
+14.62%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+11.90%
Max Drawdown
+18.43%
Positive Months
67%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.06
Risk-free rate: 2.0%
Sortino Ratio
1.00
Downside risk adjusted
Return/Volatility
1.23
Calmar Ratio
0.79
Return/Max Drawdown
Ulcer Index
4.58
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,827.74
Backtest Period
2022-07-07 to 2026-04-30
3.8 years
Rebalancing
annual
Base Currency
EUR