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Pension plan 5

Created byuser-7e98oc
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Annual Rebalancing
EUR
Moderate Risk
3.9yr backtest

Performance Summary

Total Return+77.42%
Annualized Return+15.87%
Volatility+11.93%
Sharpe Ratio1.16
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) Accumulating • IE00BK5BQT80
ETF
60.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
10.0%0.18%
IGLD.XETRA
iShares Physical Gold EUR Hedged ETC • IE0009JOT9U1
ETF
10.0%0.25%
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) Accumulating • IE00BFMXXD54
ETF
10.0%0.07%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,742.02
Histogram of Monthly Returns
The portfolio had a positive return during 32 of the 47 months (68%)
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%+5.4%-------+12.5%
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
+77.42%
Annualized Return
+15.87%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+11.93%
Max Drawdown
+18.43%
Positive Months
68%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.16
Risk-free rate: 2.0%
Sortino Ratio
1.10
Downside risk adjusted
Return/Volatility
1.33
Calmar Ratio
0.86
Return/Max Drawdown
Ulcer Index
4.53
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,742.02
Backtest Period
2022-07-07 to 2026-05-29
3.9 years
Rebalancing
annual
Base Currency
EUR