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Pension plan 6

Optimize
Annual Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+114.91%
Annualized Return+12.08%
Volatility+14.90%
Sharpe Ratio0.68
Max Drawdown+31.83%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Precious Metals 10.0%
Holdings Details
Diversified ETF portfolio blending global stocks, small caps, and gold for a balanced, long-term pension strategy.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
20.0%0.35%
IGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,490.7
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 82 months (65%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -11.3% • Best year: 2021 (+24.8%) • Worst year: 2022 (-12.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+2.7%-6.2%+4.6%--------+3.9%
2025+4.7%-2.3%-5.4%-2.8%+5.2%+0.9%+4.1%+0.8%+3.6%+4.0%+0.7%+0.7%+14.5%
2024+1.7%+3.1%+4.2%-1.6%+1.2%+3.4%+1.7%-0.4%+2.1%+1.1%+6.0%-1.9%+22.3%
2023+5.5%-0.3%-0.1%-0.3%+1.5%+3.1%+2.8%-1.2%-2.0%-3.0%+5.3%+4.5%+16.7%
2022-4.8%-0.6%+3.4%-2.1%-3.4%-5.8%+8.2%-1.6%-5.9%+3.3%+1.8%-4.5%-12.2%
2021+1.3%+2.3%+5.0%+1.7%+0.3%+3.2%+0.7%+2.6%-1.6%+4.0%-0.3%+3.5%+24.8%
2020-0.5%-7.6%-11.3%+9.6%+2.5%+2.3%+1.0%+4.6%-1.1%-1.4%+7.7%+3.1%+7.2%
2019------+0.2%-1.3%+2.5%+0.4%+3.5%+2.3%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.83% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -15.1%.

Detailed Metrics

Returns
Total Return
+114.91%
Annualized Return
+12.08%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+14.90%
Max Drawdown
+31.83%
Positive Months
65%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.56
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,490.7
Backtest Period
2019-07-25 to 2026-04-10
6.7 years
Rebalancing
annual
Base Currency
EUR
Pension plan 6 | +12.1% CAGR | ETF Backtest