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Pension plan 6

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

Performance Summary

Total Return+118.10%
Annualized Return+12.22%
Volatility+14.82%
Sharpe Ratio0.69
Max Drawdown+31.73%

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) Accumulating • IE00BK5BQT80
ETF
70.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
20.0%0.35%
IGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €21,809.67
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 82 months (65%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -11.2% • Best year: 2021 (+25.5%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+2.8%-6.0%+7.3%--------+6.7%
2025+4.7%-2.3%-5.9%-3.4%+5.2%+0.5%+4.4%+0.6%+3.5%+4.1%+0.6%+0.5%+12.6%
2024+1.9%+3.1%+4.2%-1.5%+1.1%+3.5%+1.6%-0.6%+2.0%+1.3%+6.4%-1.8%+23.1%
2023+5.3%-0.0%-0.4%-0.4%+1.8%+2.9%+2.7%-1.1%-1.7%-3.0%+5.0%+4.4%+16.3%
2022-4.7%-0.6%+3.5%-1.5%-3.6%-5.5%+8.4%-1.4%-5.5%+3.1%+1.2%-4.7%-11.6%
2021+1.4%+2.4%+5.2%+1.5%+0.2%+3.4%+0.7%+2.6%-1.4%+4.0%-0.2%+3.5%+25.5%
2020-0.3%-7.6%-11.2%+9.5%+2.4%+2.1%+0.3%+4.6%-0.9%-1.3%+7.4%+2.9%+6.2%
2019------+0.2%-1.2%+2.6%+0.2%+3.6%+2.2%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.73% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -14.4%.

Detailed Metrics

Returns
Total Return
+118.10%
Annualized Return
+12.22%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+14.82%
Max Drawdown
+31.73%
Positive Months
65%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
6.46
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€21,809.67
Backtest Period
2019-07-25 to 2026-04-30
6.8 years
Rebalancing
annual
Base Currency
EUR