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Pensione v2

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Annual Rebalancing

EUR

Low Risk

Multi-currency

6.4yr backtest

Performance Summary

Total Return+91.54%

Annualized Return+10.74%

Volatility+6.00%

Sharpe Ratio1.46

Max Drawdown+9.88%

Holdings

Asset Allocation

Asset Class

Bonds 25.0%Money Market 20.0%Commodities 20.0%Precious Metals 15.0%Equity 15.0%Cryptocurrencies 5.0%

Holdings Details

Diversified ETF portfolio blending bonds, commodities, gold, global equities, and alternatives for balanced, multi-asset exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XEON.XETRA Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497	LU0290358497	Acc	ETF	20.0%	0.1%
CBE3.LSE iShares Euro Government Bond 1-3yr UCITS ETF (Acc) • IE00B3VTMJ91	IE00B3VTMJ91	Acc	ETF	20.0%	0.15%
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	15.0%	0.85%
EGLN.LSE iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	15.0%	0.12%
IMIE.PA SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66	IE00B3YLTY66	Acc	ETF	7.5%	0.17%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	7.5%	0.25%
SHRIX.US STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000	US8617284000	Dist	FUND	5.0%	1.85%
BTC-USD Bitcoin	-	-	CRYPTO	5.0%	-
UEQC.XETRA UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02	IE00BKFB6L02	Acc	ETF	5.0%	0.34%
Total		Total			100.0%	0.34%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €19,153.54

Histogram of Monthly Returns

The portfolio had a positive return during 55 of the 78 months (71%)

Monthly Returns Heatmap

Best month: +5.8% • Worst month: -3.5% • Best year: 2024 (+21.8%) • Worst year: 2022 (+2.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.1%	+2.1%	-3.5%	+1.9%	+1.7%	-1.1%	-	-	-	-	-	-	+3.0%
2025	+2.7%	-1.3%	-1.6%	-0.6%	+1.4%	-1.1%	+2.0%	+0.1%	+3.6%	+2.3%	+0.2%	+0.2%	+8.2%
2024	+2.5%	+3.7%	+4.2%	+0.4%	+0.4%	+1.4%	+0.0%	-1.3%	+1.6%	+2.3%	+5.1%	-0.0%	+21.8%
2023	+2.3%	+0.6%	+0.8%	-0.1%	+1.1%	+0.4%	+0.1%	-0.2%	+1.2%	+3.1%	+0.3%	+1.3%	+11.4%
2022	+0.1%	+1.5%	+3.0%	+2.6%	-2.8%	-0.3%	+1.5%	+0.4%	+0.7%	+0.5%	-3.4%	-1.3%	+2.4%
2021	+1.0%	+1.8%	+4.9%	-0.2%	-2.6%	+0.4%	+1.9%	+1.1%	-0.4%	+4.7%	+0.2%	-1.2%	+11.9%
2020	-0.3%	-1.6%	-1.7%	+4.0%	-0.3%	+0.1%	+1.2%	+0.5%	-0.7%	+1.3%	+1.9%	+5.8%	+10.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +9.88% • The longest drawdown period lasted for 11 months and was between September 2022 and September 2023. It reached a trough of -7.1%.

Dividend Income

Summary

This portfolio contains 2 distributing ETFs (20.0% of total allocation)

Total Dividends Received

€1,136.67

39 payments

Dividend Yield

1.27%

(annualized)

Avg Per Payment

€29.15

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€30.12	0.16%	2
2025	€251.78	1.43%	8
2024	€243.59	1.54%	8
2023	€133.65	1.00%	5
2022	€408.49	3.16%	6
2021	€26.62	0.22%	4
2020	€42.44	0.42%	6
Total	€1,136.67	1.27%	39

Detailed Metrics

Returns

Total Return

+91.54%

Annualized Return

+10.74%

Avg Monthly Return

+0.85%

Risk

Volatility (Annual)

+6.00%

Max Drawdown

+9.88%

Positive Months

71%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.46

Risk-free rate: 2.0%

Sortino Ratio

1.40

Downside risk adjusted

Return/Volatility

1.79

Calmar Ratio

1.09

Return/Max Drawdown

Ulcer Index

2.38

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€19,153.54

Backtest Period

2020-01-22 to 2026-06-05
6.4 years

Rebalancing

annual

Base Currency

EUR