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PENSIONE BT PROXY

Created byuser-b8stsg
Annual Rebalancing
EUR
Low Risk
Multi-currency
6.7yr backtest
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Performance Summary

Total Return+97.40%
Annualized Return+10.63%
Volatility+5.75%
Sharpe Ratio1.50
Max Drawdown+10.21%

Holdings

Asset Allocation

Asset Class

Bonds 25.0%Money Market 20.0%Commodities 20.0%Equity 15.0%Precious Metals 15.0%Cryptocurrencies 5.0%
Holdings Details
Diversified ETF portfolio blending global stocks, bonds, gold, commodities, and Bitcoin for broad multi-asset exposure and risk management.
AssetTypeAllocationTER
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C • LU0290358497
ETF
20.0%0.1%
CBE3.LSE
iShares Euro Government Bond 1-3yr UCITS ETF (Acc) • IE00B3VTMJ91
ETF
20.0%0.15%
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
15.0%0.17%
EGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
15.0%0.12%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
15.0%0.85%
SHRIX.US
STONE RIDGE HIGH YIELD REINSURANCE RISK PREMIUM FUND CLASS I • US8617284000
FUND
5.0%1.85%
BTC-USD
Bitcoin
CRYPTO
5.0%-
UEQC.XETRA
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
5.0%0.34%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €19,739.52
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 82 months (70%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -3.4% • Best year: 2024 (+20.7%) • Worst year: 2022 (+2.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.2%-3.4%+1.4%+1.5%-1.3%-0.4%+3.1%+0.9%+0.6%--+6.7%
2025+2.6%-1.3%-1.5%-0.8%+1.3%-0.9%+2.3%+0.1%+3.5%+2.5%+0.2%+0.2%+8.3%
2024+2.1%+3.3%+4.1%+0.4%+0.3%+1.2%+0.3%-1.3%+1.6%+2.2%+5.0%-0.1%+20.7%
2023+2.7%+0.6%+0.9%-0.2%+1.4%+0.4%+0.2%-0.3%+1.2%+2.9%+0.3%+1.3%+12.0%
2022+0.4%+1.5%+2.8%+2.8%-2.7%-0.4%+1.6%+0.3%+0.6%+0.3%-3.3%-1.3%+2.5%
2021+1.0%+2.0%+5.1%-0.4%-2.5%+0.4%+1.8%+1.0%-0.5%+4.5%+0.3%-1.0%+12.3%
2020-0.5%-1.6%-2.0%+4.1%-0.4%-0.1%+1.1%+0.4%-0.7%+1.4%+2.2%+5.7%+9.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.21% • The longest drawdown period lasted for 9 months and was between September 2022 and July 2023. It reached a trough of -7.3%.
When could this portfolio get you to financial independence?

PENSIONE BT PROXY returned +10.63% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

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

Total Dividends Received

€1,214.20

43 payments

Dividend Yield

1.27%

(annualized)

Avg Per Payment

€28.24

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
YearDividends
2026€109.76
2025€250.13
2024€244.41
2023€133.39
2022€407.61
2021€26.47
2020€42.44
Total€1,214.20

Detailed Metrics

Returns
Total Return
+97.40%
Annualized Return
+10.63%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+5.75%
Max Drawdown
+10.21%
Positive Months
70%
Average Drawdown
-1.9%
Risk-Adjusted
Sharpe Ratio
1.50
Risk-free rate: 2.0%
Sortino Ratio
1.45
Downside risk adjusted
Return/Volatility
1.85
Calmar Ratio
1.04
Return/Max Drawdown
Ulcer Index
2.31
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€19,739.52
Backtest Period
2020-01-22 to 2026-10-16
6.7 years
Rebalancing
annual
Base Currency
EUR