modern pentathlon

from The American Heritage® Dictionary of the English Language, 5th Edition.

• noun An athletic contest first held at the 1912 Olympics in which each participant competes in five events (running, swimming, horseback riding, fencing, and pistol shooting), with the running and shooting events now combined as a single event.

from Wiktionary, Creative Commons Attribution/Share-Alike License.

• noun An athletics event, where athletes compete in épée fencing, shooting, freestyle swimming, show jumping and cross country