None Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+59.31%
Annualized Return+7.00%
Volatility+19.09%
Sharpe Ratio0.26
Max Drawdown+31.94%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in emerging markets with this PEA-compliant ETF portfolio focused on ESG transition. A single, diversified MSCI Emerging Markets equity strategy.
AssetTypeAllocationTER
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF AccFR0013412020
ETF
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,931.07
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 84 months (62%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -13.4% • Best year: 2025 (+22.5%) • Worst year: 2022 (-15.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.9%+5.6%-9.4%+2.1%--------+4.3%
2025+3.8%+1.4%-2.2%-3.6%+3.4%+3.6%+4.1%-0.8%+7.0%+5.4%-2.3%+1.3%+22.5%
2024-2.5%+3.1%+2.1%+1.4%-1.3%+3.7%+0.5%-0.5%+7.8%-2.0%+0.2%+0.4%+13.1%
2023+6.9%-4.8%+0.7%-2.4%+0.2%+3.1%+4.8%-5.3%-0.4%-4.5%+3.9%+2.0%+3.2%
2022+0.1%-4.2%-1.5%-0.1%-2.2%-3.4%+2.1%+1.1%-8.4%-3.8%+9.9%-4.9%-15.3%
2021+4.1%+1.1%+1.3%-1.1%+0.9%+3.3%-6.3%+2.0%-1.5%+1.1%-1.9%+1.9%+4.4%
2020-5.3%-4.2%-13.4%+7.8%-1.3%+7.2%+2.6%+1.4%+1.3%+2.0%+6.6%+5.3%+8.3%
2019-----0.9%+3.9%+0.6%-3.9%+3.3%+1.3%+1.4%+5.7%+11.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.94% • The longest drawdown period lasted for 4 years and 5 months and was between February 2021 and July 2025. It reached a trough of -26.4%.

Detailed Metrics

Returns
Total Return
+59.31%
Annualized Return
+7.00%
Avg Monthly Return
+0.64%
Risk
Volatility (Annual)
+19.09%
Max Drawdown
+31.94%
Positive Months
62%
Average Drawdown
-11.4%
Risk-Adjusted
Sharpe Ratio
0.26
Risk-free rate: 2.0%
Sortino Ratio
0.24
Downside risk adjusted
Return/Volatility
0.37
Calmar Ratio
0.22
Return/Max Drawdown
Ulcer Index
13.22
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,931.07
Backtest Period
2019-05-15 to 2026-04-02
6.9 years
Rebalancing
none
Base Currency
EUR