HomePortfoliosMsci EMEA PEA
None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+96.83%
Annualized Return+5.88%
Volatility+19.00%
Sharpe Ratio0.20
Max Drawdown+36.36%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in a diversified EMEA emerging markets portfolio with this MSCI ESG-focused ETF for targeted growth in Europe, Middle East, and Africa.
AssetTypeAllocationTER
PLEM.PA
Amundi PEA Emergent EMEA (MSCI Emerging EMEA) ESG Transition UCITS ETF AccFR0011440478
ETF
100.0%0.55%
Total100.0%0.55%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,682.72
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 144 months (59%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -13.7% • Best year: 2017 (+20.6%) • Worst year: 2022 (-15.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.8%+2.1%-8.7%+1.7%--------+2.2%
2025+4.0%+0.3%-1.6%-2.8%+2.3%+0.1%+5.2%-1.1%+5.0%+2.2%-1.1%+2.5%+15.7%
2024+0.3%+0.6%+2.0%+2.4%-4.4%+5.2%+2.8%-1.2%+4.1%+0.1%-0.2%+1.7%+13.8%
2023+7.1%-4.8%+0.6%-2.6%+0.6%+2.7%+4.8%-5.1%-0.1%-1.6%+3.6%+2.9%+7.8%
2022-0.2%-3.8%-1.8%-0.2%-1.8%-3.6%+2.1%+1.0%-8.5%-4.2%+10.1%-5.2%-15.9%
2021+4.1%+1.0%+1.8%-1.2%+1.0%+3.4%-6.3%+2.0%-1.7%+1.0%-1.9%+1.9%+4.7%
2020-5.0%-4.3%-13.7%+7.8%-1.2%+7.0%+3.0%+1.2%+1.3%+1.9%+6.7%+4.8%+7.8%
2019+8.7%-0.3%+2.4%+1.8%-6.6%+3.9%+0.7%-4.0%+3.4%+1.1%+1.5%+5.4%+18.5%
2018+4.4%-3.2%-1.8%+0.5%-0.3%-4.4%+2.6%-3.1%+0.1%-6.9%+4.5%-2.7%-10.3%
2017+4.2%+4.1%+2.3%-0.3%-0.4%-0.5%+2.3%+1.6%+0.4%+4.8%-1.8%+2.4%+20.6%
2016-6.2%+0.8%+8.0%-1.1%-1.1%+4.7%+4.7%+1.8%+1.3%+2.0%-1.1%+0.0%+13.9%
2015+7.8%+4.8%+2.6%+3.1%-2.1%-5.2%-5.1%-11.0%-2.2%+8.3%+1.2%-6.2%-5.9%
2014-----1.0%+2.1%+3.5%+4.8%-4.0%+1.5%-0.1%-2.4%+4.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +36.36% • The longest drawdown period lasted for 3 years and 11 months and was between February 2021 and February 2025. It reached a trough of -26.5%.

Detailed Metrics

Returns
Total Return
+96.83%
Annualized Return
+5.88%
Avg Monthly Return
+0.55%
Risk
Volatility (Annual)
+19.00%
Max Drawdown
+36.36%
Positive Months
59%
Average Drawdown
-11.1%
Risk-Adjusted
Sharpe Ratio
0.20
Risk-free rate: 2.0%
Sortino Ratio
0.19
Downside risk adjusted
Return/Volatility
0.31
Calmar Ratio
0.16
Return/Max Drawdown
Ulcer Index
13.15
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,682.72
Backtest Period
2014-05-28 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR