HomePortfoliosPEA World (80%) + EM (20%)

PEA World (80%) + EM (20%)

PEA World + EM

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Monthly Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+106.07%
Annualized Return+11.08%
Volatility+15.91%
Sharpe Ratio0.57
Max Drawdown+33.07%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio blending 80% developed and 20% emerging markets for EUR-based growth with monthly rebalancing.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
80.0%0.38%
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF AccFR0013412020
ETF
20.0%0.3%
Total100.0%0.36%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,607.19
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 84 months (63%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -11.3% • Best year: 2021 (+26.4%) • Worst year: 2022 (-13.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.9%-5.7%+2.0%---------0.1%
2025+3.8%-1.8%-6.8%-3.9%+5.8%+1.3%+4.7%-0.5%+3.4%+4.4%-0.7%+0.3%+9.7%
2024+2.6%+3.6%+3.3%-1.4%+0.8%+4.7%+0.2%-0.3%+2.6%+0.6%+6.0%-0.4%+24.3%
2023+5.5%-0.5%+0.2%-0.2%+1.9%+3.7%+2.8%-1.5%-1.4%-3.5%+5.3%+3.3%+16.2%
2022-4.0%-2.5%+3.5%-2.2%-3.6%-5.3%+8.5%-1.3%-6.2%+2.7%+2.3%-5.7%-13.9%
2021+1.3%+2.7%+5.1%+1.4%-0.1%+4.4%+0.3%+2.8%-1.9%+4.4%+0.1%+3.3%+26.4%
2020-0.0%-7.9%-11.3%+9.2%+1.6%+2.8%+0.3%+4.9%-0.7%-1.7%+8.8%+2.5%+6.8%
2019-----1.9%+3.9%+3.0%-2.2%+3.3%+0.1%+3.9%+1.5%+12.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.07% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -15.9%.

Detailed Metrics

Returns
Total Return
+106.07%
Annualized Return
+11.08%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+15.91%
Max Drawdown
+33.07%
Positive Months
63%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
7.09
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,607.19
Backtest Period
2019-05-15 to 2026-04-02
6.9 years
Rebalancing
monthly
Base Currency
EUR