Home PortfoliosPEA

PEA

Created byuser-aw9qmc

Monthly Rebalancing

EUR

Moderate Risk

1.3yr backtest

Performance Summary

Total Return+35.50%

Annualized Return+26.50%

Volatility+14.41%

Sharpe Ratio1.70

Max Drawdown+14.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global ETF portfolio with 65% MSCI World, plus emerging markets, European utilities, and US small-cap equities for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
DCAM.PA Amundi PEA Monde (MSCI World) UCITS ETF Acc • FR001400U5Q4	FR001400U5Q4	Acc	ETF	65.0%	0.2%
PAEEM.PA Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc • FR0013412020	FR0013412020	Acc	ETF	15.0%	0.3%
LUTI.XETRA Amundi STOXX Europe 600 Utilities UCITS ETF Acc • LU1834988864	LU1834988864	Acc	ETF	10.0%	0.3%
RS2K.PA Amundi Russell 2000 UCITS ETF EUR (C) • LU1681038672	LU1681038672	Acc	ETF	10.0%	0.35%
Total		Total			100.0%	0.24%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,549.8

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 16 months (75%)

Monthly Returns Heatmap

Best month: +8.7% • Worst month: -5.3% • Best year: 2025 (+17.6%) • Worst year: 2026 (+15.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.4%	+2.7%	-5.3%	+8.7%	+5.0%	+1.3%	-	-	-	-	-	-	+15.2%
2025	-	-	+1.3%	-3.3%	+5.4%	+1.4%	+4.1%	-0.1%	+3.1%	+4.7%	-0.4%	+0.3%	+17.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +14.58% • The longest drawdown period lasted for 2 months and was between October 2025 and December 2025. It reached a trough of -3.3%.

Detailed Metrics

Returns

Total Return

+35.50%

Annualized Return

+26.50%

Avg Monthly Return

+1.97%

Risk

Volatility (Annual)

+14.41%

Max Drawdown

+14.58%

Positive Months

75%

Average Drawdown

-1.9%

Risk-Adjusted

Sharpe Ratio

1.70

Risk-free rate: 2.0%

Sortino Ratio

1.56

Downside risk adjusted

Return/Volatility

1.84

Calmar Ratio

1.82

Return/Max Drawdown

Ulcer Index

2.74

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,549.8

Backtest Period

2025-03-11 to 2026-06-26
1.3 years

Rebalancing

monthly

Base Currency

EUR