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PEA

Created byuser-aw9qmc
Monthly Rebalancing
EUR
Moderate Risk
1.4yr backtest

Performance Summary

Total Return+36.25%
Annualized Return+23.86%
Volatility+14.02%
Sharpe Ratio1.56
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.
AssetTypeAllocationTER
DCAM.PA
Amundi PEA Monde (MSCI World) UCITS ETF Acc • FR001400U5Q4
ETF
65.0%0.2%
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc • FR0013412020
ETF
15.0%0.3%
LUTI.XETRA
Amundi STOXX Europe 600 Utilities UCITS ETF Acc • LU1834988864
ETF
10.0%0.3%
RS2K.PA
Amundi Russell 2000 UCITS ETF EUR (C) • LU1681038672
ETF
10.0%0.35%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,624.76
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 18 months (72%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -5.3% • Best year: 2025 (+17.6%) • Worst year: 2026 (+15.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.7%-5.3%+8.7%+5.0%+2.3%-2.1%+1.7%----+15.9%
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
+36.25%
Annualized Return
+23.86%
Avg Monthly Return
+1.79%
Risk
Volatility (Annual)
+14.02%
Max Drawdown
+14.58%
Positive Months
72%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.56
Risk-free rate: 2.0%
Sortino Ratio
1.44
Downside risk adjusted
Return/Volatility
1.70
Calmar Ratio
1.64
Return/Max Drawdown
Ulcer Index
2.62
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,624.76
Backtest Period
2025-03-11 to 2026-08-21
1.4 years
Rebalancing
monthly
Base Currency
EUR