HomePortfoliosPEA gemini
Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+116.96%
Annualized Return+15.12%
Volatility+14.48%
Sharpe Ratio0.91
Max Drawdown+21.19%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio focused on US, Europe, and Asia with screened ESG and sector-specific holdings.
AssetTypeAllocationTER
PE500.PA
Amundi PEA S&P 500 Screened UCITS ETF AccFR0013412285
ETF
48.0%0.25%
PANX.PA
Amundi PEA US Tech Screened UCITS ETF AccFR0013412269
ETF
12.0%0.3%
FTGE.XETRA
First Trust Eurozone AlphaDEX UCITS ETF AccIE00B8X9NY41
ETF
10.0%0.65%
LUTI.XETRA
Amundi STOXX Europe 600 Utilities UCITS ETF AccLU1834988864
ETF
7.5%0.3%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
7.5%0.18%
PTPXE.PA
Amundi PEA Japon (TOPIX) UCITS ETF EUR AccFR0013411980
ETF
7.5%0.2%
PAASI.PA
Amundi PEA Asie Emergente (MSCI Emerging Asia) Screened UCITS ETF EUR (C/D)FR0013412012
ETF
7.5%0.3%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,696.14
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 67 months (66%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -7.3% • Best year: 2021 (+30.3%) • Worst year: 2022 (-17.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.7%-5.7%+10.7%+6.2%-------+14.8%
2025+2.4%-2.4%-7.3%-3.8%+6.3%+1.7%+5.0%-0.5%+3.9%+5.9%-0.5%+0.5%+10.8%
2024+3.9%+3.2%+3.5%-1.6%+2.3%+5.4%-0.6%-0.9%+1.5%+0.4%+6.2%+0.1%+25.8%
2023+5.9%+0.7%+1.4%-0.4%+4.0%+3.7%+2.1%-0.7%-2.3%-2.9%+6.4%+2.9%+22.4%
2022-5.8%-2.4%+3.7%-3.1%-3.3%-6.8%+10.3%-2.3%-6.3%+3.8%+1.3%-6.0%-17.0%
2021+1.2%+2.1%+5.7%+1.8%-0.6%+4.5%+1.7%+4.0%-2.6%+5.0%+1.0%+3.5%+30.3%
2020----------+0.1%+2.3%+2.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.19% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -18.7%.

Detailed Metrics

Returns
Total Return
+116.96%
Annualized Return
+15.12%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+14.48%
Max Drawdown
+21.19%
Positive Months
66%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.91
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.04
Calmar Ratio
0.71
Return/Max Drawdown
Ulcer Index
6.75
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,696.14
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
PEA gemini | +15.1% CAGR | ETF Backtest