HomePortfoliospea gemini 2
Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+121.75%
Annualized Return+15.58%
Volatility+14.76%
Sharpe Ratio0.92
Max Drawdown+22.03%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 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
56.0%0.25%
PANX.PA
Amundi PEA US Tech Screened UCITS ETF AccFR0013412269
ETF
14.0%0.3%
FTGE.XETRA
First Trust Eurozone AlphaDEX UCITS ETF AccIE00B8X9NY41
ETF
8.0%0.65%
LUTI.XETRA
Amundi STOXX Europe 600 Utilities UCITS ETF AccLU1834988864
ETF
6.0%0.3%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
6.0%0.18%
PTPXE.PA
Amundi PEA Japon (TOPIX) UCITS ETF EUR AccFR0013411980
ETF
5.0%0.2%
PAASI.PA
Amundi PEA Asie Emergente (MSCI Emerging Asia) Screened UCITS ETF EUR (C/D)FR0013412012
ETF
5.0%0.3%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,174.95
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 67 months (64%)
Monthly Returns Heatmap
Best month: +10.9% • Worst month: -7.9% • Best year: 2021 (+33.0%) • Worst year: 2022 (-17.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.0%-5.4%+10.9%+6.2%-------+14.0%
2025+2.2%-2.8%-7.9%-4.3%+6.4%+1.8%+5.5%-0.6%+3.8%+5.9%-0.5%+0.3%+9.3%
2024+4.2%+3.4%+3.6%-1.6%+2.3%+6.0%-0.8%-1.0%+1.5%+1.0%+6.7%+0.0%+28.0%
2023+5.8%+0.9%+1.4%-0.3%+4.4%+3.8%+2.1%-0.4%-2.3%-2.9%+6.4%+2.9%+23.5%
2022-5.9%-2.4%+4.4%-3.3%-3.6%-6.6%+10.7%-2.1%-6.1%+3.9%+0.4%-6.3%-17.1%
2021+1.2%+2.2%+6.0%+2.1%-0.8%+5.0%+1.9%+4.0%-2.7%+5.4%+1.5%+3.5%+33.0%
2020----------+0.1%+2.1%+2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.03% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and November 2023. It reached a trough of -18.8%.

Detailed Metrics

Returns
Total Return
+121.75%
Annualized Return
+15.58%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+14.76%
Max Drawdown
+22.03%
Positive Months
64%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.71
Return/Max Drawdown
Ulcer Index
6.78
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,174.95
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
pea gemini 2 | +15.6% CAGR | ETF Backtest