HomePortfoliospea gemini 3
Optimize
None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+127.80%
Annualized Return+16.15%
Volatility+15.23%
Sharpe Ratio0.93
Max Drawdown+23.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio focused on US & European equities, with tech, utilities, and Asia Pacific exposure for long-term growth.
AssetTypeAllocationTER
PE500.PA
Amundi PEA S&P 500 Screened UCITS ETF AccFR0013412285
ETF
68.0%0.25%
PANX.PA
Amundi PEA US Tech Screened UCITS ETF AccFR0013412269
ETF
17.0%0.3%
FTGE.XETRA
First Trust Eurozone AlphaDEX UCITS ETF AccIE00B8X9NY41
ETF
4.0%0.65%
LUTI.XETRA
Amundi STOXX Europe 600 Utilities UCITS ETF AccLU1834988864
ETF
3.0%0.3%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
3.0%0.18%
PTPXE.PA
Amundi PEA Japon (TOPIX) UCITS ETF EUR AccFR0013411980
ETF
2.5%0.2%
PAASI.PA
Amundi PEA Asie Emergente (MSCI Emerging Asia) Screened UCITS ETF EUR (C/D)FR0013412012
ETF
2.5%0.3%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,780.41
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 67 months (64%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -8.8% • Best year: 2021 (+36.6%) • Worst year: 2022 (-17.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+0.1%-5.0%+11.1%+6.3%-------+12.7%
2025+1.9%-3.4%-8.8%-5.1%+6.5%+1.9%+6.4%-0.7%+3.6%+6.1%-0.4%+0.1%+7.1%
2024+4.6%+3.7%+3.7%-1.5%+2.3%+6.9%-1.1%-1.2%+1.5%+1.8%+7.3%-0.1%+31.2%
2023+5.4%+1.1%+1.4%-0.1%+5.0%+3.9%+2.2%+0.1%-2.3%-2.9%+6.2%+2.9%+24.9%
2022-6.1%-2.4%+5.4%-3.6%-4.1%-6.3%+11.3%-1.8%-5.7%+3.9%-0.9%-6.8%-17.2%
2021+1.3%+2.5%+6.2%+2.4%-1.1%+5.7%+2.2%+3.9%-2.5%+5.8%+2.2%+3.4%+36.6%
2020----------+0.1%+1.8%+1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.27% • The longest drawdown period lasted for 1 year and 8 months and was between December 2021 and September 2023. It reached a trough of -18.8%.

Detailed Metrics

Returns
Total Return
+127.80%
Annualized Return
+16.15%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+15.23%
Max Drawdown
+23.27%
Positive Months
64%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.87
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
6.86
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,780.41
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
pea gemini 3 | +16.2% CAGR | ETF Backtest