HomePortfoliosPEA World (80%) + Asia (20%)

PEA World (80%) + Asia (20%)

PEA World + Asia

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Monthly Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+109.17%
Annualized Return+11.32%
Volatility+15.98%
Sharpe Ratio0.58
Max Drawdown+32.20%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending global developed markets (80%) with Asian emerging markets (20%) for balanced growth potential.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
80.0%0.38%
PAASI.PA
Amundi PEA Asie Emergente (MSCI Emerging Asia) Screened UCITS ETF EUR (C/D)FR0013412012
ETF
20.0%0.3%
Total100.0%0.36%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,916.82
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 84 months (63%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -10.5% • Best year: 2021 (+25.8%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.1%-5.8%+1.9%---------0.0%
2025+3.4%-1.8%-7.0%-4.1%+6.0%+1.3%+4.8%-0.4%+3.5%+4.8%-1.0%+0.4%+9.6%
2024+2.4%+3.8%+3.1%-1.4%+1.1%+4.7%+0.1%-0.3%+3.0%+0.6%+6.1%-0.2%+25.4%
2023+5.7%-0.6%+0.3%-0.5%+2.1%+3.4%+2.8%-1.5%-1.3%-3.4%+5.0%+3.1%+15.6%
2022-4.3%-2.3%+3.2%-2.1%-3.5%-5.0%+8.2%-1.3%-6.5%+2.1%+3.0%-5.7%-14.1%
2021+1.6%+2.7%+4.8%+1.4%-0.3%+4.4%-0.0%+2.8%-1.9%+4.4%+0.3%+3.2%+25.8%
2020+0.1%-7.3%-10.5%+9.2%+1.4%+3.0%+0.5%+5.1%-0.5%-1.5%+8.5%+2.3%+8.6%
2019-----2.1%+3.9%+3.0%-2.0%+3.3%+0.2%+4.0%+1.4%+12.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.20% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -16.1%.

Detailed Metrics

Returns
Total Return
+109.17%
Annualized Return
+11.32%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+15.98%
Max Drawdown
+32.20%
Positive Months
63%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.05
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,916.82
Backtest Period
2019-05-15 to 2026-04-02
6.9 years
Rebalancing
monthly
Base Currency
EUR