HomePortfoliosPEA MSCI World (100%)

PEA MSCI World (100%)

Only World, Bourso

Created byuser-md9xjn
Monthly Rebalancing
EUR
Moderate Risk
2.2yr backtest

Performance Summary

Total Return+35.24%
Annualized Return+14.90%
Volatility+14.57%
Sharpe Ratio0.89
Max Drawdown+21.59%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio with monthly rebalancing, investing solely in global markets for long-term growth potential.
AssetTypeAllocationTER
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF EUR (Acc) • IE0002XZSHO1
ETF
100.0%0.2%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,524
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 27 months (63%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -8.0% • Best year: 2024 (+14.5%) • Worst year: 2025 (+6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.2%-4.8%+8.3%+5.4%-0.1%------+10.5%
2025+3.8%-2.5%-8.0%-3.9%+6.5%+0.8%+4.7%-0.4%+2.6%+4.2%-0.3%+0.1%+6.9%
2024----1.5%+1.3%+4.9%+0.2%-0.3%+1.4%+1.2%+7.4%-0.6%+14.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.59% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -21.6%.

Detailed Metrics

Returns
Total Return
+35.24%
Annualized Return
+14.90%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+14.57%
Max Drawdown
+21.59%
Positive Months
63%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
1.02
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
4.94
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,524
Backtest Period
2024-04-02 to 2026-06-05
2.2 years
Rebalancing
monthly
Base Currency
EUR