HomePortfoliosPEA MSCI World (100%)

PEA MSCI World (100%)

Only World, Bourso

Created byuser-md9xjn
Monthly Rebalancing
EUR
Moderate Risk
2.0yr backtest

Performance Summary

Total Return+21.01%
Annualized Return+10.01%
Volatility+14.86%
Sharpe Ratio0.54
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 €12,100.8
Histogram of Monthly Returns
The portfolio had a positive return during 16 of the 25 months (64%)
Monthly Returns Heatmap
Best month: +7.4% • Worst month: -8.0% • Best year: 2024 (+14.5%) • Worst year: 2026 (-1.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.2%-4.8%+2.0%---------1.2%
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
+21.01%
Annualized Return
+10.01%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+14.86%
Max Drawdown
+21.59%
Positive Months
64%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
5.13
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,100.8
Backtest Period
2024-04-02 to 2026-04-02
2.0 years
Rebalancing
monthly
Base Currency
EUR