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Test PEA mis a jour sans inde/healt

Created byuser-5c2v2y
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None Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+129.74%
Annualized Return+12.46%
Volatility+16.23%
Sharpe Ratio0.64
Max Drawdown+34.67%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio with core MSCI World, emerging markets, and targeted European/US small-cap and value equity allocations.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR Acc • LU1681043599
ETF
35.0%0.38%
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc • FR0013412020
ETF
21.0%0.3%
MMS.PA
Lyxor MSCI EMU Small Cap UCITS ETF EUR • FR0010168773
ETF
15.0%0.4%
LGWS.XETRA
Amundi MSCI EMU Value Factor UCITS ETF Dist • LU1598690169
ETF
12.0%0.4%
PANX.PA
Amundi PEA US Tech Screened UCITS ETF Acc • FR0013412269
ETF
6.0%0.3%
RS2K.PA
Amundi Russell 2000 UCITS ETF EUR (C) • LU1681038672
ETF
6.0%0.35%
SELD.XETRA
Amundi Stoxx Europe Select Dividend 30 UCITS ETF Dist • LU1812092168
ETF
5.0%0.3%
Total100.0%0.36%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €22,974.17
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 86 months (63%)
Monthly Returns Heatmap
Best month: +11.8% • Worst month: -14.6% • Best year: 2021 (+23.1%) • Worst year: 2022 (-15.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.2%-6.0%+9.7%+6.4%+0.1%------+14.7%
2025+3.8%-0.7%-5.4%-2.7%+6.1%+1.4%+4.1%+0.1%+2.8%+4.3%-0.1%+1.0%+15.0%
2024+1.5%+2.4%+4.0%-0.9%+2.1%+2.2%+1.1%-0.6%+2.1%-0.2%+4.3%-0.1%+19.2%
2023+7.0%+0.5%-1.1%-0.1%+1.1%+3.6%+3.2%-1.9%-1.8%-4.1%+6.1%+3.3%+16.3%
2022-3.6%-3.1%+2.2%-2.0%-2.4%-7.2%+7.5%-1.9%-6.8%+3.9%+3.1%-4.9%-15.2%
2021+1.4%+3.1%+4.8%+1.3%+0.6%+3.2%-0.2%+2.9%-2.1%+3.8%-1.0%+3.5%+23.1%
2020-1.1%-7.3%-14.6%+8.8%+2.2%+4.0%+0.1%+4.8%-1.0%-2.3%+11.8%+3.5%+6.3%
2019-----1.1%+4.1%+2.1%-2.4%+3.5%+1.0%+3.4%+2.2%+13.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.67% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -18.5%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (32.0% of total allocation)

Total Dividends Received

€880.14

27 payments

Dividend Yield

0.86%

(annualized)

Avg Per Payment

€32.60

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2025€195.84
2024€161.15
2023€49.92
2022€159.65
2021€107.35
2020€84.99
2019€121.24
Total€880.14

Detailed Metrics

Returns
Total Return
+129.74%
Annualized Return
+12.46%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+16.23%
Max Drawdown
+34.67%
Positive Months
63%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.88
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€22,974.17
Backtest Period
2019-05-27 to 2026-06-26
7.1 years
Rebalancing
none
Base Currency
EUR