Annual Rebalancing
GBP
Moderate Risk
10.4yr backtest

Performance Summary

Total Return+168.34%
Annualized Return+9.94%
Volatility+10.76%
Sharpe Ratio0.74
Max Drawdown+22.50%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global equity portfolio for long-term growth, invested in a diversified multi-asset fund targeting a 2055 retirement date.
AssetTypeAllocationTER
GB00BZ6VKV28
Vanguard Target Retirement 2055 Fund Accumulation SharesGB00BZ6VKV28
FUND
100.0%0.24%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £26,834.22
Histogram of Monthly Returns
The portfolio had a positive return during 81 of the 126 months (64%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -9.7% • Best year: 2016 (+21.9%) • Worst year: 2022 (-8.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+3.6%-5.2%+4.9%+2.1%-------+6.7%
2025+3.7%-0.8%-4.4%-1.2%+3.5%+1.9%+3.8%+0.6%+2.8%+3.9%-0.4%+0.1%+13.9%
2024+0.0%+2.9%+3.0%-1.6%+2.1%+1.8%+1.0%+0.3%+0.1%+0.6%+3.8%-1.2%+13.2%
2023+4.3%-0.9%+0.5%+0.3%-0.8%+2.0%+2.0%-1.4%-0.4%-2.4%+4.1%+4.1%+11.9%
2022-3.1%-1.9%+2.3%-2.8%-0.2%-4.6%+5.6%-0.7%-5.8%+2.5%+4.4%-3.7%-8.4%
2021-0.7%+0.1%+3.1%+3.2%-0.4%+2.7%+0.3%+2.5%-1.8%+2.4%+0.4%+1.5%+14.1%
2020-0.4%-4.5%-9.7%+6.7%+4.9%+2.3%-1.1%+3.1%-0.4%-2.2%+7.9%+2.2%+7.6%
2019+3.8%+1.4%+2.9%+2.5%-2.0%+4.3%+3.2%-1.3%+1.0%-1.7%+1.8%+1.0%+18.1%
2018-0.2%-1.2%-2.6%+2.7%+3.0%+0.1%+2.5%+0.7%-0.0%-4.5%+0.7%-4.9%-4.1%
2017+0.3%+3.3%+0.6%-1.1%+2.4%-0.7%+1.0%+2.1%-1.6%+2.5%-0.3%+1.8%+10.8%
2016-1.8%+1.1%+3.0%-0.1%+0.8%+6.4%+4.1%+1.5%+1.0%+2.5%-1.4%+3.1%+21.9%
2015-----------+1.4%+1.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.50% • The longest drawdown period lasted for 2 years and was between December 2021 and December 2023. It reached a trough of -13.1%.

Detailed Metrics

Returns
Total Return
+168.34%
Annualized Return
+9.94%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+10.76%
Max Drawdown
+22.50%
Positive Months
64%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
4.31
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£26,834.22
Backtest Period
2015-12-17 to 2026-05-18
10.4 years
Rebalancing
annual
Base Currency
GBP