Annual Rebalancing
GBP
Moderate Risk
14.9yr backtest

Performance Summary

Total Return+419.72%
Annualized Return+11.67%
Volatility+14.55%
Sharpe Ratio0.66
Max Drawdown+25.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in 100% global equities with this ACWI ETF portfolio for diversified, long-term growth across all world markets.
AssetTypeAllocationTER
ACWI.LSE
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
100.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £51,972.27
Histogram of Monthly Returns
The portfolio had a positive return during 112 of the 180 months (62%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -9.0% • Best year: 2016 (+31.3%) • Worst year: 2022 (-8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+3.2%-6.0%+7.5%+6.3%-0.2%------+11.3%
2025+4.6%-3.5%-6.2%-2.4%+5.3%+2.9%+5.7%-0.2%+3.8%+5.1%-0.8%-0.1%+14.3%
2024+1.1%+4.1%+3.3%-1.8%+0.9%+4.5%-0.6%-0.5%+0.7%+2.5%+5.0%-0.7%+19.7%
2023+4.4%-0.7%+0.4%-0.1%+0.2%+3.6%+2.4%-1.2%-0.4%-3.1%+4.8%+4.7%+15.6%
2022-5.3%-1.5%+4.9%-3.1%-1.8%-4.8%+6.1%+1.5%-4.3%+1.4%+1.7%-3.0%-8.6%
2021-0.3%+0.4%+3.9%+3.9%-0.9%+3.9%+0.1%+3.1%-1.4%+2.7%+1.4%+1.9%+20.3%
2020-1.1%-6.2%-9.0%+7.8%+5.7%+3.5%-1.0%+4.9%+0.4%-3.2%+8.7%+2.4%+11.9%
2019+4.5%+1.6%+3.0%+3.1%-2.2%+5.3%+5.1%-3.2%+1.7%-2.7%+3.0%+1.1%+21.9%
2018-0.1%-0.7%-4.7%+3.9%+3.1%+0.6%+3.1%+1.5%+0.4%-5.7%+1.0%-6.4%-4.6%
2017-0.0%+4.5%+0.4%-2.1%+2.3%-0.3%+1.4%+2.5%-2.1%+3.4%+0.1%+2.2%+12.9%
2016-2.6%+2.7%+3.5%-0.6%+1.0%+8.7%+4.9%+1.4%+1.8%+4.7%-1.2%+3.8%+31.3%
2015+1.2%+2.6%+2.5%-0.3%-0.1%-5.3%+1.7%-4.8%-2.9%+6.2%+1.7%-0.1%+2.2%
2014-4.0%+2.9%+0.7%-0.3%+3.1%-0.1%+0.2%+3.5%-0.3%+1.9%+4.2%-1.1%+11.0%
2013+8.1%+4.4%+1.7%-0.1%+3.3%-3.6%+4.8%-4.3%+0.5%+5.2%-0.4%+0.3%+21.0%
2012+3.3%+3.7%+0.5%-3.1%-4.5%+3.4%+2.0%+0.9%+0.8%-0.3%+1.9%+0.3%+8.9%
2011-------2.7%-6.5%-5.0%+6.8%+0.1%+0.7%-6.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.44% • The longest drawdown period lasted for 1 year and 7 months and was between December 2021 and July 2023. It reached a trough of -15.0%.

Detailed Metrics

Returns
Total Return
+419.72%
Annualized Return
+11.67%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+14.55%
Max Drawdown
+25.44%
Positive Months
62%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
5.28
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£51,972.27
Backtest Period
2011-07-26 to 2026-06-29
14.9 years
Rebalancing
annual
Base Currency
GBP
ACWI | +11.7% CAGR | ETF Backtest