Annual Rebalancing
GBP
Moderate Risk
15.1yr backtest

Performance Summary

Total Return+431.55%
Annualized Return+11.69%
Volatility+14.51%
Sharpe Ratio0.67
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 £53,154.99
Histogram of Monthly Returns
The portfolio had a positive return during 115 of the 183 months (63%)
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%+0.8%-2.2%+3.5%+0.0%---+13.9%
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%.
When could this portfolio get you to financial independence?

ACWI returned +11.69% a year over the 15 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+431.55%
Annualized Return
+11.69%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+14.51%
Max Drawdown
+25.44%
Positive Months
63%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
5.25
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£53,154.99
Backtest Period
2011-07-26 to 2026-09-04
15.1 years
Rebalancing
annual
Base Currency
GBP