None Rebalancing
USD
Low Risk
8.6yr backtest

Performance Summary

Total Return+16.66%
Annualized Return+1.81%
Volatility+4.42%
Sharpe Ratio-0.04
Max Drawdown+15.55%

Holdings

Asset Allocation

Asset Class

Bonds 100.0%
Holdings Details
A 100% global aggregate bond ETF portfolio for stable income and capital preservation in a single, diversified fund.
AssetTypeAllocationTER
AGGU.LSE
iShares Core Global Aggregate Bond UCITS ETF USD Hedged (Acc)IE00BZ043R46
ETF
100.0%0.1%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $11,666.2
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 105 months (56%)
Monthly Returns Heatmap
Best month: +3.5% • Worst month: -3.5% • Best year: 2019 (+8.2%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.2%+1.2%-1.8%+0.6%+0.5%+0.2%-0.1%-----+0.7%
2025+0.5%+0.8%-0.4%+1.0%-0.2%+0.8%+0.1%+0.4%+0.8%+0.6%+0.2%+0.0%+4.7%
2024-0.1%-0.6%+0.8%-1.7%+1.0%+0.8%+1.9%+1.2%+1.1%-1.5%+1.0%-0.4%+3.5%
2023+2.3%-1.7%+2.3%+0.5%-0.6%+0.1%-0.1%-0.1%-1.9%-0.6%+3.5%+3.0%+6.7%
2022-1.7%-1.6%-1.4%-2.9%-0.1%-1.6%+3.0%-2.9%-3.5%-0.0%+1.7%-0.9%-11.5%
2021-0.5%-1.9%-0.1%+0.3%+0.2%+0.5%+1.1%-0.2%-1.0%-0.2%+0.5%-0.4%-1.8%
2020+1.7%+0.7%-1.9%+2.8%-0.2%+0.4%+1.1%-0.8%+0.2%+0.4%+0.5%+0.2%+5.1%
2019+1.1%+0.0%+1.8%+0.1%+1.3%+1.4%+0.9%+2.2%-0.5%-0.2%+0.0%-0.2%+8.2%
2018-0.8%-0.2%+0.8%-0.4%+0.5%+0.2%-0.1%+0.4%-0.5%-0.1%+0.4%+1.5%+1.6%
2017-----------0.3%+0.2%-0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.55% • The longest drawdown period lasted for 4 years and 9 months and was between January 2021 and October 2025. It reached a trough of -15.6%.

Detailed Metrics

Returns
Total Return
+16.66%
Annualized Return
+1.81%
Avg Monthly Return
+0.15%
Risk
Volatility (Annual)
+4.42%
Max Drawdown
+15.55%
Positive Months
56%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
-0.04
Risk-free rate: 2.0%
Sortino Ratio
-0.04
Downside risk adjusted
Return/Volatility
0.41
Calmar Ratio
0.12
Return/Max Drawdown
Ulcer Index
5.78
Drawdown depth & duration
Martin Ratio
-0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$11,666.2
Backtest Period
2017-11-23 to 2026-07-03
8.6 years
Rebalancing
none
Base Currency
USD
AGGU | ETF Backtest