HomePortfoliosAll-World with Momentum

All-World with Momentum

Optimize FIRE Projection
None Rebalancing
GBP
Moderate Risk
9.9yr backtest

Performance Summary

Total Return+246.92%
Annualized Return+13.42%
Volatility+15.82%
Sharpe Ratio0.72
Max Drawdown+24.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with 50% core world index and 50% momentum factor funds for diversified, growth-focused investing.
AssetTypeAllocationTER
SWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
IUMF.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
25.0%0.2%
IWFM.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
25.0%0.25%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £34,692.44
Histogram of Monthly Returns
The portfolio had a positive return during 75 of the 120 months (63%)
Monthly Returns Heatmap
Best month: +11.7% • Worst month: -7.7% • Best year: 2024 (+27.6%) • Worst year: 2022 (-8.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.1%+2.1%-6.1%+11.7%+8.9%+5.8%-7.7%+1.8%+0.4%---+16.4%
2025+5.5%-3.8%-7.6%-1.3%+6.5%+2.2%+4.8%-0.9%+4.3%+3.8%-1.2%-0.2%+11.7%
2024+3.7%+6.7%+4.1%-2.5%+1.5%+5.5%-2.4%-0.5%+0.6%+3.5%+5.7%-0.9%+27.6%
2023+0.7%-0.6%-0.9%+0.7%-1.7%+4.0%+1.5%+0.4%-0.5%-2.4%+4.7%+4.7%+10.7%
2022-7.6%-1.0%+6.9%-5.3%-2.4%-4.5%+5.7%+2.3%-2.8%+4.5%-0.2%-3.0%-8.3%
2021+0.3%-1.1%+2.3%+5.7%-2.6%+4.0%+1.0%+4.2%-1.3%+4.5%+0.8%+0.0%+18.7%
2020+2.0%-6.1%-7.0%+7.8%+6.3%+3.7%+0.1%+5.7%+0.8%-3.9%+7.2%+2.2%+18.8%
2019+3.9%+2.5%+3.6%+2.9%-0.4%+5.0%+6.3%-1.9%-0.0%-3.5%+3.3%-0.1%+23.2%
2018+0.8%+1.1%-5.6%+4.1%+5.0%+0.8%+2.6%+4.2%+0.6%-6.8%+0.4%-7.0%-0.8%
2017-0.1%+4.5%+0.9%-1.6%+3.4%-0.2%+1.5%+2.9%-1.6%+4.7%+0.2%+1.6%+17.1%
2016----------0.1%-1.1%+3.4%+2.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.69% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -18.6%.
When could this portfolio get you to financial independence?

All-World with Momentum returned +13.42% a year over the 10 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
+246.92%
Annualized Return
+13.42%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+15.82%
Max Drawdown
+24.69%
Positive Months
63%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
6.12
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£34,692.44
Backtest Period
2016-10-17 to 2026-09-04
9.9 years
Rebalancing
none
Base Currency
GBP