HomePortfoliosAll-World with Momentum

All-World with Momentum

Optimize
None Rebalancing
GBP
Moderate Risk
9.7yr backtest

Performance Summary

Total Return+252.98%
Annualized Return+13.96%
Volatility+15.73%
Sharpe Ratio0.76
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 £35,297.77
Histogram of Monthly Returns
The portfolio had a positive return during 73 of the 117 months (62%)
Monthly Returns Heatmap
Best month: +11.7% • Worst month: -7.6% • Best year: 2024 (+27.6%) • Worst year: 2022 (-8.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.1%+2.1%-6.1%+11.7%+8.9%+1.5%------+18.4%
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%.

Detailed Metrics

Returns
Total Return
+252.98%
Annualized Return
+13.96%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+15.73%
Max Drawdown
+24.69%
Positive Months
62%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
6.14
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£35,297.77
Backtest Period
2016-10-17 to 2026-06-12
9.7 years
Rebalancing
none
Base Currency
GBP
All-World with Momentum | +14.0% CAGR | ETF Backtest