HomePortfoliosCTO Vanguard FTSE All-World

CTO Vanguard FTSE All-World

vanguard

None Rebalancing
EUR
Moderate Risk
Multi-currency
7.1yr backtest

Performance Summary

Total Return+131.46%
Annualized Return+12.60%
Volatility+16.70%
Sharpe Ratio0.63
Max Drawdown+33.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global equity portfolio built with a single Vanguard ETF for diversified, long-term growth across developed and emerging markets.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
100.0%0.19%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,145.96
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 86 months (66%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -10.7% • Best year: 2021 (+27.3%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+2.8%-5.9%+9.0%+6.1%+1.1%-1.6%+2.3%----+14.5%
2025+3.7%-2.2%-7.2%-3.6%+5.7%+0.5%+3.9%+1.1%+2.9%+4.0%-0.2%+0.3%+8.5%
2024+3.0%+3.3%+3.6%-1.7%+0.9%+4.9%+0.3%-0.4%+1.8%+0.5%+6.6%-0.2%+24.8%
2023+5.1%+0.4%+0.1%-0.0%+1.8%+3.9%+2.8%-1.2%-1.5%-3.6%+5.9%+3.9%+18.6%
2022-4.1%-1.6%+3.9%-2.6%-3.3%-5.9%+9.0%-1.0%-6.2%+3.4%+0.4%-4.6%-13.0%
2021+0.7%+2.7%+5.8%+1.6%+0.3%+3.8%+0.6%+2.9%-1.6%+4.4%-0.2%+3.5%+27.3%
2020+0.6%-9.0%-10.7%+8.9%+2.7%+2.1%-0.6%+7.3%-2.3%-2.3%+8.3%+3.6%+6.5%
2019------+0.1%-3.1%+3.9%+0.3%+4.3%+1.4%+6.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.62% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+131.46%
Annualized Return
+12.60%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+16.70%
Max Drawdown
+33.62%
Positive Months
66%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.96
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,145.96
Backtest Period
2019-07-26 to 2026-08-21
7.1 years
Rebalancing
none
Base Currency
EUR