Optimize
None Rebalancing
GBP
Moderate Risk
10.8yr backtest

Performance Summary

Total Return+295.00%
Annualized Return+13.63%
Volatility+13.49%
Sharpe Ratio0.86
Max Drawdown+22.63%

Holdings

Asset Allocation

Asset Class

Equity 94.0%Precious Metals 6.0%
Holdings Details
Diversified ETF portfolio with 94% global equities and 6% gold for balanced growth across developed, emerging markets, and precious metals.
AssetTypeAllocationTER
MXWS.LSE
Invesco MSCI World UCITS ETF AccIE00B60SX394
ETF
79.0%0.05%
MXFP.LSE
Invesco MSCI Emerging Markets UCITS ETF AccIE00B3DWVS88
ETF
15.0%0.09%
SGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
6.0%0.12%
Total100.0%0.06%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £39,500.46
Histogram of Monthly Returns
The portfolio had a positive return during 82 of the 130 months (63%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -8.2% • Best year: 2016 (+31.1%) • Worst year: 2022 (-7.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+3.5%-6.3%+7.0%+4.6%-------+9.9%
2025+4.7%-3.3%-5.5%-2.0%+4.9%+2.5%+5.5%-0.0%+4.2%+5.2%-0.4%-0.0%+16.0%
2024+0.9%+3.8%+3.7%-1.5%+0.9%+4.1%-0.3%-0.4%+0.8%+2.6%+4.7%-0.6%+20.2%
2023+4.4%-0.8%+0.8%-0.1%+0.2%+3.1%+2.4%-1.1%-0.3%-2.6%+4.3%+4.5%+15.4%
2022-5.0%-1.1%+4.8%-2.8%-1.9%-4.4%+5.6%+1.6%-4.1%+1.0%+1.8%-2.7%-7.7%
2021-0.4%-0.0%+3.6%+3.7%-0.6%+3.5%+0.1%+3.2%-1.5%+2.5%+1.4%+1.7%+18.4%
2020-0.9%-5.4%-8.2%+7.5%+7.0%+2.1%-0.5%+4.5%+0.3%-2.8%+7.6%+2.6%+13.0%
2019+4.5%+1.3%+3.0%+2.9%-2.0%+5.5%+5.0%-2.5%+0.6%-1.4%+1.9%+1.2%+21.3%
2018+0.7%-1.3%-4.3%+3.0%+3.3%+0.0%+2.9%+1.5%+0.1%-5.2%+1.1%-5.8%-4.4%
2017+1.4%+2.6%+1.4%-1.8%+2.2%+0.0%+1.2%+2.9%-2.8%+3.6%-0.2%+2.2%+13.2%
2016-1.3%+0.7%+4.7%+3.2%-2.6%+9.8%+5.2%+0.3%+2.6%+4.7%-2.2%+3.2%+31.1%
2015--------1.6%+1.2%+3.9%-0.3%+1.9%+5.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.63% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -14.0%.

Detailed Metrics

Returns
Total Return
+295.00%
Annualized Return
+13.63%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+13.49%
Max Drawdown
+22.63%
Positive Months
63%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
4.35
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£39,500.46
Backtest Period
2015-08-21 to 2026-05-22
10.8 years
Rebalancing
none
Base Currency
GBP
Current | +13.6% CAGR | ETF Backtest