None Rebalancing
GBP
Moderate Risk
11.0yr backtest

Performance Summary

Total Return+306.77%
Annualized Return+13.55%
Volatility+13.44%
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 £40,677.35
Histogram of Monthly Returns
The portfolio had a positive return during 84 of the 134 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%+5.8%+0.0%-2.2%+4.2%-0.2%---+13.2%
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%.
When could this portfolio get you to financial independence?

Current returned +13.55% a year over the 11 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
+306.77%
Annualized Return
+13.55%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+13.44%
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
4.30
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£40,677.35
Backtest Period
2015-08-21 to 2026-09-04
11.0 years
Rebalancing
none
Base Currency
GBP