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Developed World

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Monthly Rebalancing
GBP
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+147.93%
Annualized Return+14.28%
Volatility+15.64%
Sharpe Ratio0.79
Max Drawdown+25.59%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity ETF portfolio targeting North America, Europe, Asia Pacific, and Japan for broad market growth.
AssetTypeAllocationTER
VNRG.LSE
Vanguard FTSE North America UCITS ETF (USD) AccumulatingIE00BK5BQW10
ETF
40.0%0.08%
VERG.LSE
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) AccumulatingIE00BK5BQY34
ETF
15.0%0.1%
VDPG.LSE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) AccumulatingIE00BK5BQZ41
ETF
15.0%0.15%
VUKG.LSE
Vanguard FTSE 100 UCITS ETF (GBP) AccumulatingIE00BFMXYP42
ETF
15.0%0.09%
VJPB.LSE
Vanguard FTSE Japan UCITS ETF (USD) AccumulatingIE00BFMXYX26
ETF
15.0%0.1%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £24,793.03
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 83 months (65%)
Monthly Returns Heatmap
Best month: +12.9% • Worst month: -8.6% • Best year: 2024 (+29.2%) • Worst year: 2022 (-5.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+6.2%-7.5%+7.1%+6.9%+1.1%-2.1%-----+14.0%
2025+5.0%-2.1%-4.8%-1.1%+4.9%+2.3%+4.7%+0.7%+3.0%+5.5%-0.8%+1.0%+19.2%
2024+0.4%+3.2%+3.7%-1.7%+1.1%+2.7%+0.4%-0.2%-0.2%+0.4%+4.0%+12.9%+29.2%
2023+4.7%-0.6%+0.1%+0.3%-0.7%+2.9%+2.3%-1.7%+0.3%-3.3%+4.3%+4.9%+14.0%
2022-4.8%-0.5%+4.2%-2.5%-1.0%-5.4%+6.0%+0.7%-4.7%+1.6%+3.8%-2.1%-5.3%
2021-0.9%+0.6%+4.2%+3.3%-0.4%+2.7%+0.3%+2.8%-0.9%+1.8%+0.2%+2.3%+16.9%
2020-1.4%-6.6%-8.6%+6.8%+5.7%+3.3%-2.5%+4.6%+0.7%-3.4%+10.2%+2.8%+10.4%
2019--------+0.6%-2.4%+2.4%+0.9%+1.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.59% • The longest drawdown period lasted for 1 year and 1 month and was between December 2021 and February 2023. It reached a trough of -13.0%.

Detailed Metrics

Returns
Total Return
+147.93%
Annualized Return
+14.28%
Avg Monthly Return
+1.17%
Risk
Volatility (Annual)
+15.64%
Max Drawdown
+25.59%
Positive Months
65%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
4.72
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£24,793.03
Backtest Period
2019-09-26 to 2026-07-15
6.8 years
Rebalancing
monthly
Base Currency
GBP
Developed World | +14.3% CAGR | ETF Backtest