HomePortfoliosFLT-VUAA/IWMO
Optimize
None Rebalancing
USD
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+141.89%
Annualized Return+13.70%
Volatility+17.52%
Sharpe Ratio0.67
Max Drawdown+33.18%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified, 100% equity ETF portfolio blending core Vanguard all-world exposure with a tactical iShares momentum factor allocation.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
20.0%0.25%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $24,188.96
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 84 months (64%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -10.2% • Best year: 2025 (+22.1%) • Worst year: 2022 (-18.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+1.2%-8.1%+11.9%+6.0%-0.4%------+12.7%
2025+4.0%-2.1%-4.0%+1.3%+6.6%+4.4%+1.5%+1.8%+3.5%+2.1%-0.0%+1.7%+22.1%
2024+1.7%+4.3%+3.8%-2.9%+2.9%+4.0%+0.6%+1.7%+2.5%-1.5%+3.7%-1.9%+20.1%
2023+5.5%-2.3%+2.2%+1.8%-1.9%+6.1%+3.4%-2.3%-3.9%-3.3%+9.0%+5.3%+20.2%
2022-6.0%-1.7%+3.2%-7.9%-1.8%-8.1%+5.9%-2.6%-8.1%+5.1%+5.6%-1.9%-18.1%
2021+0.2%+1.6%+2.2%+4.7%+1.1%+1.0%+1.0%+2.6%-3.5%+4.8%-2.3%+3.3%+17.6%
2020-0.1%-9.2%-10.2%+8.7%+3.8%+4.0%+5.4%+6.8%-2.7%-3.0%+11.2%+5.0%+18.6%
2019-------0.5%-2.8%+1.9%+2.2%+2.8%+2.9%+6.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.18% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -26.5%.

Detailed Metrics

Returns
Total Return
+141.89%
Annualized Return
+13.70%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+17.52%
Max Drawdown
+33.18%
Positive Months
64%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
9.04
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$24,188.96
Backtest Period
2019-07-26 to 2026-06-12
6.9 years
Rebalancing
none
Base Currency
USD
FLT-VUAA/IWMO | +13.7% CAGR | ETF Backtest