HomePortfoliosFLT - VWRA 1.1

FLT - VWRA 1.1

Optimize
None Rebalancing
USD
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+175.21%
Annualized Return+15.80%
Volatility+18.25%
Sharpe Ratio0.76
Max Drawdown+32.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 75% VWRA for broad equity exposure and 25% CNDX for targeted US tech growth.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
75.0%0.19%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
25.0%0.3%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $27,520.79
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 84 months (65%)
Monthly Returns Heatmap
Best month: +12.6% • Worst month: -9.2% • Best year: 2023 (+31.7%) • Worst year: 2022 (-23.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+0.0%-7.3%+12.6%+7.5%-0.3%------+14.0%
2025+3.2%-3.2%-5.0%+1.1%+7.5%+5.2%+2.5%+1.3%+3.8%+3.5%-0.7%+1.2%+21.5%
2024+1.2%+3.6%+2.9%-3.0%+3.0%+5.3%-0.0%+1.2%+2.8%-1.3%+4.0%-0.6%+20.5%
2023+7.8%-1.5%+4.3%+1.3%+1.6%+6.2%+3.6%-2.1%-4.2%-3.4%+9.6%+5.7%+31.7%
2022-6.9%-2.1%+3.4%-8.8%-2.5%-8.2%+7.7%-3.1%-8.5%+3.4%+4.5%-3.1%-23.0%
2021+0.3%+1.4%+2.4%+4.7%+0.9%+2.5%+1.4%+3.0%-3.9%+4.8%-0.7%+3.2%+21.3%
2020+0.2%-8.8%-9.2%+10.0%+4.0%+4.7%+5.6%+8.1%-3.4%-3.0%+11.2%+5.2%+24.3%
2019-------0.4%-3.4%+2.2%+2.9%+3.3%+3.2%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.28% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -28.7%.

Detailed Metrics

Returns
Total Return
+175.21%
Annualized Return
+15.80%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+18.25%
Max Drawdown
+32.28%
Positive Months
65%
Average Drawdown
-6.9%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
9.46
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$27,520.79
Backtest Period
2019-07-26 to 2026-06-19
6.9 years
Rebalancing
none
Base Currency
USD
FLT - VWRA 1.1 | +15.8% CAGR | ETF Backtest