HomePortfoliosFLT - VWRA 1
Optimize
None Rebalancing
USD
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+166.36%
Annualized Return+15.12%
Volatility+18.01%
Sharpe Ratio0.73
Max Drawdown+32.54%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity portfolio blending 80% VWRA for worldwide exposure and 20% CNDX for US tech growth through low-cost ETFs.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $26,636.23
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 85 months (66%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -9.6% • Best year: 2023 (+29.8%) • Worst year: 2022 (-22.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+0.3%-7.4%+12.2%+7.1%-0.8%+0.1%-----+13.0%
2025+3.3%-3.0%-4.8%+1.0%+7.3%+5.1%+2.4%+1.4%+3.7%+3.4%-0.6%+1.2%+21.7%
2024+1.1%+3.5%+3.0%-2.9%+2.9%+5.0%+0.2%+1.3%+2.7%-1.3%+3.9%-0.9%+20.0%
2023+7.5%-1.7%+3.9%+1.4%+1.1%+6.2%+3.6%-2.2%-4.1%-3.4%+9.5%+5.7%+29.8%
2022-6.6%-2.1%+3.3%-8.5%-2.3%-8.2%+7.4%-3.0%-8.4%+3.5%+4.8%-2.9%-22.1%
2021+0.3%+1.5%+2.5%+4.6%+1.1%+2.2%+1.2%+2.9%-3.9%+4.7%-0.9%+3.3%+20.8%
2020-0.0%-8.9%-9.6%+9.8%+3.9%+4.5%+5.5%+7.8%-3.3%-3.0%+11.4%+5.1%+22.7%
2019-------0.4%-3.4%+2.3%+2.8%+3.2%+3.2%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.54% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -28.2%.

Detailed Metrics

Returns
Total Return
+166.36%
Annualized Return
+15.12%
Avg Monthly Return
+1.26%
Risk
Volatility (Annual)
+18.01%
Max Drawdown
+32.54%
Positive Months
66%
Average Drawdown
-6.7%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
9.23
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$26,636.23
Backtest Period
2019-07-26 to 2026-07-10
7.0 years
Rebalancing
none
Base Currency
USD