HomePortfoliosFLT - VWRA/SGLD/CNDX

FLT - VWRA/SGLD/CNDX

Optimize
None Rebalancing
USD
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+167.84%
Annualized Return+15.35%
Volatility+15.84%
Sharpe Ratio0.84
Max Drawdown+28.32%

Holdings

Asset Allocation

Asset Class

Equity 85.0%Precious Metals 15.0%
Holdings Details
Diversified ETF portfolio with 85% global equities and 15% gold for balanced growth and stability across world markets.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
SGLD.LSE
Invesco Physical Gold ETCIE00B579F325
ETC
15.0%0.12%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
15.0%0.3%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $26,783.79
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 84 months (67%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -8.4% • Best year: 2025 (+28.0%) • Worst year: 2022 (-19.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.6%+1.3%-8.4%+9.6%+5.5%-1.9%------+10.1%
2025+3.9%-2.3%-2.5%+1.8%+5.8%+4.2%+2.0%+1.9%+5.0%+3.4%+0.6%+1.5%+28.0%
2024+0.9%+3.0%+3.8%-2.0%+2.7%+4.1%+0.9%+1.6%+3.1%-0.6%+2.9%-1.1%+20.6%
2023+7.2%-2.3%+4.4%+1.3%+0.6%+4.8%+3.5%-2.1%-4.2%-1.9%+8.4%+5.0%+26.6%
2022-5.8%-1.0%+3.0%-7.4%-2.4%-7.3%+5.8%-2.9%-7.6%+2.8%+5.2%-1.8%-19.0%
2021-0.1%+0.3%+2.0%+4.4%+1.9%+0.8%+1.5%+2.3%-3.7%+4.2%-1.0%+3.3%+16.8%
2020+0.5%-7.5%-7.9%+9.0%+3.5%+4.1%+6.3%+6.3%-3.3%-2.7%+8.5%+5.3%+22.3%
2019-------0.3%-1.8%+1.3%+2.8%+2.1%+3.3%+7.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.32% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -25.5%.

Detailed Metrics

Returns
Total Return
+167.84%
Annualized Return
+15.35%
Avg Monthly Return
+1.26%
Risk
Volatility (Annual)
+15.84%
Max Drawdown
+28.32%
Positive Months
67%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
7.91
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$26,783.79
Backtest Period
2019-07-26 to 2026-06-19
6.9 years
Rebalancing
none
Base Currency
USD
FLT - VWRA/SGLD/CNDX | +15.3% CAGR | ETF Backtest