HomePortfoliosLS80 / VALW

LS80 / VALW

Created byuser-y1j4sa
Optimize
None Rebalancing
GBP
Moderate Risk
5.6yr backtest

Performance Summary

Total Return+63.69%
Annualized Return+9.23%
Volatility+11.79%
Sharpe Ratio0.61
Max Drawdown+12.75%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified portfolio blending Vanguard's 80% equity fund with a global value ETF for growth and stability in global markets.
AssetTypeAllocationTER
GB00B4PQW151
Vanguard LifeStrategy 80% Equity Fund A Acc • GB00B4PQW151
FUND
70.0%0.22%
VALW.LSE
State Street SPDR MSCI World Value UCITS ETF USD Unhedged (Acc) • IE00BJXRT813
ETF
30.0%0.25%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £16,369.07
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 68 months (65%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -8.5% • Best year: 2025 (+17.3%) • Worst year: 2022 (-6.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+4.4%-5.4%+1.5%--------+1.9%
2025+4.1%-0.5%-4.0%-1.5%+3.5%+2.0%+3.7%+1.1%+2.8%+4.3%+0.3%+0.6%+17.3%
2024+0.0%+2.7%+3.6%-1.8%+1.9%+1.2%+1.1%-0.2%-0.3%+0.5%+3.4%-1.3%+11.2%
2023+4.5%-0.6%+0.1%+1.5%-0.9%+2.6%+2.2%-1.3%+0.3%-2.7%+3.9%+4.5%+14.6%
2022-2.5%-1.5%+2.4%-2.4%+0.2%-5.1%+5.0%-0.4%-5.5%+2.6%+4.2%-3.1%-6.5%
2021-0.3%+0.9%+4.1%+2.5%-0.0%+2.2%+0.2%+2.4%-1.2%+1.6%+0.4%+2.3%+16.0%
2020---------8.5%-2.7%+8.8%+2.3%-1.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.75% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -11.5%.

Detailed Metrics

Returns
Total Return
+63.69%
Annualized Return
+9.23%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+11.79%
Max Drawdown
+12.75%
Positive Months
65%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
3.63
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£16,369.07
Backtest Period
2020-09-02 to 2026-04-02
5.6 years
Rebalancing
none
Base Currency
GBP