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Monthly Rebalancing
USD
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+82.42%
Annualized Return+9.32%
Volatility+12.37%
Sharpe Ratio0.59
Max Drawdown+24.98%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Bonds 30.0%
Holdings Details
A globally diversified ETF portfolio blending 70% worldwide equities and 30% hedged global bonds for balanced growth and stability.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
VAGU.LSE
Vanguard Global Aggregate Bond UCITS ETF USD Hedged AccumulatingIE00BG47KJ78
ETF
30.0%0.08%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $18,242.18
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 82 months (65%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -8.3% • Best year: 2023 (+17.6%) • Worst year: 2022 (-16.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.5%-6.1%+7.1%--------+3.9%
2025+2.6%-1.2%-2.6%+0.9%+4.2%+3.5%+1.4%+1.5%+2.6%+2.0%+0.0%+1.1%+17.0%
2024+0.5%+2.1%+2.7%-2.5%+2.1%+2.8%+1.4%+1.6%+2.2%-1.7%+2.9%-1.6%+13.0%
2023+5.3%-2.1%+2.5%+1.3%-1.0%+4.2%+2.5%-1.9%-3.2%-2.7%+7.5%+4.7%+17.6%
2022-4.3%-1.7%+1.2%-6.0%-1.1%-6.2%+5.4%-2.9%-7.0%+2.9%+4.8%-1.6%-16.3%
2021-0.2%+0.9%+1.9%+3.0%+1.3%+0.9%+0.9%+1.7%-2.9%+2.9%-1.3%+2.6%+12.0%
2020-0.1%-6.2%-8.3%+7.2%+2.6%+2.9%+3.8%+4.5%-1.9%-2.1%+8.5%+3.5%+13.9%
2019-------0.3%-1.6%+1.6%+1.7%+1.9%+2.2%+5.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.98% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -22.7%.

Detailed Metrics

Returns
Total Return
+82.42%
Annualized Return
+9.32%
Avg Monthly Return
+0.79%
Risk
Volatility (Annual)
+12.37%
Max Drawdown
+24.98%
Positive Months
65%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
7.37
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$18,242.18
Backtest Period
2019-07-26 to 2026-04-24
6.7 years
Rebalancing
monthly
Base Currency
USD