Annual Rebalancing
USD
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+124.59%
Annualized Return+12.74%
Volatility+17.35%
Sharpe Ratio0.62
Max Drawdown+33.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with annual rebalancing for long-term growth in USD. Simple, strategic investing.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
100.0%0.19%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $22,459.25
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 82 months (65%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -11.0% • Best year: 2025 (+22.5%) • Worst year: 2022 (-18.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+1.4%-7.7%+10.0%--------+5.4%
2025+3.6%-2.2%-3.6%+0.8%+6.2%+4.6%+2.0%+2.0%+3.3%+2.6%+0.0%+1.6%+22.5%
2024+0.9%+3.3%+3.5%-2.8%+2.6%+3.6%+1.3%+1.7%+2.6%-1.8%+3.6%-1.9%+17.6%
2023+6.7%-2.3%+2.6%+1.6%-1.2%+6.0%+3.6%-2.6%-3.9%-3.5%+9.0%+5.3%+22.3%
2022-5.3%-1.7%+2.6%-7.2%-1.6%-8.2%+6.4%-2.9%-8.4%+4.3%+5.9%-2.1%-18.1%
2021-0.0%+2.2%+2.8%+4.2%+1.7%+1.0%+0.8%+2.4%-3.6%+4.2%-2.1%+3.9%+18.5%
2020-0.9%-9.3%-11.0%+9.0%+3.7%+3.7%+4.9%+6.8%-2.9%-2.9%+11.9%+4.9%+16.2%
2019-------0.5%-3.3%+2.6%+2.4%+2.9%+3.1%+7.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.62% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -26.1%.

Detailed Metrics

Returns
Total Return
+124.59%
Annualized Return
+12.74%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+17.35%
Max Drawdown
+33.62%
Positive Months
65%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
8.59
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$22,459.25
Backtest Period
2019-07-26 to 2026-04-24
6.7 years
Rebalancing
annual
Base Currency
USD
1° | +12.7% CAGR | ETF Backtest