HomePortfoliosRAFI 3000

RAFI 3000

Created byuser-y1j4sa
None Rebalancing
USD
High Risk
10.9yr backtest

Performance Summary

Total Return+112.35%
Annualized Return+7.12%
Volatility+31.56%
Sharpe Ratio0.16
Max Drawdown+28.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio investing in 3000 fundamental-weighted stocks worldwide via a single diversified RAFI ETF for long-term growth.
AssetTypeAllocationTER
PSRW.SW
Invesco FTSE RAFI All World 3000 UCITS ETF • IE00B23LNQ02
ETF
100.0%0.39%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $21,235.38
Histogram of Monthly Returns
The portfolio had a positive return during 74 of the 117 months (63%)
Monthly Returns Heatmap
Best month: +14.5% • Worst month: -28.2% • Best year: 2025 (+26.5%) • Worst year: 2018 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+4.0%-7.5%+1.9%--------+2.5%
2025+3.7%+1.9%-2.1%-0.7%+4.8%+3.0%+0.7%+3.4%+2.6%+1.8%+1.9%+3.0%+26.5%
2024+0.3%+2.6%+3.8%-0.5%+3.9%-3.4%+4.0%+1.1%+2.0%-1.3%+1.4%-3.0%+11.1%
2023+6.0%-0.8%-1.7%+2.3%-3.3%+4.7%+4.5%-2.9%-1.5%-6.3%+9.0%+4.4%+14.0%
2022-2.7%-2.4%+5.1%-2.1%-2.4%-6.0%-1.9%-0.4%-8.6%+6.7%+7.9%-2.3%-9.9%
2021+2.9%+6.4%+1.4%+3.6%+4.7%-1.5%-1.9%-0.3%+1.8%+1.2%+3.1%-0.5%+22.6%
2020+0.5%--28.2%+10.4%+3.6%+0.5%+5.5%+3.7%-4.8%-1.6%+14.5%+3.4%+0.6%
2019+5.5%-+6.2%+1.6%-4.7%+2.9%+1.9%-5.2%+3.4%+2.4%+2.4%+3.5%+20.8%
2018+5.8%-1.0%-3.0%+1.7%-1.0%-1.3%+0.1%-1.1%+0.6%-6.0%-1.1%-7.3%-13.3%
2017-+3.9%+0.3%+0.7%+0.2%+1.5%+2.4%-0.5%+2.6%+1.7%+0.6%-+14.2%
2016--10.6%+8.9%+4.8%---+1.7%-+0.0%+1.7%+2.9%+8.6%
2015---+0.0%--------10.3%-10.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.70% • The longest drawdown period lasted for 2 years and 9 months and was between February 2018 and December 2020. It reached a trough of -28.7%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (100.0% of total allocation)

Total Dividends Received

$828.48

10 payments

Dividend Yield

0.52%

(annualized)

Avg Per Payment

$82.85

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026$67.05
2025$176.25
2024$133.82
2023$140.26
2022$199.96
2021$70.66
2015$40.48
Total$828.48

Detailed Metrics

Returns
Total Return
+112.35%
Annualized Return
+7.12%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+31.56%
Max Drawdown
+28.70%
Positive Months
63%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.16
Risk-free rate: 2.0%
Sortino Ratio
0.15
Downside risk adjusted
Return/Volatility
0.23
Calmar Ratio
0.25
Return/Max Drawdown
Ulcer Index
7.65
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$21,235.38
Backtest Period
2015-04-23 to 2026-04-02
10.9 years
Rebalancing
none
Base Currency
USD