None Rebalancing
USD
Moderate Risk
15.5yr backtest

Performance Summary

Total Return+638.86%
Annualized Return+13.73%
Volatility+15.51%
Sharpe Ratio0.76
Max Drawdown+33.90%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in the entire S&P 500 with this simple, diversified ETF portfolio for long-term U.S. stock market growth and stability.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
100.0%0.07%
Total100.0%0.07%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $73,886.33
Histogram of Monthly Returns
The portfolio had a positive return during 126 of the 188 months (67%)
Monthly Returns Heatmap
Best month: +11.2% • Worst month: -10.0% • Best year: 2013 (+34.5%) • Worst year: 2022 (-18.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%-0.7%-6.3%+2.1%---------4.4%
2025+3.1%-3.6%-5.6%-0.6%+7.1%+5.1%+3.3%+1.2%+3.1%+2.9%+0.0%+0.9%+17.4%
2024+2.1%+4.1%+3.6%-3.3%+2.7%+5.7%+0.6%+1.3%+2.6%-0.1%+5.4%-1.6%+25.3%
2023+5.7%-1.4%+2.6%+1.8%+0.5%+6.6%+3.3%-1.2%-4.5%-3.2%+9.1%+5.4%+26.7%
2022-6.4%-1.8%+4.9%-7.9%-2.4%-8.1%+8.4%-2.7%-7.8%+5.8%+2.3%-3.1%-18.7%
2021+0.1%+3.0%+3.7%+5.2%+0.8%+2.0%+2.5%+3.1%-3.9%+5.8%-0.1%+4.2%+29.3%
2020+0.6%-9.7%-9.4%+10.6%+3.5%+2.3%+5.6%+7.8%-3.2%-3.2%+10.4%+3.8%+17.6%
2019+7.7%+3.5%+1.5%+3.8%-5.5%+6.2%+2.9%-2.9%+2.1%+1.8%+4.0%+2.6%+30.6%
2018+5.0%-2.9%-4.0%+1.8%+1.7%+1.1%+2.9%+3.1%+0.8%-6.8%+0.9%-8.2%-5.4%
2017+0.7%+4.6%+0.2%+0.8%+1.1%+0.9%+2.1%-0.1%+2.1%+2.5%+2.8%+2.1%+21.6%
2016-7.0%+2.2%+5.8%-0.3%+2.2%-0.5%+4.5%-0.0%+0.2%-1.6%+3.8%+2.3%+11.4%
2015-3.6%+5.3%-1.4%+1.1%+0.5%-1.9%+2.5%-5.5%-3.9%+9.4%-0.0%-1.1%+0.5%
2014-2.9%+4.5%+0.4%+0.5%+2.5%+2.4%-0.9%+3.3%-0.8%+1.6%+3.1%+0.7%+15.1%
2013+7.8%+1.6%+3.1%+1.8%+4.3%-2.6%+5.2%-3.5%+3.3%+4.9%+2.9%+1.8%+34.5%
2012+3.5%+4.5%+3.3%-0.7%-6.6%+4.2%+2.4%+2.0%+1.9%-1.9%+0.8%-1.4%+11.9%
2011+2.2%+3.5%+0.2%+2.4%-1.3%-2.2%-0.4%-10.0%-2.4%+11.2%-1.9%+2.5%+2.3%
2010--------+0.0%+5.9%-0.5%+6.8%+12.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.90% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -24.4%.

Detailed Metrics

Returns
Total Return
+638.86%
Annualized Return
+13.73%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+15.51%
Max Drawdown
+33.90%
Positive Months
67%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
6.35
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$73,886.33
Backtest Period
2010-09-15 to 2026-04-02
15.5 years
Rebalancing
none
Base Currency
USD