None Rebalancing
GBP
Moderate Risk
14.8yr backtest

Performance Summary

Total Return+644.73%
Annualized Return+14.55%
Volatility+14.49%
Sharpe Ratio0.87
Max Drawdown+26.52%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity portfolio built with L&G index funds, targeting major developed and emerging markets for broad growth exposure.
AssetTypeAllocationTER
GB00B3VGBC62
L&G PMC North America Equity Index 3 PenGB00B3VGBC62
FUND
65.2%0.1%
GB00B4YKRJ18
L&G PMC Europe Ex UK Equity Index 3 PenGB00B4YKRJ18
FUND
12.3%0.1%
GB00B4XB7L79
L&G PMC World Emerg Mkt Eq Idx 3 Pension FundGB00B4XB7L79
FUND
10.5%0.2%
GB00B4ZFV486
L&G PMC Japan Equity Index 3 PenGB00B4ZFV486
FUND
5.4%0.1%
GB00B4MGHC41
L&G PMC UK Equity Index 5% Capped 3 PenGB00B4MGHC41
FUND
3.7%0.1%
GB00B4P7G503
L&G PMC Asia Pac Ex Jap Eq Idx 3 PenGB00B4P7G503
FUND
2.9%0.15%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £74,472.63
Histogram of Monthly Returns
The portfolio had a positive return during 122 of the 179 months (68%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -9.3% • Best year: 2016 (+32.5%) • Worst year: 2022 (-8.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.4%+2.5%-6.8%+8.9%+6.9%+0.2%-1.3%+2.8%+0.6%---+13.2%
2025+4.4%-4.1%-6.3%-2.4%+5.3%+2.5%+6.0%+0.7%+2.9%+4.7%-0.6%-0.1%+12.8%
2024+2.6%+3.2%+3.7%-1.6%+0.9%+4.0%-1.5%+0.5%+0.9%+3.4%+5.1%-0.4%+22.5%
2023+2.8%+0.9%-0.5%+1.2%+1.8%+2.1%+2.6%-0.5%-1.0%-2.6%+5.4%+4.6%+17.6%
2022-6.4%-1.0%+6.3%-2.8%-2.4%-4.8%+5.5%+2.5%-4.5%+2.1%-0.4%-2.4%-8.7%
2021+0.7%-0.2%+3.9%+4.8%-1.4%+4.2%+1.3%+3.8%-1.4%+2.4%+3.2%+1.5%+24.7%
2020+1.6%-6.9%-9.3%+10.4%+5.0%+2.3%-0.5%+5.3%-0.2%-2.2%+8.5%+1.2%+14.2%
2019+5.1%+2.4%+2.1%+5.0%-1.8%+4.3%+6.5%-2.8%+0.6%-2.2%+3.5%+0.5%+25.2%
2018+0.2%-1.3%-5.8%+4.6%+4.7%+0.6%+3.0%+3.2%+0.1%-6.2%+2.1%-7.9%-3.6%
2017+0.0%+3.7%+0.7%-1.9%+1.9%-0.4%+1.7%+1.3%-1.8%+4.3%+0.4%+2.1%+12.4%
2016-5.6%+6.0%+2.9%+0.5%+0.0%+6.3%+8.0%+1.4%+0.5%+5.5%-1.0%+4.7%+32.5%
2015+1.2%+2.2%+3.3%-1.9%+1.4%-5.8%+1.9%-4.5%-4.0%+9.0%+1.4%+0.1%+3.4%
2014-3.0%+3.0%+0.2%+0.4%+3.2%+0.2%+0.8%+3.3%-0.4%+1.4%+5.6%+0.1%+15.4%
2013+8.4%+3.9%+2.5%-0.1%+4.3%-3.6%+5.0%-3.5%+0.8%+4.2%-0.5%+0.8%+23.8%
2012+3.9%+4.1%+0.0%-2.3%-3.9%+1.7%+3.4%+0.6%+1.7%-0.7%+1.0%+0.4%+10.1%
2011----------+1.1%+5.3%+6.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.52% • The longest drawdown period lasted for 1 year and 7 months and was between December 2021 and July 2023. It reached a trough of -15.7%.
When could this portfolio get you to financial independence?

TEST returned +14.55% a year over the 15 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+644.73%
Annualized Return
+14.55%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+14.49%
Max Drawdown
+26.52%
Positive Months
68%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.87
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
4.80
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£74,472.63
Backtest Period
2011-11-23 to 2026-09-04
14.8 years
Rebalancing
none
Base Currency
GBP
TEST | +14.5% CAGR | ETF Backtest