Optimize
None Rebalancing
GBP
Moderate Risk
14.4yr backtest

Performance Summary

Total Return+562.67%
Annualized Return+14.04%
Volatility+14.58%
Sharpe Ratio0.83
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 £66,266.83
Histogram of Monthly Returns
The portfolio had a positive return during 118 of the 174 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%+5.9%--------+0.7%
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%.

Detailed Metrics

Returns
Total Return
+562.67%
Annualized Return
+14.04%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+14.58%
Max Drawdown
+26.52%
Positive Months
68%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
4.86
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£66,266.83
Backtest Period
2011-11-23 to 2026-04-14
14.4 years
Rebalancing
none
Base Currency
GBP
TEST | +14.0% CAGR | ETF Backtest