HomePortfoliosUS Value Tilt
Optimize
Annual Rebalancing
GBP
Moderate Risk
Multi-currency
11.4yr backtest

Performance Summary

Total Return+327.35%
Annualized Return+13.59%
Volatility+16.27%
Sharpe Ratio0.71
Max Drawdown+29.42%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity ETF portfolio diversified across value and broad market strategies for long-term growth potential.
AssetTypeAllocationTER
UVAL.LSE
State Street SPDR MSCI USA Value UCITS ETF USDIE00BSPLC520
ETF
50.0%0.2%
MXUS.LSE
Invesco MSCI USA UCITS ETFIE00B60SX170
ETF
50.0%0.05%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £42,734.8
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 138 months (63%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -9.8% • Best year: 2016 (+36.7%) • Worst year: 2022 (-7.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+2.1%-4.6%+8.6%+12.1%-1.2%-0.8%-----+17.3%
2025+5.2%-4.1%-7.0%-4.8%+4.5%+3.5%+5.6%+0.8%+4.1%+5.8%+0.2%+0.8%+14.4%
2024+1.2%+3.5%+5.0%-3.3%+0.2%+4.5%+0.1%-2.1%+0.5%+3.2%+6.7%-3.3%+16.9%
2023+4.4%-0.1%-1.7%-1.5%-0.2%+4.5%+2.7%-0.8%-0.1%-3.3%+4.8%+6.3%+15.4%
2022-4.8%-0.8%+5.1%-2.4%-1.3%-5.7%+6.7%+2.2%-4.6%+5.1%-2.5%-4.0%-7.7%
2021+1.8%+1.9%+7.2%+3.1%-1.0%+3.3%+0.7%+3.2%-0.6%+1.0%+3.1%+3.5%+30.4%
2020-1.0%-8.3%-9.8%+9.6%+4.8%+1.8%-1.8%+5.6%+0.4%-3.1%+10.3%+0.8%+7.4%
2019+4.9%+1.8%+2.3%+3.9%-3.8%+6.2%+7.1%-4.1%+2.8%-3.0%+4.4%+0.6%+24.7%
2018-0.7%-0.6%-5.5%+3.9%+4.7%+2.2%+2.2%+4.0%-0.1%-4.6%+0.5%-9.0%-3.7%
2017-1.4%+5.3%-0.7%-2.7%+0.9%+0.1%+0.7%+1.7%-1.5%+3.5%+1.4%+2.2%+9.6%
2016-3.9%+5.0%+2.6%-1.3%+2.1%+8.0%+5.7%+1.3%+1.2%+4.8%+2.7%+4.0%+36.7%
2015-+0.4%+2.9%-2.7%+1.0%-4.6%+2.5%-4.3%-2.3%+7.1%+2.5%-0.2%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.42% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -11.6%.

Detailed Metrics

Returns
Total Return
+327.35%
Annualized Return
+13.59%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+16.27%
Max Drawdown
+29.42%
Positive Months
63%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
5.77
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£42,734.8
Backtest Period
2015-02-20 to 2026-07-16
11.4 years
Rebalancing
annual
Base Currency
GBP
US Value Tilt | +13.6% CAGR | ETF Backtest