HomePortfoliosus value tilt 2

us value tilt 2

Optimize FIRE Projection
Annual Rebalancing
GBP
Moderate Risk
Multi-currency
9.8yr backtest

Performance Summary

Total Return+281.42%
Annualized Return+14.58%
Volatility+16.47%
Sharpe Ratio0.76
Max Drawdown+28.52%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio built with two core ETFs for diversified market and value factor exposure.
AssetTypeAllocationTER
MXUS.LSE
Invesco MSCI USA UCITS ETFIE00B60SX170
ETF
60.0%0.05%
IUVF.LSE
iShares Edge MSCI USA Value Factor UCITS ETFIE00BD1F4M44
ETF
40.0%0.2%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £38,142.29
Histogram of Monthly Returns
The portfolio had a positive return during 75 of the 119 months (63%)
Monthly Returns Heatmap
Best month: +13.0% • Worst month: -8.8% • Best year: 2021 (+29.7%) • Worst year: 2022 (-8.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.0%-4.7%+11.5%+13.0%+1.1%-3.9%+4.4%+0.6%---+26.8%
2025+5.0%-4.1%-7.2%-4.8%+5.3%+3.6%+6.0%+0.5%+4.2%+5.9%+0.4%+0.4%+14.9%
2024+1.3%+3.6%+4.6%-3.5%-0.0%+4.9%+0.3%-1.6%+0.5%+3.8%+7.3%-2.3%+20.0%
2023+4.2%+0.2%-1.3%-1.3%+0.2%+4.6%+2.5%-0.4%-0.3%-3.4%+4.8%+5.8%+16.2%
2022-5.1%-1.0%+5.5%-2.9%-1.2%-5.7%+6.6%+2.4%-4.8%+4.9%-2.2%-4.0%-8.2%
2021+1.5%+2.0%+6.7%+3.0%-0.9%+3.4%+0.5%+3.3%-0.5%+1.2%+3.2%+3.3%+29.7%
2020-0.9%-8.2%-8.8%+9.4%+4.7%+2.0%-2.2%+5.9%+0.1%-3.0%+9.6%+1.0%+7.7%
2019+5.2%+1.7%+2.4%+4.2%-4.0%+6.3%+7.3%-4.2%+2.3%-2.9%+4.3%+1.0%+25.2%
2018-0.5%-0.6%-5.8%+4.6%+5.2%+1.6%+2.7%+4.3%-0.1%-4.0%-0.4%-8.7%-2.8%
2017-1.5%+5.6%-0.8%-2.7%+1.3%-0.5%+0.8%+2.0%-1.5%+4.1%+1.7%+2.2%+10.8%
2016----------+4.3%+4.1%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.52% • The longest drawdown period lasted for 1 year and 3 months and was between August 2022 and December 2023. It reached a trough of -11.0%.
When could this portfolio get you to financial independence?

us value tilt 2 returned +14.58% a year over the 10 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
+281.42%
Annualized Return
+14.58%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+16.47%
Max Drawdown
+28.52%
Positive Months
63%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
5.54
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£38,142.29
Backtest Period
2016-11-02 to 2026-09-04
9.8 years
Rebalancing
annual
Base Currency
GBP