None Rebalancing
USD
Moderate Risk
11.5yr backtest

Performance Summary

Total Return+153.88%
Annualized Return+8.45%
Volatility+16.93%
Sharpe Ratio0.38
Max Drawdown+39.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global value factor ETF portfolio targeting undervalued companies worldwide for long-term growth potential and diversified equity exposure.
AssetTypeAllocationTER
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $25,387.85
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 139 months (63%)
Monthly Returns Heatmap
Best month: +16.6% • Worst month: -14.0% • Best year: 2025 (+40.4%) • Worst year: 2018 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.7%+4.3%-8.5%+3.3%--------+5.3%
2025+4.5%+2.4%-0.4%+0.6%+4.7%+4.1%-0.3%+5.7%+3.1%+3.5%+2.8%+4.1%+40.4%
2024+0.2%+1.1%+5.5%-3.9%+2.8%-1.4%+4.0%+0.3%+1.4%-3.2%+1.7%-2.9%+5.1%
2023+6.7%-1.3%+0.2%+1.0%-2.9%+7.1%+4.1%-2.6%-1.4%-4.8%+7.4%+5.5%+19.5%
2022-0.4%-0.6%+0.4%-5.4%+2.6%-9.9%+2.4%-3.2%-8.8%+7.0%+7.9%-0.5%-9.8%
2021+2.0%+6.0%+5.6%+0.9%+3.6%-2.2%-0.2%+0.9%-1.2%+0.4%-3.4%+6.8%+20.1%
2020-3.1%-10.3%-14.0%+5.5%+2.5%+1.1%-2.3%+5.7%-2.7%-3.8%+16.6%+4.4%-3.7%
2019+7.9%+1.6%-1.0%+1.7%-7.9%+6.7%+0.3%-4.8%+5.1%+3.4%+2.3%+2.6%+18.1%
2018+5.0%-3.5%-3.1%+3.0%-2.9%-1.9%+2.8%-1.4%+1.7%-7.1%+0.2%-7.1%-14.0%
2017+1.8%+2.4%+0.3%+0.6%+0.8%+1.3%+3.3%-0.5%+3.2%+2.9%+2.2%+2.2%+22.6%
2016-9.1%-0.3%+6.0%+1.8%+0.9%-4.2%+5.8%+2.1%+0.7%+0.0%+2.4%+2.3%+7.9%
2015-2.7%+6.7%-1.1%+3.0%+0.6%-2.1%+0.6%-6.7%-6.2%+8.3%-1.6%-1.4%-3.7%
2014---------+0.7%+1.5%-1.0%+1.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +39.30% • The longest drawdown period lasted for 3 years and was between January 2018 and February 2021. It reached a trough of -39.3%.

Detailed Metrics

Returns
Total Return
+153.88%
Annualized Return
+8.45%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+16.93%
Max Drawdown
+39.30%
Positive Months
63%
Average Drawdown
-8.2%
Risk-Adjusted
Sharpe Ratio
0.38
Risk-free rate: 2.0%
Sortino Ratio
0.36
Downside risk adjusted
Return/Volatility
0.50
Calmar Ratio
0.22
Return/Max Drawdown
Ulcer Index
10.41
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$25,387.85
Backtest Period
2014-10-06 to 2026-04-02
11.5 years
Rebalancing
none
Base Currency
USD