HomePortfoliosVALW / JPGL
Optimize
Monthly Rebalancing
USD
Moderate Risk
5.4yr backtest

Performance Summary

Total Return+91.29%
Annualized Return+12.81%
Volatility+12.89%
Sharpe Ratio0.84
Max Drawdown+23.12%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio blending value and multi-factor ETFs for broad market exposure and long-term growth potential.
AssetTypeAllocationTER
WVAL.LSE
State Street SPDR MSCI World Value UCITS ETF USD Unhedged (Acc)IE00BJXRT813
ETF
50.0%0.25%
JPGL.LSE
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
50.0%0.19%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,128.8
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 66 months (68%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -8.9% • Best year: 2025 (+27.4%) • Worst year: 2022 (-10.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+4.9%-6.9%+2.1%--------+3.8%
2025+4.3%+0.4%-0.3%+0.4%+3.9%+3.1%+0.3%+4.0%+1.5%+1.4%+3.1%+2.5%+27.4%
2024+0.4%+1.9%+4.3%-3.0%+2.4%-0.2%+3.7%+1.6%+1.5%-3.2%+2.4%-4.3%+7.2%
2023+6.0%-1.9%+0.9%+1.5%-3.6%+6.1%+3.7%-2.7%-2.3%-3.7%+7.7%+6.0%+18.2%
2022-2.1%-2.2%+3.1%-4.4%+0.1%-8.9%+4.7%-3.4%-8.6%+6.7%+6.7%-0.8%-10.2%
2021+1.5%+3.7%+4.5%+2.5%+2.5%-0.8%+1.5%+0.9%-2.9%+2.9%-1.8%+4.8%+20.8%
2020----------+2.5%+2.7%+5.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.12% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -23.1%.

Detailed Metrics

Returns
Total Return
+91.29%
Annualized Return
+12.81%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+12.89%
Max Drawdown
+23.12%
Positive Months
68%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
6.42
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,128.8
Backtest Period
2020-11-13 to 2026-04-02
5.4 years
Rebalancing
monthly
Base Currency
USD