Annual Rebalancing
GBP
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+130.19%
Annualized Return+13.13%
Volatility+15.05%
Sharpe Ratio0.74
Max Drawdown+25.41%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio investing 100% in developed world markets through a low-cost Vanguard ETF for growth.
AssetTypeAllocationTER
VHVG.LSE
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
100.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £23,019.24
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 82 months (61%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -8.4% • Best year: 2021 (+23.3%) • Worst year: 2022 (-8.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.1%+3.3%-5.9%+7.6%+6.7%-0.3%------+11.3%
2025+4.8%-3.7%-6.5%-2.2%+5.6%+2.7%+5.7%-0.2%+3.3%+5.2%-0.7%-0.0%+13.8%
2024+1.4%+3.9%+3.6%-2.1%+0.9%+4.4%-0.3%-0.4%+0.1%+2.4%+5.5%-0.8%+20.0%
2023+4.1%-0.0%+0.4%+0.2%+0.7%+3.5%+2.1%-0.6%-0.4%-3.1%+4.9%+4.9%+17.5%
2022-6.2%-1.2%+5.5%-3.5%-1.8%-5.2%+6.9%+1.2%-4.2%+2.2%+0.9%-2.9%-8.7%
2021-0.7%+0.7%+4.7%+4.0%-0.9%+3.8%+1.1%+3.3%-1.4%+3.0%+1.6%+2.5%+23.3%
2020-0.3%-6.6%-8.4%+8.0%+6.1%+2.9%-1.6%+5.3%+0.5%-3.6%+9.1%+2.1%+12.6%
2019--------+0.7%-2.7%+3.1%+0.6%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.41% • The longest drawdown period lasted for 1 year and 7 months and was between December 2021 and July 2023. It reached a trough of -15.3%.

Detailed Metrics

Returns
Total Return
+130.19%
Annualized Return
+13.13%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+15.05%
Max Drawdown
+25.41%
Positive Months
61%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
5.15
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£23,019.24
Backtest Period
2019-09-26 to 2026-06-29
6.8 years
Rebalancing
annual
Base Currency
GBP
VHVG | +13.1% CAGR | ETF Backtest