Annual Rebalancing
GBP
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+120.41%
Annualized Return+12.10%
Volatility+14.94%
Sharpe Ratio0.68
Max Drawdown+25.10%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio built entirely with a low-cost Vanguard ETF for broad market exposure and long-term growth.
AssetTypeAllocationTER
VWRP.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
100.0%0.19%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £22,041.07
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 84 months (60%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -8.8% • Best year: 2021 (+20.0%) • Worst year: 2022 (-8.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+3.4%-6.0%+7.5%+6.3%-0.2%------+11.4%
2025+4.5%-3.5%-5.9%-2.4%+5.2%+2.8%+5.6%-0.1%+3.7%+5.0%-0.8%-0.1%+13.9%
2024+1.1%+4.0%+3.5%-1.9%+0.9%+4.3%-0.3%-0.5%+0.5%+2.3%+5.0%-0.5%+19.6%
2023+4.4%-0.7%+0.4%-0.1%+0.3%+3.4%+2.4%-1.0%-0.3%-3.0%+4.7%+4.5%+15.6%
2022-5.0%-1.8%+4.9%-3.0%-1.8%-4.8%+6.1%+1.5%-4.3%+1.2%+1.6%-2.8%-8.4%
2021-0.4%+0.5%+4.0%+3.8%-0.8%+3.7%+0.2%+3.3%-1.6%+2.7%+1.2%+2.0%+20.0%
2020-1.0%-6.1%-8.8%+7.6%+6.0%+3.2%-1.0%+5.2%+0.3%-3.0%+8.7%+2.3%+12.3%
2019------+1.8%-2.9%+1.6%-2.7%+2.9%+1.0%+1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.10% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -14.9%.

Detailed Metrics

Returns
Total Return
+120.41%
Annualized Return
+12.10%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+14.94%
Max Drawdown
+25.10%
Positive Months
60%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.48
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
£22,041.07
Backtest Period
2019-07-25 to 2026-06-26
6.9 years
Rebalancing
annual
Base Currency
GBP
vwrp | +12.1% CAGR | ETF Backtest