HomePortfoliosVWRP / VALW

VWRP / VALW

50/50 VWRP VALW

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Monthly Rebalancing
GBP
Moderate Risk
5.6yr backtest

Performance Summary

Total Return+79.04%
Annualized Return+11.00%
Volatility+16.68%
Sharpe Ratio0.54
Max Drawdown+16.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity portfolio combining 50% VWRP for broad market growth and 50% VALW for a value tilt, all through low-cost ETFs.
AssetTypeAllocationTER
VWRP.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
50.0%0.19%
VALW.LSE
State Street SPDR MSCI World Value UCITS ETF USD Unhedged (Acc)IE00BJXRT813
ETF
50.0%0.25%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £17,903.61
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 68 months (63%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -13.0% • Best year: 2021 (+20.4%) • Worst year: 2020 (-5.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+4.7%-6.0%+4.3%--------+4.4%
2025+4.9%-1.7%-4.5%-2.4%+4.3%+2.5%+4.6%+1.3%+3.3%+5.1%+0.7%+0.9%+20.4%
2024+0.6%+2.9%+4.2%-2.1%+1.1%+2.0%+0.6%-1.0%-0.3%+1.3%+3.7%-1.0%+12.6%
2023+4.6%-0.1%-0.4%-0.2%-0.4%+3.7%+2.6%-1.1%+0.9%-3.3%+4.0%+5.0%+16.1%
2022-2.8%-1.0%+3.7%-2.1%-0.1%-5.4%+4.5%+1.1%-4.4%+2.2%+2.7%-2.2%-4.2%
2021+0.3%+1.8%+5.4%+2.1%+0.1%+2.3%-0.2%+2.6%-0.5%+0.9%+0.6%+3.4%+20.4%
2020---------13.0%-3.7%+10.3%+2.4%-5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.26% • The longest drawdown period lasted for 1 year and was between January 2022 and February 2023. It reached a trough of -10.9%.

Detailed Metrics

Returns
Total Return
+79.04%
Annualized Return
+11.00%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+16.68%
Max Drawdown
+16.26%
Positive Months
63%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.68
Return/Max Drawdown
Ulcer Index
4.13
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£17,903.61
Backtest Period
2020-09-02 to 2026-04-02
5.6 years
Rebalancing
monthly
Base Currency
GBP