Simulation Settings
Period: January 1971 - July 2025 (~55 years)
Consolidated Returns as of 31 July 2025
Initial Amount: 1£
Currency:
GBP
Inflation: UK
(Change Settings)
Results
Technology To GBP Portfolio
1.00£
Invested Capital
August 1995
August 1995
55.93£
Final Capital
July 2025
July 2025
14.35%
Yearly Return
24.16%
Std Deviation
-81.18%
Max Drawdown
171months
Recovery Period
1.00£
Invested Capital
August 1995
August 1995
27.01£
Final Capital
July 2025
July 2025
11.61%
Yearly Return
24.16%
Std Deviation
-81.75%
Max Drawdown
193months
Recovery Period
1.00£
Invested Capital
January 1971
January 1971
1.35 K£
Final Capital
July 2025
July 2025
14.11%
Yearly Return
23.64%
Std Deviation
-81.18%
Max Drawdown
171months
Recovery Period
1.00£
Invested Capital
January 1971
January 1971
87.06£
Final Capital
July 2025
July 2025
8.53%
Yearly Return
23.64%
Std Deviation
-81.75%
Max Drawdown
193months
Recovery Period
The Technology To GBP Portfolio can be implemented with 1 ETF. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.
The portfolio asset allocation is: 100% on the Stock Market, 0% on Fixed Income, 0% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 0% allocation to bonds, leading to its classification as very high risk.
As of July 2025, in the previous 30 Years, the Technology To GBP Portfolio obtained a 14.35% compound annual return, with a 24.16% standard deviation. It suffered a maximum drawdown of -81.18% that required 171 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators.
Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocation and ETFs
To effectively implement the asset allocation of the Technology To GBP Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
100% Stocks
0% Fixed Income
0% Commodities
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 100.00 |
CNX1.L
|
GBP | iShares NASDAQ 100 UCITS (Acc) | Equity, U.S., Large Cap, Growth (USD) |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
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Portfolio and ETF Returns as of Jul 31, 2025
Returns are calculated in GBP, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
TECHNOLOGY TO GBP PORTFOLIO
Capital Growth
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| Initial Amount £ | Final Amount £ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Technology To GBP |
1 £ | 55.93 £ | 5 492.86% | 14.35% |
| Aug 1995 | Jul 2025 |
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| Initial Amount £ | Final Amount £ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Technology To GBP |
1 £ | 27.01 £ | 2 600.66% | 11.61% |
| Aug 1995 | Jul 2025 |
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| Initial Amount £ | Final Amount £ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Technology To GBP |
1 £ | 1 347.61 £ | 134 660.97% | 14.11% |
| Jan 1971 | Jul 2025 |
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| Initial Amount £ | Final Amount £ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Technology To GBP |
1 £ | 87.06 £ | 8 606.49% | 8.53% |
| Jan 1971 | Jul 2025 |
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| Chg (%) | Return (%) | Return (%) as of Jul 31, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (7M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~55Y) |
|||
| Investment Return | --- | --- | 4.40 | 7.27 | 1.13 | 17.85 | 16.83 | 20.25 | 14.35 | 14.11 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
Portfolio Metrics as of Jul 31, 2025
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
TECHNOLOGY TO GBP PORTFOLIO
Advanced Metrics
1 January 1971 - 31 July 2025 (~55 years)
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| Metrics as of Jul 31, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(7M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~55Y) |
|
| Investment Return (%) | 4.40 | 7.27 | 22.25 | 1.13 | 17.85 | 18.92 | 16.83 | 20.25 | 16.59 | 14.35 | 14.11 |
| Growth of 1£ | 1.04 | 1.07 | 1.22 | 1.01 | 1.18 | 1.68 | 2.18 | 6.32 | 21.55 | 55.93 | 1.3K |
| UK Inflation (%) | 2.51 | 0.06 | 0.56 | 2.62 | 3.83 | 4.28 | 4.96 | 3.34 | 2.92 | 2.46 | 5.15 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | 0.00 | -17.27 | -17.27 | -24.53 | -24.53 | -28.23 | -81.18 | -81.18 | |||
| Start to Recovery (# months) | 6 | 6 | 19 | 19 | 23 | 171 | 171 | ||||
| Start (yyyy mm) | 2025 02 | 2025 02 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 3 | 3 | 12 | 12 | 13 | 25 | 25 | ||||
| Bottom (yyyy mm) | 2025 04 | 2025 04 | 2022 12 | 2022 12 | 2008 11 | 2002 09 | 2002 09 | ||||
| Bottom to End (# months) | 3 | 3 | 7 | 7 | 10 | 146 | 146 | ||||
| End (yyyy mm) | 2025 07 | 2025 07 | 2023 07 | 2023 07 | 2009 09 | 2014 11 | 2014 11 | ||||
| Longest Drawdown Depth (%) |
same |
-14.50 |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | 8 | ||||||||||
| Start (yyyy mm) | 2025 02 | 2022 08 | 2022 01 | 2022 01 | 2007 11 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 3 | 5 | 12 | 12 | 13 | 25 | 25 | ||||
| Bottom (yyyy mm) | 2025 04 | 2022 12 | 2022 12 | 2022 12 | 2008 11 | 2002 09 | 2002 09 | ||||
| Bottom to End (# months) | 3 | 3 | 7 | 7 | 10 | 146 | 146 | ||||
| End (yyyy mm) | 2025 07 | 2023 03 | 2023 07 | 2023 07 | 2009 09 | 2014 11 | 2014 11 | ||||
| Longest negative period (# months) | 9 | 11 | 25 | 25 | 47 | 175 | 175 | ||||
| Start (yyyy mm) | 2024 08 | 2024 06 | 2020 12 | 2020 12 | 2005 08 | 2000 03 | 2000 03 | ||||
| End (yyyy mm) | 2025 04 | 2025 04 | 2022 12 | 2022 12 | 2009 06 | 2014 09 | 2014 09 | ||||
| Annualized Return (%) | -4.77 | -0.22 | -0.20 | -0.20 | -0.11 | -0.21 | -0.21 | ||||
| Deepest Drawdown Depth (%) | -1.45 | -18.94 | -18.94 | -31.98 | -31.98 | -31.98 | -81.75 | -81.75 | |||
| Start to Recovery (# months) | 6* | 6* | 6* | 27 | 27 | 27 | 193 | 193 | |||
| Start (yyyy mm) | 2025 02 | 2025 02 | 2021 12 | 2021 12 | 2021 12 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 3 | 3 | 13 | 13 | 13 | 25 | 25 | ||||
| Bottom (yyyy mm) | 2025 04 | 2025 04 | 2022 12 | 2022 12 | 2022 12 | 2002 09 | 2002 09 | ||||
| Bottom to End (# months) | 3 | 3 | 14 | 14 | 14 | 168 | 168 | ||||
| End (yyyy mm) | - | - | 2024 02 | 2024 02 | 2024 02 | 2016 09 | 2016 09 | ||||
| Longest Drawdown Depth (%) |
same |
-17.61 |
same |
same |
same |
same |
same |
||||
| Start to Recovery (# months) | 10 | ||||||||||
| Start (yyyy mm) | 2025 02 | 2022 08 | 2021 12 | 2021 12 | 2021 12 | 2000 09 | 2000 09 | ||||
| Start to Bottom (# months) | 3 | 5 | 13 | 13 | 13 | 25 | 25 | ||||
| Bottom (yyyy mm) | 2025 04 | 2022 12 | 2022 12 | 2022 12 | 2022 12 | 2002 09 | 2002 09 | ||||
| Bottom to End (# months) | 3 | 5 | 14 | 14 | 14 | 168 | 168 | ||||
| End (yyyy mm) | - | 2023 05 | 2024 02 | 2024 02 | 2024 02 | 2016 09 | 2016 09 | ||||
| Longest negative period (# months) | 9 | 14 | 32 | 32 | 49 | 196 | 238 | ||||
| Start (yyyy mm) | 2024 08 | 2024 03 | 2020 09 | 2020 09 | 2005 08 | 2000 03 | 1971 01 | ||||
| End (yyyy mm) | 2025 04 | 2025 04 | 2023 04 | 2023 04 | 2009 08 | 2016 06 | 1990 10 | ||||
| Annualized Return (%) | -8.74 | -2.03 | -0.47 | -0.47 | -0.11 | -0.47 | -0.31 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 18.69 | 16.63 | 17.89 | 16.85 | 16.78 | 24.16 | 23.64 | ||||
| Sharpe Ratio | 0.71 | 0.86 | 0.79 | 1.09 | 0.90 | 0.50 | 0.41 | ||||
| Sortino Ratio | 0.90 | 1.13 | 1.07 | 1.49 | 1.21 | 0.69 | 0.57 | ||||
| Ulcer Index | 7.48 | 5.78 | 8.91 | 6.87 | 7.56 | 41.06 | 32.48 | ||||
| Ratio: Return / Standard Deviation | 0.96 | 1.14 | 0.94 | 1.20 | 0.99 | 0.59 | 0.60 | ||||
| Ratio: Return / Deepest Drawdown | 1.03 | 1.10 | 0.69 | 0.83 | 0.59 | 0.18 | 0.17 | ||||
| Positive Months (%) | 66.66 | 61.11 | 58.33 | 62.50 | 62.50 | 58.88 | 59.08 | ||||
| Positive Months | 8 | 22 | 35 | 75 | 150 | 212 | 387 | ||||
| Negative Months | 4 | 14 | 25 | 45 | 90 | 148 | 268 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 20.25 | 24.29 | 24.29 | 39.45 | |||||||
| Worst 10 Years Return (%) - Annualized | 12.39 | -8.36 | -8.36 | ||||||||
| Best 10 Years Return (%) - Annualized | 16.36 | 22.06 | 22.06 | 36.00 | |||||||
| Worst 10 Years Return (%) - Annualized | 9.69 | -10.29 | -10.29 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Jul 2025 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 128.44 | 79.03 | 50.24 | 24.29 | 17.27 | 14.35 | |||||
| Worst Rolling Return (%) - Annualized | -67.31 | -38.56 | -22.25 | -8.36 | 4.68 | ||||||
| Positive Periods (%) | 79.0 | 84.9 | 83.0 | 88.7 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 126.32 | 76.69 | 48.06 | 22.06 | 14.01 | 11.61 | |||||
| Worst Rolling Return (%) - Annualized | -67.74 | -39.37 | -23.32 | -10.29 | 2.58 | ||||||
| Positive Periods (%) | 76.2 | 82.7 | 79.0 | 85.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 10.10 | 15.76 | 19.89 | 36.94 | 55.81 | 46.13 | 39.79 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 13.00 | 20.78 | 26.98 | 49.32 | 68.35 | 62.93 | 49.21 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 14.85 | 23.99 | 31.53 | 59.80 | 73.28 | 69.68 | 54.91 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 17.88 | 29.23 | 38.94 | 65.71 | 76.58 | 71.33 | 58.21 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 54.20 | 10.50 | 5.93 | 2.97 | 2.10 | 10.55 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 0.84 | 10.16 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1971 - Jul 2025) | |||||||||||
| Best Rolling Return (%) - Annualized | 128.44 | 79.03 | 58.88 | 39.45 | 26.87 | 16.93 | |||||
| Worst Rolling Return (%) - Annualized | -67.31 | -38.56 | -22.25 | -8.36 | 4.68 | 11.25 | |||||
| Positive Periods (%) | 76.5 | 86.7 | 90.9 | 94.9 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 126.32 | 76.69 | 56.31 | 36.00 | 21.40 | 14.35 | |||||
| Worst Rolling Return (%) - Annualized | -67.74 | -39.37 | -23.32 | -10.29 | 0.46 | 4.26 | |||||
| Positive Periods (%) | 69.4 | 77.0 | 78.5 | 88.2 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 9.89 | 15.42 | 19.45 | 31.45 | 35.69 | 27.71 | 6.50 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 12.72 | 20.33 | 26.39 | 42.60 | 57.24 | 51.59 | 38.48 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 14.54 | 23.48 | 30.85 | 50.86 | 70.61 | 63.87 | 50.44 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 17.50 | 28.61 | 38.10 | 60.26 | 74.36 | 69.55 | 54.38 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 54.20 | 10.50 | 5.93 | 2.97 | 2.10 | 2.98 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 0.37 | 2.20 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
TECHNOLOGY TO GBP PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 August 1995 - 31 July 2025 (30 Years)
1 January 1971 - 31 July 2025 (~55 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Technology To GBP Portfolio: Rolling Returns
Technology To GBP Portfolio: Rolling Returns
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
TECHNOLOGY TO GBP PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 August 1995 - 31 July 2025 (30 Years)
1 January 1971 - 31 July 2025 (~55 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Technology To GBP Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1971 to July 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Technology To GBP Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
TECHNOLOGY TO GBP PORTFOLIO
Monthly Returns Distribution
1 August 1995 - 31 July 2025 (30 Years)
1 January 1971 - 31 July 2025 (~55 years)
212 Positive Months (59%) - 148 Negative Months (41%)
387 Positive Months (59%) - 268 Negative Months (41%)
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Methodology
Returns, up to January 2010, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
Returns, up to January 2010, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- iShares NASDAQ 100 UCITS (Acc) (CNX1.L), up to January 2010
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