HomePortfoliosFLT - CSPX/IUMO

FLT - CSPX/IUMO

Utilizare Proxy CSPX pentru SPYL

None Rebalancing
USD
Moderate Risk
9.8yr backtest

Performance Summary

Total Return+323.10%
Annualized Return+15.80%
Volatility+16.28%
Sharpe Ratio0.85
Max Drawdown+33.87%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
US equity portfolio with 80% S&P 500 ETF and 20% momentum factor ETF for a diversified, growth-focused core investment strategy.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
80.0%0.07%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
20.0%0.2%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $42,310.17
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 119 months (71%)
Monthly Returns Heatmap
Best month: +13.2% • Worst month: -9.6% • Best year: 2019 (+30.1%) • Worst year: 2022 (-18.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%-0.8%-6.6%+13.2%+7.5%+0.9%-3.5%+2.9%+0.3%---+14.3%
2025+3.8%-3.5%-5.8%+0.0%+7.5%+4.8%+2.8%+0.9%+3.5%+2.5%-0.3%+0.9%+17.5%
2024+2.7%+5.0%+3.7%-3.4%+2.8%+5.8%-0.1%+1.5%+2.9%+0.0%+5.3%-1.9%+26.5%
2023+4.3%-1.7%+2.0%+1.9%-0.5%+6.7%+3.0%-0.8%-4.5%-3.1%+9.2%+5.5%+23.2%
2022-7.2%-1.6%+5.1%-8.7%-2.4%-7.8%+7.7%-2.3%-7.4%+6.8%+2.1%-3.0%-18.6%
2021+0.5%+2.2%+2.5%+5.7%+0.1%+2.1%+2.1%+3.4%-3.6%+6.0%-0.9%+3.2%+25.5%
2020+1.4%-9.6%-9.1%+10.4%+3.6%+2.9%+6.0%+8.3%-3.3%-3.4%+10.0%+4.0%+20.2%
2019+7.3%+4.0%+1.4%+3.6%-4.6%+5.9%+3.0%-2.6%+1.5%+1.4%+3.9%+2.4%+30.1%
2018+5.5%-2.3%-4.5%+2.2%+1.9%+0.5%+2.8%+3.7%+0.9%-7.5%+0.8%-8.1%-5.1%
2017+0.5%+4.2%+1.2%+0.7%+2.4%+1.0%+2.1%+0.0%+2.5%+3.1%+2.7%+1.9%+24.6%
2016----------+5.0%+1.9%+7.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.87% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -24.5%.
When could this portfolio get you to financial independence?

FLT - CSPX/IUMO returned +15.80% a year over the 10 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+323.10%
Annualized Return
+15.80%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+16.28%
Max Drawdown
+33.87%
Positive Months
71%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
7.71
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$42,310.17
Backtest Period
2016-11-03 to 2026-09-04
9.8 years
Rebalancing
none
Base Currency
USD