HomePortfoliosFLT - SPYL 3.2

FLT - SPYL 3.2

Created byuser-l5b2xw
Optimize FIRE Projection
None Rebalancing
USD
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+91.82%
Annualized Return+25.73%
Volatility+14.24%
Sharpe Ratio1.67
Max Drawdown+16.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio with 50% US S&P 500, 30% Europe, and 20% US momentum stocks for targeted equity growth.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
50.0%0.03%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237
ETF
30.0%0.12%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50
ETF
20.0%0.2%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,182.45
Histogram of Monthly Returns
The portfolio had a positive return during 28 of the 36 months (78%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -7.7% • Best year: 2025 (+22.0%) • Worst year: 2026 (+14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+0.4%-7.7%+12.1%+6.8%+1.7%-3.1%+2.3%+0.1%---+14.2%
2025+4.8%-1.7%-4.2%+1.4%+6.9%+3.9%+1.3%+1.5%+3.1%+1.9%+0.0%+1.6%+22.0%
2024+1.9%+4.4%+3.8%-2.9%+3.4%+3.5%+0.2%+2.3%+2.1%-1.5%+3.3%-2.0%+19.6%
2023---------+0.0%+9.1%+5.5%+15.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.89% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+91.82%
Annualized Return
+25.73%
Avg Monthly Return
+1.89%
Risk
Volatility (Annual)
+14.24%
Max Drawdown
+16.89%
Positive Months
78%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
1.67
Risk-free rate: 2.0%
Sortino Ratio
1.66
Downside risk adjusted
Return/Volatility
1.81
Calmar Ratio
1.52
Return/Max Drawdown
Ulcer Index
2.75
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,182.45
Backtest Period
2023-10-31 to 2026-09-04
2.8 years
Rebalancing
none
Base Currency
USD