Home PortfoliosFLT - SPYL 3.2

FLT - SPYL 3.2

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None Rebalancing

USD

Moderate Risk

2.7yr backtest

Performance Summary

Total Return+90.84%

Annualized Return+27.14%

Volatility+14.36%

Sharpe Ratio1.75

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	50.0%	0.03%
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	30.0%	0.12%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	20.0%	0.2%
Total		Total			100.0%	0.09%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,084.16

Histogram of Monthly Returns

The portfolio had a positive return during 26 of the 34 months (76%)

Monthly Returns Heatmap

Best month: +12.1% • Worst month: -7.7% • Best year: 2025 (+22.0%) • Worst year: 2026 (+13.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.9%	+0.4%	-7.7%	+12.1%	+6.8%	+1.7%	-1.3%	-	-	-	-	-	+13.7%
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

+90.84%

Annualized Return

+27.14%

Avg Monthly Return

+1.99%

Risk

Volatility (Annual)

+14.36%

Max Drawdown

+16.89%

Positive Months

76%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.75

Risk-free rate: 2.0%

Sortino Ratio

1.75

Downside risk adjusted

Return/Volatility

1.89

Calmar Ratio

1.61

Return/Max Drawdown

Ulcer Index

2.77

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,084.16

Backtest Period

2023-10-31 to 2026-07-10
2.7 years

Rebalancing

none

Base Currency

USD