HomePortfoliosFLT - SPYL 3.3

FLT - SPYL 3.3

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None Rebalancing
USD
Moderate Risk
2.7yr backtest

Performance Summary

Total Return+90.30%
Annualized Return+27.01%
Volatility+14.21%
Sharpe Ratio1.76
Max Drawdown+17.18%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with 60% US, 20% Europe, 15% US momentum, and 5% emerging markets exposure for growth.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
60.0%0.03%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237
ETF
20.0%0.12%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50
ETF
15.0%0.2%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,030
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 34 months (74%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -7.5% • Best year: 2025 (+21.1%) • Worst year: 2026 (+13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+0.4%-7.5%+12.2%+6.8%+1.0%-0.8%-----+13.4%
2025+4.2%-2.3%-4.3%+0.9%+6.9%+4.3%+1.8%+1.4%+3.3%+2.3%-0.1%+1.4%+21.1%
2024+1.8%+4.3%+3.7%-2.9%+3.1%+4.1%+0.2%+2.0%+2.4%-1.2%+3.6%-1.9%+20.7%
2023---------+0.0%+9.0%+5.4%+14.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.18% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -17.2%.

Detailed Metrics

Returns
Total Return
+90.30%
Annualized Return
+27.01%
Avg Monthly Return
+1.98%
Risk
Volatility (Annual)
+14.21%
Max Drawdown
+17.18%
Positive Months
74%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
1.76
Risk-free rate: 2.0%
Sortino Ratio
1.75
Downside risk adjusted
Return/Volatility
1.90
Calmar Ratio
1.57
Return/Max Drawdown
Ulcer Index
2.84
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,030
Backtest Period
2023-10-31 to 2026-07-10
2.7 years
Rebalancing
none
Base Currency
USD