Home PortfoliosFLT - SPYL 3.3

FLT - SPYL 3.3

Created byuser-l5b2xw

Optimize

None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+91.44%

Annualized Return+27.96%

Volatility+14.18%

Sharpe Ratio1.83

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	60.0%	0.03%
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	20.0%	0.12%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	15.0%	0.2%
EIMI.LSE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	5.0%	0.18%
Total		Total			100.0%	0.08%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,144.44

Histogram of Monthly Returns

The portfolio had a positive return during 25 of the 33 months (76%)

Monthly Returns Heatmap

Best month: +12.2% • Worst month: -7.5% • Best year: 2025 (+21.1%) • Worst year: 2026 (+14.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.8%	+0.4%	-7.5%	+12.2%	+6.8%	+0.7%	-	-	-	-	-	-	+14.0%
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

+91.44%

Annualized Return

+27.96%

Avg Monthly Return

+2.06%

Risk

Volatility (Annual)

+14.18%

Max Drawdown

+17.18%

Positive Months

76%

Average Drawdown

-2.1%

Risk-Adjusted

Sharpe Ratio

1.83

Risk-free rate: 2.0%

Sortino Ratio

1.83

Downside risk adjusted

Return/Volatility

1.97

Calmar Ratio

1.63

Return/Max Drawdown

Ulcer Index

2.86

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,144.44

Backtest Period

2023-10-31 to 2026-06-19
2.6 years

Rebalancing

none

Base Currency

USD