Home PortfoliosFLT - SPYL 3.4

FLT - SPYL 3.4

Created byuser-l5b2xw

None Rebalancing

USD

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+33.91%

Annualized Return+23.51%

Volatility+15.95%

Sharpe Ratio1.35

Max Drawdown+17.03%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified ETF portfolio focused on US equities, AI technology, momentum factors, and emerging markets for strategic 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%
XUSE.AS Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C • IE00BGV5VN51	IE00BGV5VN51	Acc	ETF	20.0%	0.35%
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%	0.13%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $13,390.98

Histogram of Monthly Returns

The portfolio had a positive return during 14 of the 18 months (78%)

Monthly Returns Heatmap

Best month: +11.9% • Worst month: -7.6% • Best year: 2025 (+17.5%) • Worst year: 2026 (+14.0%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.8%	+0.8%	-7.6%	+11.9%	+6.6%	+0.7%	-	-	-	-	-	-	+14.0%
2025	+0.7%	-2.5%	-4.2%	+0.9%	+6.8%	+4.3%	+1.9%	+1.6%	+3.3%	+2.4%	-0.1%	+1.5%	+17.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +17.03% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -17.0%.

Detailed Metrics

Returns

Total Return

+33.91%

Annualized Return

+23.51%

Avg Monthly Return

+1.72%

Risk

Volatility (Annual)

+15.95%

Max Drawdown

+17.03%

Positive Months

78%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.35

Risk-free rate: 2.0%

Sortino Ratio

1.36

Downside risk adjusted

Return/Volatility

1.47

Calmar Ratio

1.38

Return/Max Drawdown

Ulcer Index

3.51

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$13,390.98

Backtest Period

2025-01-30 to 2026-06-19
1.4 years

Rebalancing

none

Base Currency

USD