HomePortfoliosFLT - SPYL 3.4

FLT - SPYL 3.4

Created byuser-l5b2xw
None Rebalancing
USD
Moderate Risk
1.4yr backtest

Performance Summary

Total Return+33.13%
Annualized Return+21.98%
Volatility+15.94%
Sharpe Ratio1.25
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.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
60.0%0.03%
XUSE.AS
Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C • IE00BGV5VN51
ETF
20.0%0.35%
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%0.13%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $13,313.42
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -7.6% • Best year: 2025 (+17.5%) • Worst year: 2026 (+13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+0.8%-7.6%+11.9%+6.6%+0.7%-0.6%-----+13.4%
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
+33.13%
Annualized Return
+21.98%
Avg Monthly Return
+1.60%
Risk
Volatility (Annual)
+15.94%
Max Drawdown
+17.03%
Positive Months
74%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.25
Risk-free rate: 2.0%
Sortino Ratio
1.26
Downside risk adjusted
Return/Volatility
1.38
Calmar Ratio
1.29
Return/Max Drawdown
Ulcer Index
3.45
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$13,313.42
Backtest Period
2025-01-30 to 2026-07-10
1.4 years
Rebalancing
none
Base Currency
USD