HomePortfoliosFLT - SPYL 3.5

FLT - SPYL 3.5

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

Performance Summary

Total Return+34.68%
Annualized Return+22.97%
Volatility+16.09%
Sharpe Ratio1.30
Max Drawdown+16.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio blending US, global tech, momentum, and emerging markets for targeted, long-term growth potential.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
55.0%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
10.0%0.18%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $13,468.04
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 19 months (74%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -7.9% • Best year: 2025 (+18.2%) • Worst year: 2026 (+14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+1.2%-7.9%+12.1%+6.7%+0.7%-0.7%-----+14.0%
2025+0.7%-2.4%-3.9%+0.9%+6.7%+4.4%+1.8%+1.7%+3.5%+2.4%-0.1%+1.6%+18.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.77% • The longest drawdown period lasted for 3 months and was between February 2025 and May 2025. It reached a trough of -16.8%.

Detailed Metrics

Returns
Total Return
+34.68%
Annualized Return
+22.97%
Avg Monthly Return
+1.66%
Risk
Volatility (Annual)
+16.09%
Max Drawdown
+16.77%
Positive Months
74%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.30
Risk-free rate: 2.0%
Sortino Ratio
1.29
Downside risk adjusted
Return/Volatility
1.43
Calmar Ratio
1.37
Return/Max Drawdown
Ulcer Index
3.40
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$13,468.04
Backtest Period
2025-01-30 to 2026-07-10
1.4 years
Rebalancing
none
Base Currency
USD