Home PortfoliosFLT - SPYL 3.5

FLT - SPYL 3.5

Created byuser-l5b2xw

None Rebalancing

USD

Moderate Risk

1.4yr backtest

Performance Summary

Total Return+35.85%

Annualized Return+24.81%

Volatility+16.06%

Sharpe Ratio1.42

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	55.0%	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	10.0%	0.18%
Total		Total			100.0%	0.13%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $13,584.88

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +12.1% • Worst month: -7.9% • Best year: 2025 (+18.2%) • Worst year: 2026 (+14.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.2%	+1.2%	-7.9%	+12.1%	+6.7%	+0.9%	-	-	-	-	-	-	+14.9%
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

+35.85%

Annualized Return

+24.81%

Avg Monthly Return

+1.80%

Risk

Volatility (Annual)

+16.06%

Max Drawdown

+16.77%

Positive Months

78%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.42

Risk-free rate: 2.0%

Sortino Ratio

1.41

Downside risk adjusted

Return/Volatility

1.54

Calmar Ratio

1.48

Return/Max Drawdown

Ulcer Index

3.45

Drawdown depth & duration

Martin Ratio

0.07

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$13,584.88

Backtest Period

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

Rebalancing

none

Base Currency

USD