HomePortfoliosFLT - SPYL 3.6

FLT - SPYL 3.6

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

Performance Summary

Total Return+33.88%
Annualized Return+23.49%
Volatility+16.05%
Sharpe Ratio1.34
Max Drawdown+17.07%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity ETF portfolio focused on US markets, S&P 500 exposure, and targeted themes like AI and momentum for growth.
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
25.0%0.35%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50
ETF
20.0%0.2%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $13,387.7
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: -7.5% • Best year: 2025 (+17.1%) • Worst year: 2026 (+14.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+0.8%-7.5%+11.9%+6.7%+1.1%------+14.4%
2025+0.7%-2.4%-4.3%+1.2%+6.9%+4.0%+1.7%+1.6%+3.2%+2.2%-0.0%+1.6%+17.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.07% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -17.1%.

Detailed Metrics

Returns
Total Return
+33.88%
Annualized Return
+23.49%
Avg Monthly Return
+1.72%
Risk
Volatility (Annual)
+16.05%
Max Drawdown
+17.07%
Positive Months
78%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.34
Risk-free rate: 2.0%
Sortino Ratio
1.39
Downside risk adjusted
Return/Volatility
1.46
Calmar Ratio
1.38
Return/Max Drawdown
Ulcer Index
3.50
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$13,387.7
Backtest Period
2025-01-30 to 2026-06-19
1.4 years
Rebalancing
none
Base Currency
USD
FLT - SPYL 3.6 | +23.5% CAGR | ETF Backtest