HomePortfoliosFLT - SPYL 4

FLT - SPYL 4

Created byuser-l5b2xw
Optimize
None Rebalancing
USD
Moderate Risk
2.7yr backtest

Performance Summary

Total Return+86.41%
Annualized Return+26.04%
Volatility+14.07%
Sharpe Ratio1.71
Max Drawdown+17.16%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio with 50% US S&P 500, 30% Europe, and 20% Nasdaq 100 for targeted equity growth.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
50.0%0.03%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237
ETF
30.0%0.12%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
20.0%0.3%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $18,641.49
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 34 months (74%)
Monthly Returns Heatmap
Best month: +11.4% • Worst month: -7.5% • Best year: 2025 (+22.5%) • Worst year: 2026 (+11.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+0.0%-7.5%+11.4%+6.2%-0.6%+0.2%-----+11.1%
2025+3.9%-2.2%-4.4%+1.2%+7.0%+4.5%+1.8%+1.5%+3.1%+3.0%-0.1%+1.5%+22.5%
2024+1.2%+3.4%+3.3%-2.8%+3.6%+3.9%+0.3%+1.9%+2.0%-1.7%+3.3%-1.0%+18.5%
2023---------+0.0%+9.4%+5.6%+15.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.16% • The longest drawdown period lasted for 3 months and was between February 2025 and May 2025. It reached a trough of -17.2%.

Detailed Metrics

Returns
Total Return
+86.41%
Annualized Return
+26.04%
Avg Monthly Return
+1.91%
Risk
Volatility (Annual)
+14.07%
Max Drawdown
+17.16%
Positive Months
74%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
1.71
Risk-free rate: 2.0%
Sortino Ratio
1.69
Downside risk adjusted
Return/Volatility
1.85
Calmar Ratio
1.52
Return/Max Drawdown
Ulcer Index
2.83
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$18,641.49
Backtest Period
2023-10-31 to 2026-07-10
2.7 years
Rebalancing
none
Base Currency
USD