Home PortfoliosFLT - SPYL 4

FLT - SPYL 4

Created byuser-l5b2xw

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+86.16%

Annualized Return+26.61%

Volatility+14.10%

Sharpe Ratio1.75

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	50.0%	0.03%
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	30.0%	0.12%
CNDX.LSE iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19	IE00B53SZB19	Acc	ETF	20.0%	0.3%
Total		Total			100.0%	0.11%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $18,615.97

Histogram of Monthly Returns

The portfolio had a positive return during 24 of the 33 months (73%)

Monthly Returns Heatmap

Best month: +11.4% • Worst month: -7.5% • Best year: 2025 (+22.5%) • Worst year: 2026 (+10.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.8%	+0.0%	-7.5%	+11.4%	+6.2%	-0.6%	-	-	-	-	-	-	+10.9%
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

+86.16%

Annualized Return

+26.61%

Avg Monthly Return

+1.97%

Risk

Volatility (Annual)

+14.10%

Max Drawdown

+17.16%

Positive Months

73%

Average Drawdown

-2.1%

Risk-Adjusted

Sharpe Ratio

1.75

Risk-free rate: 2.0%

Sortino Ratio

1.73

Downside risk adjusted

Return/Volatility

1.89

Calmar Ratio

1.55

Return/Max Drawdown

Ulcer Index

2.85

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$18,615.97

Backtest Period

2023-10-31 to 2026-06-19
2.6 years

Rebalancing

none

Base Currency

USD