Home PortfoliosFLT - SPYL/IUMO

FLT - SPYL/IUMO

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+92.94%

Annualized Return+28.58%

Volatility+14.93%

Sharpe Ratio1.78

Max Drawdown+18.99%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

US equity portfolio built with 80% S&P 500 ETF and 20% momentum factor ETF for targeted growth exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	80.0%	0.03%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	20.0%	0.2%
Total		Total			100.0%	0.06%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,294.16

Histogram of Monthly Returns

The portfolio had a positive return during 23 of the 33 months (70%)

Monthly Returns Heatmap

Best month: +13.3% • Worst month: -6.6% • Best year: 2024 (+26.6%) • Worst year: 2026 (+13.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.8%	-0.8%	-6.6%	+13.3%	+7.6%	-0.8%	-	-	-	-	-	-	+13.1%
2025	+3.8%	-3.7%	-5.6%	+0.0%	+7.5%	+4.7%	+2.7%	+0.9%	+3.5%	+2.5%	-0.3%	+0.9%	+17.5%
2024	+2.8%	+5.1%	+3.6%	-3.3%	+2.7%	+5.8%	-0.2%	+1.6%	+2.8%	+0.1%	+5.3%	-1.9%	+26.6%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+8.8%	+5.4%	+14.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.99% • The longest drawdown period lasted for 4 months and was between February 2025 and June 2025. It reached a trough of -19.0%.

Detailed Metrics

Returns

Total Return

+92.94%

Annualized Return

+28.58%

Avg Monthly Return

+2.09%

Risk

Volatility (Annual)

+14.93%

Max Drawdown

+18.99%

Positive Months

70%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.78

Risk-free rate: 2.0%

Sortino Ratio

1.75

Downside risk adjusted

Return/Volatility

1.91

Calmar Ratio

1.51

Return/Max Drawdown

Ulcer Index

3.41

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,294.16

Backtest Period

2023-10-31 to 2026-06-12
2.6 years

Rebalancing

none

Base Currency

USD