HomePortfoliosFLT - SPYL 1

FLT - SPYL 1

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

Performance Summary

Total Return+94.83%
Annualized Return+28.12%
Volatility+14.95%
Sharpe Ratio1.75
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.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
80.0%0.03%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50
ETF
20.0%0.2%
Total100.0%0.06%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,483.01
Histogram of Monthly Returns
The portfolio had a positive return during 24 of the 34 months (71%)
Monthly Returns Heatmap
Best month: +13.3% • Worst month: -6.6% • Best year: 2024 (+26.6%) • Worst year: 2026 (+14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%-0.8%-6.6%+13.3%+7.6%+1.1%-0.9%-----+14.2%
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
+94.83%
Annualized Return
+28.12%
Avg Monthly Return
+2.06%
Risk
Volatility (Annual)
+14.95%
Max Drawdown
+18.99%
Positive Months
71%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.75
Risk-free rate: 2.0%
Sortino Ratio
1.72
Downside risk adjusted
Return/Volatility
1.88
Calmar Ratio
1.48
Return/Max Drawdown
Ulcer Index
3.37
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,483.01
Backtest Period
2023-10-31 to 2026-07-10
2.7 years
Rebalancing
none
Base Currency
USD