Home PortfoliosFLT - SPYL/IUMO 1

FLT - SPYL/IUMO 1

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None Rebalancing

USD

Moderate Risk

Multi-currency

2.6yr backtest

Performance Summary

Total Return+89.76%

Annualized Return+27.53%

Volatility+13.42%

Sharpe Ratio1.90

Max Drawdown+16.71%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A US-focused ETF portfolio blending S&P 500 core with momentum and European low-volatility strategies for diversified equity growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	60.0%	0.03%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	20.0%	0.2%
MVEU.LSE iShares Edge MSCI Europe Minimum Volatility UCITS ETF • IE00B86MWN23	IE00B86MWN23	Acc	ETF	20.0%	0.25%
Total		Total			100.0%	0.11%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $18,975.95

Histogram of Monthly Returns

The portfolio had a positive return during 25 of the 33 months (76%)

Monthly Returns Heatmap

Best month: +11.7% • Worst month: -6.7% • Best year: 2024 (+22.7%) • Worst year: 2023 (+13.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.3%	+0.4%	-6.7%	+11.7%	+6.6%	+0.9%	-	-	-	-	-	-	+14.1%
2025	+4.2%	-2.6%	-4.1%	+1.4%	+6.8%	+4.0%	+1.7%	+0.9%	+2.8%	+2.2%	-0.2%	+1.0%	+19.0%
2024	+2.3%	+4.4%	+3.5%	-3.1%	+3.0%	+4.6%	+0.4%	+2.2%	+2.4%	-0.7%	+4.0%	-2.2%	+22.7%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+8.4%	+5.1%	+13.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.71% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -16.7%.

Detailed Metrics

Returns

Total Return

+89.76%

Annualized Return

+27.53%

Avg Monthly Return

+2.02%

Risk

Volatility (Annual)

+13.42%

Max Drawdown

+16.71%

Positive Months

76%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.90

Risk-free rate: 2.0%

Sortino Ratio

1.88

Downside risk adjusted

Return/Volatility

2.05

Calmar Ratio

1.65

Return/Max Drawdown

Ulcer Index

2.73

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$18,975.95

Backtest Period

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

Rebalancing

none

Base Currency

USD