HomePortfoliosFLT - MVOL/CNDX

FLT - MVOL/CNDX

Optimize FIRE Projection
None Rebalancing
USD
Moderate Risk
13.7yr backtest

Performance Summary

Total Return+479.22%
Annualized Return+13.65%
Volatility+13.91%
Sharpe Ratio0.84
Max Drawdown+28.75%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio blending 70% global low-volatility equities and 30% US tech for a balanced growth and stability strategy.
AssetTypeAllocationTER
MVOL.LSE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
70.0%0.3%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
30.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $57,922.18
Histogram of Monthly Returns
The portfolio had a positive return during 110 of the 166 months (66%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -8.3% • Best year: 2023 (+29.9%) • Worst year: 2022 (-22.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+0.1%-5.9%+10.2%+7.3%-0.5%-3.4%+4.1%+0.1%---+12.3%
2025+3.0%-2.1%-3.9%+1.1%+6.2%+3.8%+1.5%+0.7%+2.9%+2.4%-0.2%+0.1%+16.1%
2024+2.3%+2.5%+2.1%-3.4%+2.6%+5.7%+0.4%+2.0%+1.9%-0.9%+4.2%-1.1%+19.6%
2023+5.5%-1.3%+5.9%+1.7%+2.0%+5.0%+2.6%-1.2%-3.8%-2.5%+8.4%+4.8%+29.9%
2022-8.3%-2.1%+5.1%-8.3%-3.5%-6.2%+7.0%-2.9%-7.3%+2.9%+2.9%-2.9%-22.4%
2021-0.0%-1.0%+3.0%+4.2%+0.6%+3.3%+2.8%+3.0%-4.5%+4.6%+0.7%+3.2%+21.4%
2020+2.9%-8.3%-6.3%+8.8%+3.4%+3.2%+5.3%+6.8%-2.9%-3.4%+7.9%+4.1%+21.7%
2019+6.3%+3.3%+2.5%+2.6%-3.3%+5.4%+2.4%-0.9%+1.1%+1.9%+2.5%+1.9%+28.6%
2018+4.6%-2.2%-2.8%+1.3%+1.7%+1.1%+2.5%+3.3%+0.6%-6.2%+1.0%-6.1%-1.9%
2017+1.9%+4.2%+1.0%+1.5%+3.2%-1.2%+2.7%+1.0%+0.2%+2.8%+2.2%+1.2%+22.7%
2016-5.1%+2.7%+5.2%-1.5%+2.0%+1.6%+4.3%-1.7%+1.1%-2.7%-0.4%+1.9%+7.1%
2015-0.3%+4.1%-0.8%+1.3%-0.2%-2.1%+3.8%-4.5%-2.8%+8.4%-0.8%+0.7%+6.3%
2014-2.4%+4.7%-0.4%+0.7%+2.6%+2.3%-0.0%+3.1%-1.3%+2.6%+3.1%-0.3%+15.3%
2013+3.1%+0.6%+6.3%+2.7%-1.1%-2.4%+4.3%-2.1%+3.9%+4.4%+0.9%+0.9%+23.4%
2012------------0.6%-0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +28.75% • The longest drawdown period lasted for 1 year and 12 months and was between December 2021 and December 2023. It reached a trough of -27.0%.
When could this portfolio get you to financial independence?

FLT - MVOL/CNDX returned +13.65% a year over the 14 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+479.22%
Annualized Return
+13.65%
Avg Monthly Return
+1.12%
Risk
Volatility (Annual)
+13.91%
Max Drawdown
+28.75%
Positive Months
66%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
6.70
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$57,922.18
Backtest Period
2012-12-13 to 2026-09-04
13.7 years
Rebalancing
none
Base Currency
USD