HomePortfoliosFLT - MVOL/CNDX

FLT - MVOL/CNDX

Optimize
None Rebalancing
USD
Moderate Risk
13.6yr backtest

Performance Summary

Total Return+473.65%
Annualized Return+13.74%
Volatility+13.93%
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 $57,364.64
Histogram of Monthly Returns
The portfolio had a positive return during 108 of the 164 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%-0.3%-----+11.2%
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%.

Detailed Metrics

Returns
Total Return
+473.65%
Annualized Return
+13.74%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+13.93%
Max Drawdown
+28.75%
Positive Months
66%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
6.73
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$57,364.64
Backtest Period
2012-12-13 to 2026-07-10
13.6 years
Rebalancing
none
Base Currency
USD