Home PortfoliosFLT - SPYL/IUMO 2

FLT - SPYL/IUMO 2

Created byuser-l5b2xw

Optimize

None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+92.24%

Annualized Return+28.16%

Volatility+14.30%

Sharpe Ratio1.83

Max Drawdown+16.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified ETF portfolio blending US and European equities for growth, with a 20% allocation to US momentum stocks for enhanced returns.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	50.0%	0.03%
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	30.0%	0.12%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	20.0%	0.2%
Total		Total			100.0%	0.09%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,223.78

Histogram of Monthly Returns

The portfolio had a positive return during 26 of the 33 months (79%)

Monthly Returns Heatmap

Best month: +12.1% • Worst month: -7.7% • Best year: 2025 (+22.0%) • Worst year: 2026 (+14.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.9%	+0.4%	-7.7%	+12.1%	+6.8%	+1.2%	-	-	-	-	-	-	+14.5%
2025	+4.8%	-1.7%	-4.2%	+1.4%	+6.9%	+3.9%	+1.3%	+1.5%	+3.1%	+1.9%	+0.0%	+1.6%	+22.0%
2024	+1.9%	+4.4%	+3.8%	-2.9%	+3.4%	+3.5%	+0.2%	+2.3%	+2.1%	-1.5%	+3.3%	-2.0%	+19.6%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+9.1%	+5.5%	+15.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.89% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -16.9%.

Detailed Metrics

Returns

Total Return

+92.24%

Annualized Return

+28.16%

Avg Monthly Return

+2.07%

Risk

Volatility (Annual)

+14.30%

Max Drawdown

+16.89%

Positive Months

79%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.83

Risk-free rate: 2.0%

Sortino Ratio

1.83

Downside risk adjusted

Return/Volatility

1.97

Calmar Ratio

1.67

Return/Max Drawdown

Ulcer Index

2.79

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,223.78

Backtest Period

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

Rebalancing

none

Base Currency

USD