HomePortfoliosFLT - SPYL 3

FLT - SPYL 3

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

Performance Summary

Total Return+92.17%
Annualized Return+27.47%
Volatility+14.47%
Sharpe Ratio1.76
Max Drawdown+17.59%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio with 60% US S&P 500, 20% Europe, and 20% US momentum stocks for targeted equity growth.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
60.0%0.03%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237
ETF
20.0%0.12%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50
ETF
20.0%0.2%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,217.11
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 34 months (74%)
Monthly Returns Heatmap
Best month: +12.5% • Worst month: -7.3% • Best year: 2024 (+21.9%) • Worst year: 2026 (+13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+0.0%-7.3%+12.5%+7.1%+1.5%-1.1%-----+13.8%
2025+4.4%-2.4%-4.7%+1.0%+7.1%+4.2%+1.7%+1.3%+3.3%+2.1%-0.1%+1.4%+20.5%
2024+2.2%+4.6%+3.7%-3.1%+3.2%+4.2%+0.0%+2.0%+2.4%-1.0%+4.0%-2.0%+21.9%
2023---------+0.0%+9.0%+5.5%+15.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.59% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -17.6%.

Detailed Metrics

Returns
Total Return
+92.17%
Annualized Return
+27.47%
Avg Monthly Return
+2.01%
Risk
Volatility (Annual)
+14.47%
Max Drawdown
+17.59%
Positive Months
74%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
1.76
Risk-free rate: 2.0%
Sortino Ratio
1.75
Downside risk adjusted
Return/Volatility
1.90
Calmar Ratio
1.56
Return/Max Drawdown
Ulcer Index
2.94
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,217.11
Backtest Period
2023-10-31 to 2026-07-10
2.7 years
Rebalancing
none
Base Currency
USD