HomePortfoliosFLT - SPYL 3.1

FLT - SPYL 3.1

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

Performance Summary

Total Return+96.81%
Annualized Return+28.61%
Volatility+15.12%
Sharpe Ratio1.76
Max Drawdown+17.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified US and European equity ETF portfolio with 80% US large-cap and momentum, 20% Europe for growth.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
50.0%0.03%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50
ETF
30.0%0.2%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237
ETF
20.0%0.12%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,681.1
Histogram of Monthly Returns
The portfolio had a positive return during 24 of the 34 months (71%)
Monthly Returns Heatmap
Best month: +13.5% • Worst month: -7.4% • Best year: 2024 (+22.6%) • Worst year: 2023 (+15.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+0.0%-7.4%+13.5%+7.9%+2.7%-2.0%-----+15.8%
2025+4.8%-2.3%-4.8%+1.3%+7.3%+4.0%+1.5%+1.1%+3.5%+1.8%-0.3%+1.4%+20.5%
2024+2.6%+5.1%+3.8%-3.1%+3.2%+4.3%-0.4%+2.1%+2.5%-0.9%+3.9%-2.2%+22.6%
2023---------+0.0%+9.1%+5.5%+15.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.88% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -17.9%.

Detailed Metrics

Returns
Total Return
+96.81%
Annualized Return
+28.61%
Avg Monthly Return
+2.09%
Risk
Volatility (Annual)
+15.12%
Max Drawdown
+17.88%
Positive Months
71%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
1.76
Risk-free rate: 2.0%
Sortino Ratio
1.75
Downside risk adjusted
Return/Volatility
1.89
Calmar Ratio
1.60
Return/Max Drawdown
Ulcer Index
3.04
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,681.1
Backtest Period
2023-10-31 to 2026-07-10
2.7 years
Rebalancing
none
Base Currency
USD