HomePortfoliosFLT - SPYL/IUMO 2.1

FLT - SPYL/IUMO 2.1

Optimize
None Rebalancing
USD
Moderate Risk
2.6yr backtest

Performance Summary

Total Return+99.56%
Annualized Return+30.00%
Volatility+14.99%
Sharpe Ratio1.87
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 ETFIE00BD1F4N50
ETF
30.0%0.2%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
20.0%0.12%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,955.93
Histogram of Monthly Returns
The portfolio had a positive return during 24 of the 33 months (73%)
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%+2.0%------+17.4%
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
+99.56%
Annualized Return
+30.00%
Avg Monthly Return
+2.19%
Risk
Volatility (Annual)
+14.99%
Max Drawdown
+17.88%
Positive Months
73%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
1.87
Risk-free rate: 2.0%
Sortino Ratio
1.86
Downside risk adjusted
Return/Volatility
2.00
Calmar Ratio
1.68
Return/Max Drawdown
Ulcer Index
3.06
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,955.93
Backtest Period
2023-10-31 to 2026-06-19
2.6 years
Rebalancing
none
Base Currency
USD
FLT - SPYL/IUMO 2.1 | +30.0% CAGR | ETF Backtest