Home PortfoliosFLT - SPYL/IUMO 3

FLT - SPYL/IUMO 3

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None Rebalancing

USD

Moderate Risk

Multi-currency

2.6yr backtest

Performance Summary

Total Return+98.18%

Annualized Return+29.65%

Volatility+13.09%

Sharpe Ratio2.11

Max Drawdown+13.59%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Precious Metals 20.0%

Holdings Details

Diversified ETF portfolio blending US & European equities with gold for balanced growth and risk management across key markets.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	40.0%	0.03%
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	20.0%	0.12%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	20.0%	0.2%
SGLN.LSE iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	20.0%	0.12%
Total		Total			100.0%	0.10%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,818.12

Histogram of Monthly Returns

The portfolio had a positive return during 25 of the 33 months (76%)

Monthly Returns Heatmap

Best month: +9.4% • Worst month: -8.7% • Best year: 2025 (+29.6%) • Worst year: 2026 (+11.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.0%	+1.6%	-8.7%	+9.4%	+5.2%	-0.8%	-	-	-	-	-	-	+11.1%
2025	+5.3%	-1.3%	-1.7%	+2.4%	+5.3%	+3.1%	+1.1%	+2.0%	+5.1%	+2.4%	+1.2%	+1.7%	+29.6%
2024	+1.7%	+3.9%	+4.6%	-1.9%	+3.1%	+3.1%	+0.6%	+2.4%	+2.8%	-0.1%	+2.3%	-2.1%	+22.0%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+7.7%	+4.7%	+12.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +13.59% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -13.6%.

Detailed Metrics

Returns

Total Return

+98.18%

Annualized Return

+29.65%

Avg Monthly Return

+2.15%

Risk

Volatility (Annual)

+13.09%

Max Drawdown

+13.59%

Positive Months

76%

Average Drawdown

-1.9%

Risk-Adjusted

Sharpe Ratio

2.11

Risk-free rate: 2.0%

Sortino Ratio

2.09

Downside risk adjusted

Return/Volatility

2.27

Calmar Ratio

2.18

Return/Max Drawdown

Ulcer Index

2.41

Drawdown depth & duration

Martin Ratio

0.11

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,818.12

Backtest Period

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

Rebalancing

none

Base Currency

USD