HomePortfoliosFLT - SPYL/IUMO 4

FLT - SPYL/IUMO 4

Optimize
None Rebalancing
USD
Moderate Risk
2.6yr backtest

Performance Summary

Total Return+75.42%
Annualized Return+23.79%
Volatility+12.00%
Sharpe Ratio1.82
Max Drawdown+14.38%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified US and global equity ETF portfolio blending S&P 500, low volatility, and momentum strategies for balanced growth.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc)IE000XZSV718
ETF
40.0%0.03%
MVOL.LSE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
40.0%0.3%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
20.0%0.2%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $17,542.41
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 33 months (79%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -6.2% • Best year: 2024 (+21.2%) • Worst year: 2026 (+11.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+1.1%-6.2%+9.7%+6.1%+0.9%------+11.9%
2025+4.2%-1.5%-3.2%+0.5%+5.4%+3.0%+1.0%+1.1%+2.5%+0.7%+0.5%+0.5%+15.2%
2024+3.0%+3.7%+3.3%-3.4%+2.3%+4.3%+1.2%+2.6%+2.0%-0.6%+4.5%-3.1%+21.2%
2023---------+0.0%+7.5%+4.4%+12.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.38% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -14.4%.

Detailed Metrics

Returns
Total Return
+75.42%
Annualized Return
+23.79%
Avg Monthly Return
+1.77%
Risk
Volatility (Annual)
+12.00%
Max Drawdown
+14.38%
Positive Months
79%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
1.82
Risk-free rate: 2.0%
Sortino Ratio
1.81
Downside risk adjusted
Return/Volatility
1.98
Calmar Ratio
1.65
Return/Max Drawdown
Ulcer Index
2.34
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$17,542.41
Backtest Period
2023-10-31 to 2026-06-19
2.6 years
Rebalancing
none
Base Currency
USD
FLT - SPYL/IUMO 4 | +23.8% CAGR | ETF Backtest