Home PortfoliosFLT - SPYL/IWQU/CNDX/IUMO

FLT - SPYL/IWQU/CNDX/IUMO

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+85.76%

Annualized Return+26.73%

Volatility+14.21%

Sharpe Ratio1.74

Max Drawdown+18.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity portfolio built with quality, momentum, and tech-focused US ETFs for diversified, growth-oriented investment exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	50.0%	0.25%
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	25.0%	0.03%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	15.0%	0.2%
CNDX.LSE iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19	IE00B53SZB19	Acc	ETF	10.0%	0.3%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $18,576.41

Histogram of Monthly Returns

The portfolio had a positive return during 24 of the 33 months (73%)

Monthly Returns Heatmap

Best month: +12.2% • Worst month: -7.2% • Best year: 2024 (+22.5%) • Worst year: 2026 (+13.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.8%	+0.0%	-7.2%	+12.2%	+6.7%	+0.0%	-	-	-	-	-	-	+13.1%
2025	+3.7%	-3.0%	-5.4%	+0.5%	+6.7%	+4.0%	+1.7%	+1.1%	+3.4%	+2.1%	-0.0%	+1.3%	+16.7%
2024	+2.4%	+5.5%	+3.2%	-3.7%	+4.2%	+4.3%	-0.4%	+2.5%	+1.8%	-0.9%	+4.3%	-2.3%	+22.5%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+9.1%	+5.3%	+14.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.11% • The longest drawdown period lasted for 4 months and was between February 2025 and June 2025. It reached a trough of -18.1%.

Detailed Metrics

Returns

Total Return

+85.76%

Annualized Return

+26.73%

Avg Monthly Return

+1.97%

Risk

Volatility (Annual)

+14.21%

Max Drawdown

+18.11%

Positive Months

73%

Average Drawdown

-2.3%

Risk-Adjusted

Sharpe Ratio

1.74

Risk-free rate: 2.0%

Sortino Ratio

1.70

Downside risk adjusted

Return/Volatility

1.88

Calmar Ratio

1.48

Return/Max Drawdown

Ulcer Index

3.21

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$18,576.41

Backtest Period

2023-10-31 to 2026-06-12
2.6 years

Rebalancing

none

Base Currency

USD