Home PortfoliosFLT - SPYL/MVOL/CNDX/IUMO (5)

FLT - SPYL/MVOL/CNDX/IUMO (5)

Created byuser-l5b2xw

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+84.65%

Annualized Return+26.22%

Volatility+13.36%

Sharpe Ratio1.81

Max Drawdown+16.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified US equity ETF portfolio blending S&P 500, Nasdaq 100, low volatility, and momentum strategies for targeted growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	45.0%	0.03%
MVOL.LSE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) • IE00B8FHGS14	IE00B8FHGS14	Acc	ETF	25.0%	0.3%
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	15.0%	0.3%
Total		Total			100.0%	0.16%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $18,465.23

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +11.5% • Worst month: -6.3% • Best year: 2024 (+23.1%) • Worst year: 2026 (+13.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.7%	+0.0%	-6.3%	+11.5%	+7.1%	+0.5%	-	-	-	-	-	-	+13.3%
2025	+3.7%	-2.6%	-4.5%	+0.5%	+6.5%	+3.9%	+1.9%	+0.9%	+3.1%	+1.9%	-0.1%	+0.5%	+16.4%
2024	+2.7%	+4.0%	+3.1%	-3.4%	+2.6%	+5.3%	+0.3%	+2.0%	+2.3%	-0.4%	+4.8%	-2.1%	+23.1%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+8.3%	+5.0%	+13.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.62% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -16.6%.

Detailed Metrics

Returns

Total Return

+84.65%

Annualized Return

+26.22%

Avg Monthly Return

+1.94%

Risk

Volatility (Annual)

+13.36%

Max Drawdown

+16.62%

Positive Months

73%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.81

Risk-free rate: 2.0%

Sortino Ratio

1.79

Downside risk adjusted

Return/Volatility

1.96

Calmar Ratio

1.58

Return/Max Drawdown

Ulcer Index

2.83

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$18,465.23

Backtest Period

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

Rebalancing

none

Base Currency

USD