Home PortfoliosFLT - SPYL/XMED/CNDX/IUMO

FLT - SPYL/XMED/CNDX/IUMO

Created byuser-l5b2xw

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+90.06%

Annualized Return+27.61%

Volatility+14.32%

Sharpe Ratio1.79

Max Drawdown+16.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified ETF portfolio targeting US and European equity markets for long-term growth, built with S&P 500, Nasdaq 100, and momentum ETFs.

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	35.0%	0.12%
CNDX.LSE iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19	IE00B53SZB19	Acc	ETF	15.0%	0.3%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	10.0%	0.2%
Total		Total			100.0%	0.12%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,005.89

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +11.8% • Worst month: -7.8% • Best year: 2025 (+23.2%) • Worst year: 2026 (+13.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.1%	+0.3%	-7.8%	+11.8%	+6.7%	+0.4%	-	-	-	-	-	-	+13.2%
2025	+4.4%	-1.7%	-4.1%	+1.7%	+7.0%	+4.1%	+1.3%	+1.6%	+3.2%	+2.5%	-0.1%	+1.7%	+23.2%
2024	+1.4%	+3.7%	+3.5%	-2.8%	+3.7%	+3.5%	+0.1%	+2.1%	+2.0%	-1.9%	+2.9%	-1.4%	+17.9%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+9.5%	+5.6%	+15.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.89% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -16.9%.

Detailed Metrics

Returns

Total Return

+90.06%

Annualized Return

+27.61%

Avg Monthly Return

+2.03%

Risk

Volatility (Annual)

+14.32%

Max Drawdown

+16.89%

Positive Months

76%

Average Drawdown

-2.1%

Risk-Adjusted

Sharpe Ratio

1.79

Risk-free rate: 2.0%

Sortino Ratio

1.79

Downside risk adjusted

Return/Volatility

1.93

Calmar Ratio

1.63

Return/Max Drawdown

Ulcer Index

2.80

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,005.89

Backtest Period

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

Rebalancing

none

Base Currency

USD