HomePortfoliosFLT - SPYL/XMED/CNDX/IUMO(3)

FLT - SPYL/XMED/CNDX/IUMO(3)

Optimize
None Rebalancing
USD
Moderate Risk
2.6yr backtest

Performance Summary

Total Return+94.36%
Annualized Return+28.70%
Volatility+14.67%
Sharpe Ratio1.82
Max Drawdown+17.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio focused on US & European equities, blending S&P 500, Nasdaq 100, and momentum strategies for core growth.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc)IE000XZSV718
ETF
45.0%0.03%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
25.0%0.12%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
15.0%0.2%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
15.0%0.3%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,436.02
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 33 months (70%)
Monthly Returns Heatmap
Best month: +12.7% • Worst month: -7.4% • Best year: 2025 (+21.6%) • Worst year: 2026 (+14.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%-0.1%-7.4%+12.7%+7.3%+0.8%------+14.7%
2025+4.3%-2.3%-4.7%+1.4%+7.3%+4.3%+1.7%+1.3%+3.4%+2.5%-0.3%+1.4%+21.6%
2024+1.9%+4.2%+3.5%-3.0%+3.5%+4.3%-0.2%+1.9%+2.3%-1.3%+3.6%-1.4%+20.6%
2023---------+0.0%+9.4%+5.6%+15.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.74% • The longest drawdown period lasted for 3 months and was between February 2025 and May 2025. It reached a trough of -17.7%.

Detailed Metrics

Returns
Total Return
+94.36%
Annualized Return
+28.70%
Avg Monthly Return
+2.11%
Risk
Volatility (Annual)
+14.67%
Max Drawdown
+17.74%
Positive Months
70%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
1.82
Risk-free rate: 2.0%
Sortino Ratio
1.79
Downside risk adjusted
Return/Volatility
1.96
Calmar Ratio
1.62
Return/Max Drawdown
Ulcer Index
3.02
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,436.02
Backtest Period
2023-10-31 to 2026-06-19
2.6 years
Rebalancing
none
Base Currency
USD
FLT - SPYL/XMED/CNDX/IUMO(3) | +28.7% CAGR | ETF Backtest