Home PortfoliosFLT - SPYL/XMED/CNDX/IUMO (4)

FLT - SPYL/XMED/CNDX/IUMO (4)

Created byuser-l5b2xw

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+92.76%

Annualized Return+28.30%

Volatility+14.57%

Sharpe Ratio1.81

Max Drawdown+16.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified ETF portfolio focused on US and European equities, combining broad market, momentum, and tech sector exposure for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	37.5%	0.12%
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	32.5%	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	15.0%	0.3%
Total		Total			100.0%	0.13%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,275.88

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: -7.9% • Best year: 2025 (+23.6%) • Worst year: 2026 (+14.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.2%	+0.4%	-7.9%	+12.2%	+7.0%	+1.0%	-	-	-	-	-	-	+14.5%
2025	+4.7%	-1.5%	-4.1%	+1.9%	+7.1%	+4.0%	+1.1%	+1.5%	+3.2%	+2.3%	-0.1%	+1.7%	+23.6%
2024	+1.6%	+3.9%	+3.5%	-2.8%	+3.8%	+3.3%	-0.0%	+2.2%	+2.0%	-2.0%	+2.7%	-1.5%	+17.7%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+9.5%	+5.6%	+15.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.86% • 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

+92.76%

Annualized Return

+28.30%

Avg Monthly Return

+2.08%

Risk

Volatility (Annual)

+14.57%

Max Drawdown

+16.86%

Positive Months

73%

Average Drawdown

-2.1%

Risk-Adjusted

Sharpe Ratio

1.81

Risk-free rate: 2.0%

Sortino Ratio

1.81

Downside risk adjusted

Return/Volatility

1.94

Calmar Ratio

1.68

Return/Max Drawdown

Ulcer Index

2.81

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,275.88

Backtest Period

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

Rebalancing

none

Base Currency

USD