Home PortfoliosFLT - - SPYL/XMED/CNDX/IWMO (1)

FLT - - SPYL/XMED/CNDX/IWMO (1)

Created byuser-l5b2xw

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+89.35%

Annualized Return+27.43%

Volatility+14.49%

Sharpe Ratio1.75

Max Drawdown+16.05%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified ETF portfolio with 100% equity exposure across Europe, US tech, and global momentum for long-term growth potential.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	45.0%	0.12%
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	25.0%	0.03%
CNDX.LSE iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19	IE00B53SZB19	Acc	ETF	15.0%	0.3%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	15.0%	0.25%
Total		Total			100.0%	0.14%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $18,935.04

Histogram of Monthly Returns

The portfolio had a positive return during 26 of the 33 months (79%)

Monthly Returns Heatmap

Best month: +11.5% • Worst month: -8.5% • Best year: 2025 (+25.4%) • Worst year: 2026 (+12.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.8%	+0.9%	-8.5%	+11.5%	+5.8%	+0.7%	-	-	-	-	-	-	+12.8%
2025	+4.7%	-0.8%	-3.5%	+2.4%	+6.7%	+3.8%	+0.6%	+1.9%	+3.0%	+2.1%	+0.2%	+2.1%	+25.4%
2024	+1.3%	+3.6%	+3.7%	-2.7%	+4.1%	+2.6%	+0.3%	+2.3%	+1.6%	-2.6%	+2.1%	-1.3%	+15.7%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+9.6%	+5.5%	+15.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.05% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -16.0%.

Detailed Metrics

Returns

Total Return

+89.35%

Annualized Return

+27.43%

Avg Monthly Return

+2.02%

Risk

Volatility (Annual)

+14.49%

Max Drawdown

+16.05%

Positive Months

79%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.75

Risk-free rate: 2.0%

Sortino Ratio

1.75

Downside risk adjusted

Return/Volatility

1.89

Calmar Ratio

1.71

Return/Max Drawdown

Ulcer Index

2.69

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$18,935.04

Backtest Period

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

Rebalancing

none

Base Currency

USD