Home PortfoliosFLT - SPYL/XMED/MVOL/CNDX/IUMO

FLT - SPYL/XMED/MVOL/CNDX/IUMO

Created byuser-l5b2xw

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+79.49%

Annualized Return+24.87%

Volatility+12.64%

Sharpe Ratio1.81

Max Drawdown+15.46%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified ETF portfolio blending global low volatility, US momentum, and tech-focused Nasdaq 100 equities for targeted growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
MVOL.LSE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) • IE00B8FHGS14	IE00B8FHGS14	Acc	ETF	35.0%	0.3%
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	35.0%	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%	0.19%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $17,948.81

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +10.5% • Worst month: -6.2% • Best year: 2024 (+21.7%) • Worst year: 2026 (+12.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.6%	+0.5%	-6.2%	+10.5%	+6.8%	+0.5%	-	-	-	-	-	-	+12.5%
2025	+3.8%	-2.1%	-3.8%	+0.6%	+6.0%	+3.5%	+1.4%	+0.9%	+2.8%	+1.5%	+0.2%	+0.5%	+15.9%
2024	+2.8%	+3.7%	+3.0%	-3.4%	+2.5%	+5.0%	+0.7%	+2.3%	+2.1%	-0.6%	+4.5%	-2.4%	+21.7%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+8.0%	+4.7%	+13.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +15.46% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -15.5%.

Detailed Metrics

Returns

Total Return

+79.49%

Annualized Return

+24.87%

Avg Monthly Return

+1.84%

Risk

Volatility (Annual)

+12.64%

Max Drawdown

+15.46%

Positive Months

79%

Average Drawdown

-1.9%

Risk-Adjusted

Sharpe Ratio

1.81

Risk-free rate: 2.0%

Sortino Ratio

1.79

Downside risk adjusted

Return/Volatility

1.97

Calmar Ratio

1.61

Return/Max Drawdown

Ulcer Index

2.57

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$17,948.81

Backtest Period

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

Rebalancing

none

Base Currency

USD