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

FLT - SPYL/XMED/XDEW/CNDX/IUMO

Created byuser-l5b2xw

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+88.17%

Annualized Return+27.13%

Volatility+14.07%

Sharpe Ratio1.79

Max Drawdown+16.95%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified US & European equity ETF portfolio focused on S&P 500, Nasdaq 100, and momentum factor strategies for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	30.0%	0.03%
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	25.0%	0.12%
XDEW.LSE Xtrackers S&P 500 Equal Weight UCITS ETF 1C • IE00BLNMYC90	IE00BLNMYC90	Acc	ETF	20.0%	0.15%
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	10.0%	0.3%
Total		Total			100.0%	0.13%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $18,816.97

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +11.6% • Worst month: -7.5% • Best year: 2025 (+20.4%) • Worst year: 2026 (+14.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.0%	+0.8%	-7.5%	+11.6%	+6.6%	+1.1%	-	-	-	-	-	-	+14.3%
2025	+4.5%	-1.9%	-4.2%	+0.9%	+6.8%	+3.9%	+1.4%	+1.5%	+2.8%	+1.8%	+0.2%	+1.5%	+20.4%
2024	+1.4%	+4.0%	+3.8%	-3.2%	+3.0%	+3.2%	+0.7%	+2.0%	+2.3%	-1.5%	+3.7%	-2.5%	+17.9%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+9.4%	+6.0%	+15.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.95% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -17.0%.

Detailed Metrics

Returns

Total Return

+88.17%

Annualized Return

+27.13%

Avg Monthly Return

+2.00%

Risk

Volatility (Annual)

+14.07%

Max Drawdown

+16.95%

Positive Months

79%

Average Drawdown

-2.0%

Risk-Adjusted

Sharpe Ratio

1.79

Risk-free rate: 2.0%

Sortino Ratio

1.77

Downside risk adjusted

Return/Volatility

1.93

Calmar Ratio

1.60

Return/Max Drawdown

Ulcer Index

2.78

Drawdown depth & duration

Martin Ratio

0.09

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$18,816.97

Backtest Period

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

Rebalancing

none

Base Currency

USD