HomePortfoliosFLT - VUAA/IUMO

FLT - VUAA/IUMO

Optimize
None Rebalancing
USD
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+184.20%
Annualized Return+15.91%
Volatility+17.89%
Sharpe Ratio0.78
Max Drawdown+33.99%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity ETF portfolio blending S&P 500 core exposure with a momentum factor tilt for targeted growth.
AssetTypeAllocationTER
VUAA.LSE
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
80.0%0.07%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
20.0%0.2%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $28,419.94
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 86 months (64%)
Monthly Returns Heatmap
Best month: +13.0% • Worst month: -9.8% • Best year: 2024 (+26.4%) • Worst year: 2022 (-18.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%-0.8%-6.6%+13.0%+7.3%-0.9%------+12.3%
2025+3.6%-3.5%-5.7%-0.1%+7.4%+4.8%+2.8%+0.9%+3.4%+2.5%-0.3%+0.9%+17.4%
2024+2.7%+4.9%+3.6%-3.3%+2.7%+5.8%-0.1%+1.4%+2.8%+0.1%+5.3%-1.9%+26.4%
2023+4.4%-1.7%+2.1%+1.8%-0.4%+6.8%+3.0%-0.9%-4.5%-3.1%+9.2%+5.5%+23.5%
2022-7.1%-1.6%+5.1%-8.6%-2.4%-7.8%+7.6%-2.3%-7.3%+6.7%+2.2%-2.9%-18.5%
2021+0.5%+1.9%+3.0%+5.5%+0.3%+2.0%+2.2%+3.3%-3.6%+6.0%-0.8%+3.2%+25.8%
2020+1.4%-9.8%-8.8%+10.3%+3.6%+2.8%+5.9%+8.1%-3.0%-3.4%+10.1%+3.9%+20.0%
2019-----3.5%+5.8%+3.2%-2.8%+1.7%+1.5%+4.0%+2.3%+12.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.99% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -24.5%.

Detailed Metrics

Returns
Total Return
+184.20%
Annualized Return
+15.91%
Avg Monthly Return
+1.33%
Risk
Volatility (Annual)
+17.89%
Max Drawdown
+33.99%
Positive Months
64%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
8.63
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$28,419.94
Backtest Period
2019-05-16 to 2026-06-12
7.1 years
Rebalancing
none
Base Currency
USD
FLT - VUAA/IUMO | +15.9% CAGR | ETF Backtest