HomePortfoliosFLT - VUAA 1
Optimize
None Rebalancing
USD
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+180.63%
Annualized Return+15.61%
Volatility+18.08%
Sharpe Ratio0.75
Max Drawdown+33.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio blending US S&P 500, European, and Nasdaq 100 equities for targeted global growth exposure.
AssetTypeAllocationTER
VUAA.LSE
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
50.0%0.07%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
30.0%0.12%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $28,062.8
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 86 months (65%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -9.5% • Best year: 2023 (+31.4%) • Worst year: 2022 (-21.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%-0.3%-7.2%+11.9%+6.7%-2.4%------+9.5%
2025+3.6%-2.6%-4.9%+1.0%+7.3%+4.8%+2.2%+1.3%+3.3%+3.2%-0.3%+1.3%+21.6%
2024+1.4%+3.5%+3.2%-2.9%+3.5%+4.6%+0.1%+1.6%+2.2%-1.4%+3.7%-0.8%+20.0%
2023+7.4%-0.8%+3.9%+2.1%+0.7%+6.2%+3.3%-1.9%-4.4%-3.3%+9.7%+5.7%+31.4%
2022-6.8%-2.3%+3.7%-8.4%-2.1%-8.6%+8.1%-3.7%-8.2%+5.0%+4.2%-2.8%-21.3%
2021-0.2%+1.6%+3.4%+5.1%+1.4%+2.0%+2.4%+2.9%-4.2%+5.5%-0.6%+3.8%+25.4%
2020+0.3%-9.3%-9.5%+9.6%+4.1%+4.0%+5.5%+7.7%-3.6%-3.9%+11.7%+4.8%+20.5%
2019-----4.1%+6.3%+1.8%-3.2%+2.2%+2.8%+3.4%+3.1%+12.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.28% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -28.1%.

Detailed Metrics

Returns
Total Return
+180.63%
Annualized Return
+15.61%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+18.08%
Max Drawdown
+33.28%
Positive Months
65%
Average Drawdown
-6.4%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
8.88
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$28,062.8
Backtest Period
2019-05-16 to 2026-06-26
7.1 years
Rebalancing
none
Base Currency
USD
FLT - VUAA 1 | +15.6% CAGR | ETF Backtest