HomePortfoliosFLT - VUAA/IUQA

FLT - VUAA/IUQA

Optimize
None Rebalancing
USD
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+177.61%
Annualized Return+15.53%
Volatility+17.79%
Sharpe Ratio0.76
Max Drawdown+34.02%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio blending Vanguard S&P 500 and iShares Quality Factor ETFs for core market exposure with a quality tilt.
AssetTypeAllocationTER
VUAA.LSE
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
80.0%0.07%
IUQA.LSE
iShares Edge MSCI USA Quality Factor UCITS ETFIE00BD1F4L37
ETF
20.0%0.2%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $27,760.76
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 86 months (65%)
Monthly Returns Heatmap
Best month: +11.0% • Worst month: -10.0% • Best year: 2021 (+29.0%) • Worst year: 2022 (-19.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%-0.4%-6.6%+11.0%+5.7%-1.5%------+8.5%
2025+3.1%-3.6%-5.5%-0.7%+6.7%+4.8%+3.1%+1.2%+3.0%+2.7%+0.2%+0.9%+16.4%
2024+2.2%+4.4%+3.4%-3.2%+2.8%+5.6%+0.5%+1.5%+2.5%-0.2%+5.3%-1.9%+24.7%
2023+5.8%-1.4%+2.8%+1.7%+0.7%+6.7%+3.4%-1.0%-4.6%-3.0%+9.0%+5.4%+27.5%
2022-6.7%-1.9%+4.9%-7.8%-2.5%-8.1%+8.2%-2.8%-7.9%+5.8%+2.7%-3.0%-19.1%
2021-0.3%+2.6%+4.3%+5.0%+1.0%+2.2%+2.7%+3.1%-4.2%+5.8%-0.0%+3.9%+29.0%
2020+0.4%-10.0%-8.9%+10.4%+3.7%+1.8%+5.4%+7.9%-3.2%-3.2%+10.4%+3.8%+17.4%
2019-----4.0%+6.0%+3.0%-3.2%+2.2%+1.8%+4.2%+2.5%+12.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.02% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -25.0%.

Detailed Metrics

Returns
Total Return
+177.61%
Annualized Return
+15.53%
Avg Monthly Return
+1.30%
Risk
Volatility (Annual)
+17.79%
Max Drawdown
+34.02%
Positive Months
65%
Average Drawdown
-6.2%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
8.33
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$27,760.76
Backtest Period
2019-05-16 to 2026-06-12
7.1 years
Rebalancing
none
Base Currency
USD
FLT - VUAA/IUQA | +15.5% CAGR | ETF Backtest