HomePortfoliosFLT - VUAA/XMME/IUMO

FLT - VUAA/XMME/IUMO

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None Rebalancing
USD
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+173.12%
Annualized Return+15.22%
Volatility+17.61%
Sharpe Ratio0.75
Max Drawdown+33.56%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified equity ETF portfolio blending U.S. S&P 500, momentum factor, and emerging markets exposure for robust growth potential.
AssetTypeAllocationTER
VUAA.LSE
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
60.0%0.07%
XMME.LSE
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
20.0%0.18%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
20.0%0.2%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $27,312.21
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 86 months (66%)
Monthly Returns Heatmap
Best month: +13.7% • Worst month: -9.7% • Best year: 2024 (+24.0%) • Worst year: 2022 (-18.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+0.1%-7.4%+13.7%+7.8%+1.2%------+17.2%
2025+3.7%-3.1%-4.9%+0.1%+7.1%+5.0%+2.5%+1.0%+4.0%+2.6%-0.5%+1.0%+19.5%
2024+1.8%+5.0%+3.6%-2.8%+2.5%+5.5%-0.1%+1.3%+3.3%-0.5%+4.3%-1.9%+24.0%
2023+4.8%-2.6%+2.1%+1.5%-1.0%+6.5%+3.4%-1.6%-4.3%-3.3%+9.1%+5.3%+20.6%
2022-6.4%-1.8%+3.8%-8.2%-2.2%-7.4%+6.1%-1.8%-7.9%+5.5%+3.8%-2.6%-18.9%
2021+1.1%+1.4%+1.9%+4.9%+0.5%+1.7%+0.6%+3.1%-3.6%+5.2%-1.5%+2.9%+19.5%
2020+0.0%-8.9%-9.7%+9.8%+3.1%+3.9%+6.4%+7.5%-3.0%-2.6%+9.9%+4.7%+20.2%
2019-----3.0%+5.8%+2.3%-3.2%+1.7%+1.8%+3.2%+3.2%+12.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.56% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -25.4%.

Detailed Metrics

Returns
Total Return
+173.12%
Annualized Return
+15.22%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+17.61%
Max Drawdown
+33.56%
Positive Months
66%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
8.98
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$27,312.21
Backtest Period
2019-05-16 to 2026-06-19
7.1 years
Rebalancing
none
Base Currency
USD
FLT - VUAA/XMME/IUMO | +15.2% CAGR | ETF Backtest