HomePortfoliosFLT - VUAA 2
Optimize
None Rebalancing
USD
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+185.19%
Annualized Return+15.87%
Volatility+18.01%
Sharpe Ratio0.77
Max Drawdown+32.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio targeting US and emerging markets growth via S&P 500, Nasdaq 100, and emerging markets equity funds.
AssetTypeAllocationTER
VUAA.LSE
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
70.0%0.07%
XMME.LSE
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
15.0%0.18%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
15.0%0.3%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $28,518.77
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 86 months (65%)
Monthly Returns Heatmap
Best month: +12.9% • Worst month: -9.0% • Best year: 2023 (+29.5%) • Worst year: 2022 (-21.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%-0.5%-7.0%+12.9%+7.3%-2.7%------+10.7%
2025+2.9%-3.7%-5.4%-0.2%+7.4%+5.5%+3.2%+1.0%+3.8%+3.5%-0.5%+0.8%+19.2%
2024+1.5%+4.1%+3.2%-2.9%+2.6%+6.1%+0.0%+1.0%+3.1%-0.5%+4.7%-0.9%+23.8%
2023+6.9%-1.7%+3.7%+1.2%+1.5%+6.5%+3.6%-1.7%-4.4%-3.3%+9.4%+5.5%+29.5%
2022-6.5%-2.2%+4.0%-8.4%-2.6%-7.8%+7.7%-2.5%-8.3%+4.0%+3.3%-3.3%-21.7%
2021+0.7%+1.7%+2.9%+4.7%+0.7%+2.6%+1.4%+3.1%-4.0%+5.2%-0.1%+3.5%+24.5%
2020+0.1%-8.9%-9.0%+10.5%+3.4%+3.9%+6.2%+8.1%-3.4%-2.6%+10.1%+4.8%+22.5%
2019-----3.9%+6.1%+2.5%-3.5%+2.1%+2.4%+3.6%+3.4%+12.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.86% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -26.8%.

Detailed Metrics

Returns
Total Return
+185.19%
Annualized Return
+15.87%
Avg Monthly Return
+1.33%
Risk
Volatility (Annual)
+18.01%
Max Drawdown
+32.86%
Positive Months
65%
Average Drawdown
-6.6%
Risk-Adjusted
Sharpe Ratio
0.77
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.88
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
8.92
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$28,518.77
Backtest Period
2019-05-16 to 2026-06-26
7.1 years
Rebalancing
none
Base Currency
USD
FLT - VUAA 2 | +15.9% CAGR | ETF Backtest