HomePortfoliosFLT - VUAA/XMME/IUMO (2)

FLT - VUAA/XMME/IUMO (2)

Optimize
None Rebalancing
USD
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+185.43%
Annualized Return+15.93%
Volatility+17.83%
Sharpe Ratio0.78
Max Drawdown+33.87%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A US-focused ETF portfolio with S&P 500 and momentum funds, plus emerging markets for global diversification and growth.
AssetTypeAllocationTER
VUAA.LSE
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
71.5%0.07%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
23.5%0.2%
XMME.LSE
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
5.0%0.18%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $28,542.77
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 86 months (65%)
Monthly Returns Heatmap
Best month: +13.5% • Worst month: -9.6% • Best year: 2024 (+26.0%) • Worst year: 2022 (-18.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%-0.5%-6.8%+13.5%+7.7%+1.0%------+15.7%
2025+3.8%-3.4%-5.5%+0.1%+7.4%+4.8%+2.7%+0.9%+3.6%+2.5%-0.4%+0.9%+17.9%
2024+2.6%+5.1%+3.6%-3.2%+2.7%+5.7%-0.2%+1.4%+3.0%-0.1%+5.1%-1.9%+26.0%
2023+4.3%-1.9%+2.0%+1.8%-0.7%+6.7%+3.0%-1.0%-4.5%-3.1%+9.1%+5.4%+22.2%
2022-7.1%-1.6%+4.8%-8.6%-2.4%-7.6%+7.1%-2.1%-7.4%+6.6%+2.5%-2.8%-18.6%
2021+0.7%+1.7%+2.5%+5.5%+0.3%+1.9%+1.8%+3.3%-3.6%+5.9%-1.1%+2.9%+23.6%
2020+1.1%-9.6%-9.0%+10.2%+3.5%+3.1%+6.1%+7.9%-3.0%-3.2%+10.0%+4.1%+20.5%
2019-----3.3%+5.8%+3.0%-2.9%+1.6%+1.5%+3.8%+2.5%+12.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.87% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -24.7%.

Detailed Metrics

Returns
Total Return
+185.43%
Annualized Return
+15.93%
Avg Monthly Return
+1.33%
Risk
Volatility (Annual)
+17.83%
Max Drawdown
+33.87%
Positive Months
65%
Average Drawdown
-6.6%
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
8.77
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$28,542.77
Backtest Period
2019-05-16 to 2026-06-19
7.1 years
Rebalancing
none
Base Currency
USD
FLT - VUAA/XMME/IUMO (2) | +15.9% CAGR | ETF Backtest