Home PortfoliosFLT - VUAA/XMME/IUMO/R1GR (2)

FLT - VUAA/XMME/IUMO/R1GR (2)

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None Rebalancing

USD

Moderate Risk

3.0yr backtest

Performance Summary

Total Return+79.48%

Annualized Return+21.76%

Volatility+14.20%

Sharpe Ratio1.39

Max Drawdown+18.29%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Other 5.0%

Holdings Details

Diversified ETF portfolio with 80% US S&P 500, 10% emerging markets, and 10% US growth/momentum for global equity exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VUAA.LSE Vanguard S&P 500 UCITS ETF (USD) Accumulating • IE00BFMXXD54	IE00BFMXXD54	Acc	ETF	79.7%	0.07%
XMME.LSE Xtrackers MSCI Emerging Markets UCITS ETF 1C • IE00BTJRMP35	IE00BTJRMP35	Acc	ETF	10.3%	0.18%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	5.0%	0.2%
R1GR.LSE iShares Russell 1000 Growth UCITS ETF USD Acc	-	-	ETF	5.0%	-
Total		Total			100.0%	0.08%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $17,947.92

Histogram of Monthly Returns

The portfolio had a positive return during 23 of the 37 months (62%)

Monthly Returns Heatmap

Best month: +12.4% • Worst month: -7.0% • Best year: 2024 (+24.3%) • Worst year: 2023 (+8.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.4%	-0.3%	-7.0%	+12.4%	+6.8%	-0.4%	-	-	-	-	-	-	+12.3%
2025	+3.2%	-3.5%	-5.1%	-0.3%	+7.1%	+5.2%	+3.1%	+1.1%	+3.6%	+3.0%	-0.3%	+0.9%	+18.8%
2024	+1.7%	+4.4%	+3.5%	-2.8%	+2.5%	+5.7%	+0.3%	+1.2%	+3.1%	-0.4%	+4.7%	-1.5%	+24.3%
2023	-	-	-	-	-	+0.0%	+3.5%	-1.6%	-4.4%	-3.2%	+9.2%	+5.3%	+8.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.29% • The longest drawdown period lasted for 4 months and was between July 2023 and December 2023. It reached a trough of -9.5%.

Detailed Metrics

Returns

Total Return

+79.48%

Annualized Return

+21.76%

Avg Monthly Return

+1.67%

Risk

Volatility (Annual)

+14.20%

Max Drawdown

+18.29%

Positive Months

62%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.39

Risk-free rate: 2.0%

Sortino Ratio

1.36

Downside risk adjusted

Return/Volatility

1.53

Calmar Ratio

1.19

Return/Max Drawdown

Ulcer Index

3.41

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$17,947.92

Backtest Period

2023-06-30 to 2026-06-19
3.0 years

Rebalancing

none

Base Currency

USD