Home PortfoliosFLT - VUAA/XMME/IUMO/R1GR

FLT - VUAA/XMME/IUMO/R1GR

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None Rebalancing

USD

Moderate Risk

3.0yr backtest

Performance Summary

Total Return+90.17%

Annualized Return+24.16%

Volatility+15.26%

Sharpe Ratio1.45

Max Drawdown+17.68%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Other 10.0%

Holdings Details

A diversified ETF portfolio blending US S&P 500, Emerging Markets, and US growth & momentum stocks 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	40.0%	0.07%
XMME.LSE Xtrackers MSCI Emerging Markets UCITS ETF 1C • IE00BTJRMP35	IE00BTJRMP35	Acc	ETF	35.0%	0.18%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	15.0%	0.2%
R1GR.LSE iShares Russell 1000 Growth UCITS ETF USD Acc	-	-	ETF	10.0%	-
Total		Total			100.0%	0.12%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,016.85

Histogram of Monthly Returns

The portfolio had a positive return during 25 of the 37 months (68%)

Monthly Returns Heatmap

Best month: +14.2% • Worst month: -8.6% • Best year: 2025 (+22.4%) • Worst year: 2023 (+7.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.2%	+1.1%	-8.6%	+14.2%	+8.3%	+1.2%	-	-	-	-	-	-	+19.5%
2025	+3.4%	-2.9%	-4.0%	+0.5%	+6.9%	+5.4%	+2.5%	+1.2%	+4.8%	+3.0%	-1.0%	+1.1%	+22.4%
2024	+0.6%	+4.9%	+3.4%	-2.2%	+2.2%	+5.5%	-0.3%	+1.2%	+4.1%	-1.3%	+2.9%	-1.4%	+21.1%
2023	-	-	-	-	-	+0.0%	+4.0%	-2.6%	-4.1%	-3.5%	+9.1%	+5.0%	+7.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +17.68% • The longest drawdown period lasted for 4 months and was between July 2023 and December 2023. It reached a trough of -10.1%.

Detailed Metrics

Returns

Total Return

+90.17%

Annualized Return

+24.16%

Avg Monthly Return

+1.84%

Risk

Volatility (Annual)

+15.26%

Max Drawdown

+17.68%

Positive Months

68%

Average Drawdown

-2.7%

Risk-Adjusted

Sharpe Ratio

1.45

Risk-free rate: 2.0%

Sortino Ratio

1.44

Downside risk adjusted

Return/Volatility

1.58

Calmar Ratio

1.37

Return/Max Drawdown

Ulcer Index

3.50

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,016.85

Backtest Period

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

Rebalancing

none

Base Currency

USD