HomePortfoliosFLT - VWRA/IUMO

FLT - VWRA/IUMO

Optimize
None Rebalancing
USD
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+148.84%
Annualized Return+14.13%
Volatility+17.58%
Sharpe Ratio0.69
Max Drawdown+33.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 75% VWRA for worldwide exposure and 25% IUMO for US momentum factor tilts. A diversified ETF strategy.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
75.0%0.19%
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
25.0%0.2%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $24,884.44
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 84 months (67%)
Monthly Returns Heatmap
Best month: +12.9% • Worst month: -10.2% • Best year: 2025 (+21.3%) • Worst year: 2022 (-18.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+0.9%-7.7%+12.9%+7.5%+1.7%------+17.3%
2025+4.3%-2.4%-4.4%+1.3%+7.0%+4.3%+1.7%+1.4%+3.7%+2.1%-0.4%+1.4%+21.3%
2024+1.9%+4.7%+3.7%-3.1%+2.8%+4.2%+0.2%+1.8%+2.9%-1.2%+3.9%-2.2%+21.0%
2023+4.7%-2.4%+1.8%+1.8%-2.0%+6.3%+3.2%-1.8%-4.1%-3.3%+9.1%+5.4%+19.1%
2022-6.7%-1.5%+3.5%-8.3%-1.8%-7.8%+5.9%-2.3%-7.7%+5.9%+4.7%-2.1%-18.1%
2021+0.6%+1.4%+1.6%+5.0%+0.8%+1.2%+0.8%+2.9%-3.3%+5.0%-2.5%+2.7%+16.9%
2020+0.4%-9.2%-10.2%+9.2%+3.7%+4.0%+5.5%+7.3%-2.7%-3.2%+11.1%+4.7%+19.4%
2019-------0.4%-2.8%+1.8%+1.9%+3.0%+2.7%+6.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.64% • The longest drawdown period lasted for 2 years and 3 months and was between November 2021 and February 2024. It reached a trough of -26.8%.

Detailed Metrics

Returns
Total Return
+148.84%
Annualized Return
+14.13%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+17.58%
Max Drawdown
+33.64%
Positive Months
67%
Average Drawdown
-7.3%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
9.60
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$24,884.44
Backtest Period
2019-07-26 to 2026-06-19
6.9 years
Rebalancing
none
Base Currency
USD
FLT - VWRA/IUMO | +14.1% CAGR | ETF Backtest