HomePortfoliosFLT - SPYL 2

FLT - SPYL 2

Created byuser-l5b2xw
None Rebalancing
USD
Moderate Risk
3.0yr backtest
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Performance Summary

Total Return+84.34%
Annualized Return+22.96%
Volatility+13.04%
Sharpe Ratio1.61
Max Drawdown+16.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio with 70% US and 30% European equity exposure for targeted growth in major developed markets.
AssetTypeAllocationTER
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
70.0%0.03%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237
ETF
30.0%0.12%
Total100.0%0.06%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $18,434.11
Histogram of Monthly Returns
The portfolio had a positive return during 28 of the 37 months (76%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -7.4% • Best year: 2025 (+22.0%) • Worst year: 2026 (+11.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+0.5%-7.4%+10.2%+5.1%-0.8%+0.1%+2.9%-1.1%+0.3%--+11.2%
2025+4.0%-1.9%-3.9%+0.7%+6.4%+4.3%+1.8%+1.8%+2.7%+2.4%+0.4%+1.7%+22.0%
2024+1.3%+3.4%+3.6%-2.8%+3.4%+3.3%+1.0%+2.1%+1.9%-1.7%+3.4%-1.7%+18.2%
2023---------+0.0%+9.0%+5.4%+14.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.27% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -16.3%.

Detailed Metrics

Returns
Total Return
+84.34%
Annualized Return
+22.96%
Avg Monthly Return
+1.72%
Risk
Volatility (Annual)
+13.04%
Max Drawdown
+16.27%
Positive Months
76%
Average Drawdown
-1.8%
Risk-Adjusted
Sharpe Ratio
1.61
Risk-free rate: 2.0%
Sortino Ratio
1.59
Downside risk adjusted
Return/Volatility
1.76
Calmar Ratio
1.41
Return/Max Drawdown
Ulcer Index
2.52
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$18,434.11
Backtest Period
2023-10-31 to 2026-10-16
3.0 years
Rebalancing
none
Base Currency
USD