This is kind of pointless. If you had such a powerful fleet, you could rather hold off your attacker, and if your attacker is so powerful that you're bound to lose your last world, then they can just chase you down on your new world and obliterate your race.
What you can do is start spamming scouts and transports and go on a capture-run, taking all undefended planets in a Vasari-style endless exodus while your battle fleets desperately hold off your enemy.
Of course, unless you somehow find a random wormhole to a pocket universe(ridiculous and currently impossible) or set up an impenetrable energy barrier around your last world(almost possible, happened only in story), you're toast since the galaxy only spans so far.

And there's no Phased Space in Galciv2.
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What could be made possible in the future is for your remaining fleet to escape into a different quadrant and join up with other parts of your race there. Of course, the situation of things in that new quadrant would be completely random: your race could be dominating or it could be on the verge of defeat. The tech levels there may be basic or they may be maximized or anywhere in between. Securing a victory in this 'new' quadrant would give you your old home world in the original quadrant back and effectively restart the game there. Otherwise, if you lose here too, you escape somewhere else. Since their would only be four quadrants in the galaxy, you only have 4 'lives'. Losing 4 times would secure your total end. However, losing even your original quadrant would make you lose all points.