Home PortfoliosDickran XTB 17

Dickran XTB 17

Created byuser-lnjgx6

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None Rebalancing

USD

Moderate Risk

11.6yr backtest

Performance Summary

Total Return+270.57%

Annualized Return+11.93%

Volatility+15.82%

Sharpe Ratio0.63

Max Drawdown+33.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global ETF portfolio blending world, US, and factor investing (value & momentum) for comprehensive equity exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
ACWD.LSE State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc) • IE00B44Z5B48	IE00B44Z5B48	Acc	ETF	50.0%	0.12%
CSPX.LSE iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	25.0%	0.07%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	15.0%	0.25%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	10.0%	0.25%
Total		Total			100.0%	0.14%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $37,056.59

Histogram of Monthly Returns

The portfolio had a positive return during 95 of the 140 months (68%)

Monthly Returns Heatmap

Best month: +12.1% • Worst month: -10.7% • Best year: 2019 (+26.2%) • Worst year: 2022 (-17.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.4%	+0.9%	-7.6%	+12.1%	+5.1%	-	-	-	-	-	-	-	+12.6%
2025	+3.8%	-2.1%	-4.3%	+0.6%	+6.6%	+4.6%	+1.9%	+2.0%	+3.3%	+2.6%	+0.3%	+1.7%	+22.6%
2024	+1.7%	+3.9%	+3.9%	-3.1%	+2.8%	+4.0%	+0.8%	+1.5%	+2.5%	-1.2%	+4.0%	-2.0%	+20.1%
2023	+5.8%	-1.9%	+2.1%	+1.7%	-1.3%	+6.5%	+3.5%	-2.1%	-3.9%	-3.5%	+9.0%	+5.4%	+22.1%
2022	-5.7%	-1.5%	+3.5%	-7.7%	-1.5%	-8.3%	+6.3%	-2.7%	-8.1%	+5.7%	+4.8%	-2.2%	-17.5%
2021	+0.4%	+2.6%	+2.8%	+4.5%	+1.3%	+1.0%	+1.3%	+2.5%	-3.4%	+4.7%	-1.7%	+3.9%	+21.3%
2020	-0.3%	-9.3%	-10.7%	+8.9%	+3.5%	+3.2%	+4.7%	+6.9%	-2.9%	-3.2%	+11.5%	+4.6%	+15.4%
2019	+7.5%	+3.0%	+0.9%	+3.2%	-5.4%	+6.1%	+1.6%	-3.2%	+2.4%	+2.1%	+3.2%	+2.8%	+26.2%
2018	+5.2%	-3.0%	-3.5%	+2.1%	+0.1%	-0.1%	+2.6%	+1.3%	+1.0%	-7.7%	+0.9%	-7.0%	-8.7%
2017	+1.7%	+3.5%	+0.9%	+1.1%	+1.8%	+0.7%	+2.8%	+0.1%	+2.3%	+2.7%	+2.1%	+2.2%	+24.0%
2016	-7.1%	+1.0%	+6.3%	+0.6%	+1.3%	-0.9%	+4.6%	+0.1%	+0.8%	-1.7%	+1.9%	+2.2%	+8.9%
2015	-2.7%	+5.6%	-1.2%	+2.3%	-0.1%	-2.1%	+1.6%	-6.2%	-4.5%	+8.5%	-0.7%	-1.1%	-1.5%
2014	-	-	-	-	-	-	-	-	-	+1.7%	+2.3%	-0.6%	+3.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +33.69% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -25.4%.

Detailed Metrics

Returns

Total Return

+270.57%

Annualized Return

+11.93%

Avg Monthly Return

+1.02%

Risk

Volatility (Annual)

+15.82%

Max Drawdown

+33.69%

Positive Months

68%

Average Drawdown

-5.4%

Risk-Adjusted

Sharpe Ratio

0.63

Risk-free rate: 2.0%

Sortino Ratio

0.59

Downside risk adjusted

Return/Volatility

0.75

Calmar Ratio

0.35

Return/Max Drawdown

Ulcer Index

7.36

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$37,056.59

Backtest Period

2014-10-06 to 2026-05-22
11.6 years

Rebalancing

none

Base Currency

USD