HomePortfoliosDickran XTB 18

Dickran XTB 18

Optimize
None Rebalancing
USD
Moderate Risk
7.4yr backtest

Performance Summary

Total Return+195.06%
Annualized Return+15.78%
Volatility+17.06%
Sharpe Ratio0.81
Max Drawdown+33.55%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio diversified across world markets, US stocks, and factor strategies like value and momentum for growth.
AssetTypeAllocationTER
ACWD.LSE
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
50.0%0.12%
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
25.0%0.07%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
10.0%0.25%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
5.0%0.4%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $29,506.19
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 89 months (69%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -10.8% • Best year: 2019 (+26.5%) • Worst year: 2022 (-17.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+1.3%-7.8%+12.1%+5.1%-------+13.0%
2025+3.7%-2.2%-4.1%+0.5%+6.6%+4.8%+1.9%+1.9%+3.4%+2.8%+0.1%+1.7%+23.0%
2024+1.5%+3.9%+3.8%-2.9%+2.8%+4.1%+0.7%+1.5%+2.6%-1.3%+3.8%-1.9%+20.0%
2023+5.9%-2.1%+2.1%+1.6%-1.3%+6.4%+3.5%-2.2%-3.8%-3.5%+9.0%+5.4%+22.0%
2022-5.6%-1.5%+3.3%-7.6%-1.4%-8.4%+6.1%-2.7%-8.2%+5.3%+5.1%-2.2%-17.7%
2021+0.4%+2.6%+2.7%+4.5%+1.3%+0.9%+1.1%+2.5%-3.5%+4.5%-1.7%+3.9%+20.6%
2020-0.7%-9.1%-10.8%+8.9%+3.3%+3.4%+4.9%+6.8%-2.9%-3.0%+11.4%+4.7%+15.4%
2019+8.1%+2.9%+0.8%+3.2%-5.5%+6.1%+1.5%-3.4%+2.4%+2.1%+3.1%+3.1%+26.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.55% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -25.5%.

Detailed Metrics

Returns
Total Return
+195.06%
Annualized Return
+15.78%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+17.06%
Max Drawdown
+33.55%
Positive Months
69%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
8.21
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$29,506.19
Backtest Period
2019-01-02 to 2026-05-22
7.4 years
Rebalancing
none
Base Currency
USD
Dickran XTB 18 | +15.8% CAGR | ETF Backtest