HomePortfoliosDickran XTB 19

Dickran XTB 19

Optimize
None Rebalancing
USD
Moderate Risk
7.4yr backtest

Performance Summary

Total Return+192.76%
Annualized Return+15.66%
Volatility+17.14%
Sharpe Ratio0.80
Max Drawdown+33.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with core world & US exposure, plus targeted allocations to value, momentum, and small-cap factors for diversification.
AssetTypeAllocationTER
ACWD.LSE
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
45.0%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%
WSML.LSE
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $29,275.76
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: -11.1% • Best year: 2019 (+26.4%) • Worst year: 2022 (-17.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+1.4%-7.8%+12.1%+5.1%-------+13.2%
2025+3.7%-2.3%-4.1%+0.5%+6.6%+4.8%+1.9%+2.0%+3.4%+2.7%+0.2%+1.7%+22.9%
2024+1.3%+3.9%+3.8%-3.0%+2.8%+3.9%+0.9%+1.4%+2.6%-1.3%+4.0%-2.0%+19.5%
2023+6.0%-2.0%+1.9%+1.6%-1.4%+6.4%+3.6%-2.3%-3.8%-3.7%+9.0%+5.6%+21.8%
2022-5.7%-1.4%+3.2%-7.6%-1.4%-8.5%+6.2%-2.6%-8.2%+5.4%+5.1%-2.2%-17.7%
2021+0.6%+2.7%+2.7%+4.5%+1.2%+0.9%+1.0%+2.5%-3.4%+4.4%-1.9%+3.9%+20.4%
2020-0.8%-9.1%-11.1%+9.0%+3.4%+3.3%+4.9%+6.7%-2.8%-2.9%+11.6%+4.8%+15.4%
2019+8.2%+3.0%+0.7%+3.2%-5.6%+6.1%+1.6%-3.4%+2.4%+2.1%+3.1%+3.1%+26.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.88% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -25.6%.

Detailed Metrics

Returns
Total Return
+192.76%
Annualized Return
+15.66%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+17.14%
Max Drawdown
+33.88%
Positive Months
69%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
8.28
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$29,275.76
Backtest Period
2019-01-02 to 2026-05-22
7.4 years
Rebalancing
none
Base Currency
USD
Dickran XTB 19 | +15.7% CAGR | ETF Backtest