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Dickran XTB 20

Created byuser-lnjgx6

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None Rebalancing

USD

Moderate Risk

7.4yr backtest

Performance Summary

Total Return+231.30%

Annualized Return+17.61%

Volatility+17.23%

Sharpe Ratio0.91

Max Drawdown+33.37%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity ETF portfolio diversified across world markets, US stocks, and targeted factor strategies like value and momentum for growth.

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	20.0%	0.07%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	10.0%	0.25%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	10.0%	0.25%
EMVL.LSE iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03	IE00BG0SKF03	Acc	ETF	5.0%	0.4%
SOXX.US iShares Semiconductor ETF • US4642875235	US4642875235	Dist	ETF	5.0%	0.35%
Total		Total			100.0%	0.16%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $33,130.15

Histogram of Monthly Returns

The portfolio had a positive return during 61 of the 89 months (69%)

Monthly Returns Heatmap

Best month: +15.6% • Worst month: -10.8% • Best year: 2019 (+28.0%) • Worst year: 2022 (-19.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.1%	+1.5%	-7.7%	+15.6%	+6.8%	-	-	-	-	-	-	-	+20.3%
2025	+3.5%	-2.3%	-4.5%	+0.4%	+7.0%	+5.9%	+1.7%	+2.0%	+4.1%	+3.9%	-0.2%	+1.8%	+25.1%
2024	+1.5%	+4.7%	+3.8%	-3.1%	+3.5%	+4.2%	+0.1%	+1.1%	+2.3%	-1.7%	+3.3%	-1.7%	+19.0%
2023	+6.7%	-1.8%	+2.7%	+0.8%	+0.0%	+6.4%	+3.7%	-2.5%	-4.1%	-3.8%	+9.6%	+6.0%	+25.1%
2022	-6.1%	-1.5%	+2.9%	-8.3%	-0.8%	-9.2%	+6.8%	-3.2%	-8.7%	+5.1%	+6.3%	-2.8%	-19.3%
2021	+0.7%	+2.9%	+2.6%	+4.0%	+1.4%	+1.2%	+0.9%	+2.4%	-3.5%	+4.6%	-0.7%	+3.8%	+21.9%
2020	-0.9%	-8.8%	-10.8%	+9.2%	+3.5%	+3.7%	+5.1%	+6.7%	-2.7%	-2.8%	+12.0%	+4.7%	+17.5%
2019	+8.2%	+3.0%	+0.9%	+3.6%	-6.2%	+6.5%	+1.7%	-3.3%	+2.5%	+2.4%	+3.1%	+3.4%	+28.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +33.37% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -27.3%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (5.0% of total allocation)

Total Dividends Received

$52.57

30 payments

Dividend Yield

0.04%

(annualized)

Avg Per Payment

$1.75

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	$2.04	0.01%	1
2025	$16.80	0.07%	4
2024	$14.01	0.07%	4
2023	$4.85	0.03%	4
2022	$4.84	0.03%	5
2021	$3.51	0.02%	4
2020	$3.27	0.03%	4
2019	$3.28	0.03%	4
Total	$52.57	0.04%	30

Detailed Metrics

Returns

Total Return

+231.30%

Annualized Return

+17.61%

Avg Monthly Return

+1.47%

Risk

Volatility (Annual)

+17.23%

Max Drawdown

+33.37%

Positive Months

69%

Average Drawdown

-6.3%

Risk-Adjusted

Sharpe Ratio

0.91

Risk-free rate: 2.0%

Sortino Ratio

0.85

Downside risk adjusted

Return/Volatility

1.02

Calmar Ratio

0.53

Return/Max Drawdown

Ulcer Index

8.64

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$33,130.15

Backtest Period

2019-01-02 to 2026-05-22
7.4 years

Rebalancing

none

Base Currency

USD