HomePortfoliosDickran XTB 21

Dickran XTB 21

Optimize
None Rebalancing
USD
Moderate Risk
7.4yr backtest

Performance Summary

Total Return+204.92%
Annualized Return+16.30%
Volatility+17.29%
Sharpe Ratio0.83
Max Drawdown+33.10%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio focused on equities, blending core world, US, and factor-based strategies for robust growth.
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
20.0%0.07%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
15.0%0.25%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
10.0%0.25%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
5.0%0.3%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
5.0%0.4%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $30,492.33
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 89 months (67%)
Monthly Returns Heatmap
Best month: +12.9% • Worst month: -10.2% • Best year: 2019 (+26.9%) • Worst year: 2022 (-18.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+1.0%-7.8%+12.9%+5.5%-------+13.9%
2025+3.7%-2.3%-4.3%+0.8%+6.9%+4.9%+1.9%+1.8%+3.6%+2.9%-0.0%+1.7%+23.0%
2024+1.7%+4.2%+3.7%-2.9%+2.9%+4.4%+0.3%+1.4%+2.6%-1.2%+3.9%-1.6%+20.8%
2023+5.9%-2.0%+2.4%+1.6%-0.9%+6.4%+3.5%-2.1%-3.8%-3.5%+9.1%+5.5%+23.3%
2022-6.0%-1.6%+3.5%-8.1%-1.6%-8.4%+6.2%-2.6%-8.2%+5.2%+5.0%-2.3%-18.8%
2021+0.6%+2.2%+2.4%+4.6%+1.0%+1.2%+1.1%+2.6%-3.5%+4.7%-1.6%+3.6%+20.4%
2020-0.3%-8.9%-10.2%+9.0%+3.5%+3.7%+5.2%+7.0%-2.9%-3.0%+11.2%+4.8%+17.7%
2019+8.1%+3.0%+0.9%+3.2%-5.5%+6.1%+1.7%-3.3%+2.2%+2.2%+3.1%+3.1%+26.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.10% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -26.1%.

Detailed Metrics

Returns
Total Return
+204.92%
Annualized Return
+16.30%
Avg Monthly Return
+1.36%
Risk
Volatility (Annual)
+17.29%
Max Drawdown
+33.10%
Positive Months
67%
Average Drawdown
-6.2%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
8.45
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$30,492.33
Backtest Period
2019-01-02 to 2026-05-22
7.4 years
Rebalancing
none
Base Currency
USD