HomePortfoliosDickran XTB 22

Dickran XTB 22

Optimize
None Rebalancing
USD
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+123.48%
Annualized Return+15.85%
Volatility+16.24%
Sharpe Ratio0.85
Max Drawdown+26.76%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio blending core S&P 500, world, and factor strategies for long-term 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%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
5.0%0.4%
SMH.LSE
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
5.0%0.35%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $22,348.18
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 66 months (67%)
Monthly Returns Heatmap
Best month: +14.8% • Worst month: -8.8% • Best year: 2025 (+25.6%) • Worst year: 2022 (-18.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+1.3%-8.2%+14.8%+6.8%-------+18.8%
2025+3.7%-2.3%-4.3%+0.7%+7.0%+5.5%+1.8%+1.9%+4.1%+3.6%-0.1%+2.0%+25.6%
2024+1.7%+4.5%+4.0%-3.0%+3.1%+4.4%+0.0%+1.2%+2.5%-1.5%+3.4%-1.6%+20.0%
2023+6.2%-1.9%+2.4%+1.2%-0.6%+6.3%+3.6%-2.3%-3.8%-3.6%+9.4%+5.8%+23.8%
2022-5.9%-1.4%+3.1%-8.0%-1.1%-8.8%+6.1%-2.9%-8.4%+5.2%+5.8%-2.2%-18.5%
2021+0.8%+2.6%+2.5%+4.3%+1.3%+1.0%+0.9%+2.5%-3.4%+4.4%-1.2%+3.7%+20.8%
2020-----------+2.4%+2.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.76% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -26.8%.

Detailed Metrics

Returns
Total Return
+123.48%
Annualized Return
+15.85%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+16.24%
Max Drawdown
+26.76%
Positive Months
67%
Average Drawdown
-6.6%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.59
Return/Max Drawdown
Ulcer Index
8.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$22,348.18
Backtest Period
2020-12-03 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
USD
Dickran XTB 22 | +15.8% CAGR | ETF Backtest