HomePortfoliosDickran XTB 23

Dickran XTB 23

Created byuser-lnjgx6
Optimize
None Rebalancing
USD
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+129.80%
Annualized Return+16.26%
Volatility+16.21%
Sharpe Ratio0.88
Max Drawdown+26.73%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending core world/US funds with targeted factor and semiconductor exposure for diversified 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%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59
ETF
12.5%0.25%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
12.5%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 ETF • IE00BMC38736
ETF
5.0%0.35%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $22,980
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 67 months (67%)
Monthly Returns Heatmap
Best month: +14.8% • Worst month: -8.9% • Best year: 2025 (+26.1%) • Worst year: 2022 (-18.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+1.4%-8.2%+14.8%+9.5%-0.2%------+21.8%
2025+3.7%-2.2%-4.2%+0.6%+6.9%+5.5%+1.8%+2.0%+4.1%+3.7%+0.0%+2.1%+26.1%
2024+1.6%+4.4%+4.0%-3.0%+3.1%+4.2%+0.2%+1.2%+2.5%-1.6%+3.4%-1.7%+19.4%
2023+6.3%-1.9%+2.4%+1.1%-0.6%+6.3%+3.6%-2.4%-3.8%-3.7%+9.3%+5.8%+24.0%
2022-5.7%-1.4%+3.0%-7.9%-1.0%-8.9%+6.0%-3.0%-8.4%+5.2%+5.9%-2.2%-18.3%
2021+0.8%+2.8%+2.7%+4.1%+1.4%+0.9%+0.8%+2.4%-3.4%+4.3%-1.2%+3.9%+21.0%
2020-----------+2.3%+2.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.73% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -26.7%.

Detailed Metrics

Returns
Total Return
+129.80%
Annualized Return
+16.26%
Avg Monthly Return
+1.34%
Risk
Volatility (Annual)
+16.21%
Max Drawdown
+26.73%
Positive Months
67%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.61
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
$22,980
Backtest Period
2020-12-03 to 2026-06-12
5.5 years
Rebalancing
none
Base Currency
USD