HomePortfoliosDickran XTB 4
Optimize
None Rebalancing
USD
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+126.38%
Annualized Return+15.95%
Volatility+15.92%
Sharpe Ratio0.88
Max Drawdown+26.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio blending world equities, high dividend yield, US tech, and semiconductors for robust growth.
AssetTypeAllocationTER
ACWD.LSE
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
35.0%0.12%
VHYA.LSE
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
35.0%0.29%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
25.0%0.3%
SMH.LSE
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
5.0%0.35%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $22,638.22
Histogram of Monthly Returns
The portfolio had a positive return during 46 of the 67 months (69%)
Monthly Returns Heatmap
Best month: +12.9% • Worst month: -8.8% • Best year: 2023 (+27.8%) • Worst year: 2022 (-19.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+1.2%-7.3%+12.9%+7.9%-0.1%------+18.9%
2025+3.5%-2.3%-3.9%+0.4%+7.3%+5.3%+1.7%+2.0%+3.7%+3.6%+0.0%+1.7%+25.1%
2024+1.2%+3.4%+3.5%-2.8%+3.0%+4.3%+0.3%+1.2%+2.5%-1.7%+3.2%-1.4%+17.6%
2023+7.2%-1.7%+3.3%+1.2%+0.7%+5.8%+3.9%-2.5%-3.6%-3.8%+9.2%+6.2%+27.8%
2022-5.4%-1.6%+3.0%-7.9%-0.9%-8.8%+6.4%-3.1%-8.5%+4.5%+5.7%-2.5%-19.0%
2021+0.6%+2.2%+3.0%+3.7%+1.7%+1.5%+0.9%+2.5%-3.4%+4.2%-0.6%+3.8%+21.9%
2020-----------+2.5%+2.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.74% • 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
+126.38%
Annualized Return
+15.95%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+15.92%
Max Drawdown
+26.74%
Positive Months
69%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
8.32
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$22,638.22
Backtest Period
2020-12-03 to 2026-06-12
5.5 years
Rebalancing
none
Base Currency
USD