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Dickran XTB 4

Created byuser-lnjgx6

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None Rebalancing

USD

Moderate Risk

11.5yr backtest

Performance Summary

Total Return+444.51%

Annualized Return+15.83%

Volatility+16.64%

Sharpe Ratio0.83

Max Drawdown+31.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity ETF portfolio blending world markets, US tech, value & quality factors, plus semiconductors for diversified growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XDWD.LSE Xtrackers MSCI World UCITS ETF 1C • IE00BJ0KDQ92	IE00BJ0KDQ92	Acc	ETF	35.0%	0.12%
CNDX.LSE iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19	IE00B53SZB19	Acc	ETF	25.0%	0.3%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	20.0%	0.25%
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	15.0%	0.25%
SMH.US VanEck Semiconductor ETF • US92189F6768	US92189F6768	Dist	ETF	5.0%	0.35%
Total		Total			100.0%	0.22%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $54,450.82

Histogram of Monthly Returns

The portfolio had a positive return during 94 of the 140 months (67%)

Monthly Returns Heatmap

Best month: +17.0% • Worst month: -9.8% • Best year: 2023 (+39.8%) • Worst year: 2022 (-25.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.9%	-0.1%	-6.9%	+17.0%	+1.1%	-	-	-	-	-	-	-	+14.4%
2025	+2.8%	-3.3%	-5.9%	+0.9%	+8.4%	+6.7%	+2.5%	+1.3%	+5.1%	+5.0%	-0.9%	+1.5%	+25.8%
2024	+2.1%	+5.0%	+3.5%	-3.6%	+4.8%	+5.6%	-1.1%	+0.9%	+2.0%	-1.2%	+3.6%	-0.4%	+22.7%
2023	+8.9%	-0.7%	+5.3%	+0.3%	+4.2%	+6.4%	+3.8%	-1.8%	-4.5%	-3.4%	+10.4%	+6.4%	+39.8%
2022	-7.8%	-2.1%	+3.5%	-9.8%	-1.6%	-9.5%	+8.9%	-4.1%	-8.9%	+3.8%	+5.5%	-4.1%	-25.1%
2021	+0.7%	+2.1%	+2.7%	+4.1%	+1.1%	+3.0%	+1.9%	+3.0%	-4.2%	+5.2%	+1.2%	+3.0%	+26.3%
2020	+0.4%	-8.6%	-8.8%	+10.3%	+4.3%	+4.5%	+5.2%	+8.2%	-3.2%	-3.1%	+12.3%	+5.0%	+26.6%
2019	+8.0%	+3.4%	+1.7%	+4.1%	-7.0%	+6.8%	+2.5%	-3.5%	+2.5%	+3.5%	+3.6%	+3.3%	+31.8%
2018	+5.7%	-2.1%	-3.6%	+1.4%	+1.8%	-0.2%	+2.6%	+2.3%	+0.4%	-8.1%	+0.2%	-7.3%	-7.5%
2017	+2.2%	+3.7%	+1.5%	+1.5%	+2.7%	-0.6%	+3.1%	+0.5%	+2.1%	+3.5%	+1.8%	+1.7%	+26.4%
2016	-7.9%	+0.8%	+6.3%	-0.5%	+2.2%	-2.2%	+5.9%	+1.0%	+1.4%	-1.5%	+1.7%	+2.0%	+8.5%
2015	-2.1%	+5.9%	-1.4%	+2.3%	+0.9%	-2.6%	+2.0%	-6.1%	-4.3%	+9.6%	-0.4%	-1.3%	+1.4%
2014	-	-	-	-	-	-	-	-	-	+6.2%	+2.9%	-0.7%	+8.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +31.89% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -31.0%.

Dividend Income

Summary

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

Total Dividends Received

$143.10

12 payments

Dividend Yield

0.06%

(annualized)

Avg Per Payment

$11.92

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
2025	$24.93	0.06%	1
2024	$24.06	0.07%	1
2023	$23.29	0.09%	1
2022	$13.32	0.06%	1
2021	$8.71	0.03%	1
2020	$8.29	0.04%	1
2019	$11.62	0.07%	1
2018	$8.88	0.06%	1
2017	$7.52	0.06%	1
2016	$3.09	0.03%	1
2015	$6.06	0.05%	1
2014	$3.34	0.03%	1
Total	$143.10	0.06%	12

Detailed Metrics

Returns

Total Return

+444.51%

Annualized Return

+15.83%

Avg Monthly Return

+1.32%

Risk

Volatility (Annual)

+16.64%

Max Drawdown

+31.89%

Positive Months

67%

Average Drawdown

-5.9%

Risk-Adjusted

Sharpe Ratio

0.83

Risk-free rate: 2.0%

Sortino Ratio

0.77

Downside risk adjusted

Return/Volatility

0.95

Calmar Ratio

0.50

Return/Max Drawdown

Ulcer Index

8.37

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$54,450.82

Backtest Period

2014-10-20 to 2026-05-01
11.5 years

Rebalancing

none

Base Currency

USD