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Dickran XTB Final

Created byuser-lnjgx6
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None Rebalancing
USD
Moderate Risk
2.7yr backtest

Performance Summary

Total Return+103.72%
Annualized Return+30.02%
Volatility+15.36%
Sharpe Ratio1.82
Max Drawdown+17.27%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with core world & US exposure, plus targeted allocations to value, momentum, and semiconductor themes for diversified growth.
AssetTypeAllocationTER
ACWD.LSE
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc) • IE00B44Z5B48
ETF
45.0%0.12%
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
20.0%0.03%
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%
SMH.LSE
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
5.0%0.35%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
5.0%0.4%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $20,372
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 34 months (76%)
Monthly Returns Heatmap
Best month: +14.5% • Worst month: -8.2% • Best year: 2025 (+25.8%) • Worst year: 2023 (+15.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+1.5%-8.2%+14.5%+9.3%+1.2%-4.5%-----+17.3%
2025+3.7%-2.2%-4.0%+0.7%+6.9%+5.4%+1.7%+2.0%+4.0%+3.5%+0.0%+2.1%+25.8%
2024+1.6%+4.4%+4.0%-2.9%+3.1%+4.2%+0.2%+1.3%+2.5%-1.6%+3.3%-1.7%+19.5%
2023---------+0.0%+9.2%+5.7%+15.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.27% • The longest drawdown period lasted for 3 months and was between February 2025 and May 2025. It reached a trough of -17.3%.

Detailed Metrics

Returns
Total Return
+103.72%
Annualized Return
+30.02%
Avg Monthly Return
+2.20%
Risk
Volatility (Annual)
+15.36%
Max Drawdown
+17.27%
Positive Months
76%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
1.82
Risk-free rate: 2.0%
Sortino Ratio
1.82
Downside risk adjusted
Return/Volatility
1.95
Calmar Ratio
1.74
Return/Max Drawdown
Ulcer Index
2.98
Drawdown depth & duration
Martin Ratio
0.09
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$20,372
Backtest Period
2023-10-31 to 2026-07-17
2.7 years
Rebalancing
none
Base Currency
USD