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Dickran XTB Final

Created byuser-lnjgx6

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None Rebalancing

USD

Moderate Risk

2.5yr backtest

Performance Summary

Total Return+91.68%

Annualized Return+29.73%

Volatility+14.96%

Sharpe Ratio1.85

Max Drawdown+18.37%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity ETF portfolio targeting US, tech, and quality/value factor exposure for long-term growth potential.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	40.0%	0.03%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	20.0%	0.25%
XNAS.LSE Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	20.0%	0.2%
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	15.0%	0.25%
SMH.LSE VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	5.0%	0.35%
Total		Total			100.0%	0.16%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $19,167.93

Histogram of Monthly Returns

The portfolio had a positive return during 24 of the 32 months (75%)

Monthly Returns Heatmap

Best month: +14.8% • Worst month: -7.2% • Best year: 2025 (+23.4%) • Worst year: 2026 (+11.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.3%	+0.1%	-7.2%	+14.8%	+1.2%	-	-	-	-	-	-	-	+11.5%
2025	+3.2%	-3.1%	-5.0%	+0.2%	+7.3%	+5.5%	+2.3%	+1.8%	+3.9%	+4.0%	+0.0%	+1.7%	+23.4%
2024	+1.7%	+4.1%	+3.6%	-3.5%	+3.5%	+4.7%	-0.0%	+1.2%	+2.1%	-1.2%	+4.0%	-1.1%	+20.4%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+9.3%	+5.9%	+15.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.37% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -18.4%.

Detailed Metrics

Returns

Total Return

+91.68%

Annualized Return

+29.73%

Avg Monthly Return

+2.14%

Risk

Volatility (Annual)

+14.96%

Max Drawdown

+18.37%

Positive Months

75%

Average Drawdown

-2.4%

Risk-Adjusted

Sharpe Ratio

1.85

Risk-free rate: 2.0%

Sortino Ratio

1.79

Downside risk adjusted

Return/Volatility

1.99

Calmar Ratio

1.62

Return/Max Drawdown

Ulcer Index

3.27

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$19,167.93

Backtest Period

2023-10-31 to 2026-05-01
2.5 years

Rebalancing

none

Base Currency

USD