Home PortfoliosDickran XTB Final

Dickran XTB Final

Created byuser-lnjgx6

Optimize

None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+114.17%

Annualized Return+33.53%

Volatility+15.19%

Sharpe Ratio2.08

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
ACWD.LSE State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc) • IE00B44Z5B48	IE00B44Z5B48	Acc	ETF	45.0%	0.12%
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	20.0%	0.03%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	12.5%	0.25%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	12.5%	0.25%
SMH.LSE VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	5.0%	0.35%
EMVL.LSE iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03	IE00BG0SKF03	Acc	ETF	5.0%	0.4%
Total		Total			100.0%	0.16%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $21,417.15

Histogram of Monthly Returns

The portfolio had a positive return during 26 of the 33 months (79%)

Monthly Returns Heatmap

Best month: +14.5% • Worst month: -8.2% • Best year: 2025 (+25.8%) • Worst year: 2023 (+15.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.1%	+1.5%	-8.2%	+14.5%	+9.3%	+1.6%	-	-	-	-	-	-	+23.4%
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

+114.17%

Annualized Return

+33.53%

Avg Monthly Return

+2.42%

Risk

Volatility (Annual)

+15.19%

Max Drawdown

+17.27%

Positive Months

79%

Average Drawdown

-2.2%

Risk-Adjusted

Sharpe Ratio

2.08

Risk-free rate: 2.0%

Sortino Ratio

2.07

Downside risk adjusted

Return/Volatility

2.21

Calmar Ratio

1.94

Return/Max Drawdown

Ulcer Index

2.98

Drawdown depth & duration

Martin Ratio

0.11

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$21,417.15

Backtest Period

2023-10-31 to 2026-06-19
2.6 years

Rebalancing

none

Base Currency

USD