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Dickran XTB Final

Created byuser-lnjgx6

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None Rebalancing

USD

Moderate Risk

2.6yr backtest

Performance Summary

Total Return+110.78%

Annualized Return+33.86%

Volatility+15.67%

Sharpe Ratio2.03

Max Drawdown+18.53%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity portfolio with core S&P 500, Nasdaq 100, and targeted factor ETFs for growth, value, and momentum exposure.

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	25.0%	0.25%
XNAS.LSE Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	20.0%	0.2%
IWMO.LSE iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	10.0%	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 $21,077.77

Histogram of Monthly Returns

The portfolio had a positive return during 23 of the 32 months (72%)

Monthly Returns Heatmap

Best month: +15.9% • Worst month: -7.5% • Best year: 2025 (+25.0%) • Worst year: 2023 (+15.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.5%	+0.2%	-7.5%	+15.9%	+8.2%	-	-	-	-	-	-	-	+20.3%
2025	+3.4%	-2.9%	-4.9%	+0.5%	+7.6%	+5.5%	+2.1%	+1.9%	+4.1%	+4.0%	-0.0%	+1.8%	+25.0%
2024	+2.0%	+4.2%	+3.9%	-3.5%	+3.3%	+4.9%	-0.1%	+0.8%	+2.3%	-1.1%	+4.0%	-1.0%	+21.1%
2023	-	-	-	-	-	-	-	-	-	+0.0%	+9.2%	+6.0%	+15.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.53% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -18.5%.

Detailed Metrics

Returns

Total Return

+110.78%

Annualized Return

+33.86%

Avg Monthly Return

+2.45%

Risk

Volatility (Annual)

+15.67%

Max Drawdown

+18.53%

Positive Months

72%

Average Drawdown

-2.4%

Risk-Adjusted

Sharpe Ratio

2.03

Risk-free rate: 2.0%

Sortino Ratio

1.97

Downside risk adjusted

Return/Volatility

2.16

Calmar Ratio

1.83

Return/Max Drawdown

Ulcer Index

3.29

Drawdown depth & duration

Martin Ratio

0.10

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$21,077.77

Backtest Period

2023-10-31 to 2026-05-22
2.6 years

Rebalancing

none

Base Currency

USD