HomePortfoliosB&H // XUDY reference

B&H // XUDY reference

Created byuser-dvjmdp
None Rebalancing
EUR
Moderate Risk
0.8yr backtest

Performance Summary

Total Return+32.64%
Annualized Return+40.72%
Volatility+10.91%
Sharpe Ratio3.55
Max Drawdown+3.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio focused on defensive quality stocks via a single S&P 500 shareholder yield ETF for targeted growth.
AssetTypeAllocationTER
XUDY.XETRA
Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,264.04
Histogram of Monthly Returns
The portfolio had a positive return during 10 of the 11 months (91%)
Monthly Returns Heatmap
Best month: +6.3% • Worst month: -2.7% • Best year: 2026 (+28.1%) • Worst year: 2025 (+3.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+6.3%-2.7%+4.0%+5.1%+3.2%+3.1%+3.5%----+28.1%
2025---------+0.8%+2.1%+0.7%+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +3.66% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -3.7%.

Detailed Metrics

Returns
Total Return
+32.64%
Annualized Return
+40.72%
Avg Monthly Return
+2.63%
Risk
Volatility (Annual)
+10.91%
Max Drawdown
+3.66%
Positive Months
91%
Average Drawdown
-1.1%
Risk-Adjusted
Sharpe Ratio
3.55
Risk-free rate: 2.0%
Sortino Ratio
3.83
Downside risk adjusted
Return/Volatility
3.73
Calmar Ratio
11.13
Return/Max Drawdown
Ulcer Index
1.20
Drawdown depth & duration
Martin Ratio
0.32
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,264.04
Backtest Period
2025-10-23 to 2026-08-21
0.8 years
Rebalancing
none
Base Currency
EUR