Home PortfoliosB&H // XUDY reference

B&H // XUDY reference

Created byuser-dvjmdp

None Rebalancing

EUR

Moderate Risk

0.8yr backtest

Performance Summary

Total Return+28.16%

Annualized Return+38.06%

Volatility+11.17%

Sharpe Ratio3.23

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XUDY.XETRA Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6	IE000SRQBBT6	Acc	ETF	100.0%	0.25%
Total		Total			100.0%	0.25%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €12,816.48

Histogram of Monthly Returns

The portfolio had a positive return during 9 of the 10 months (90%)

Monthly Returns Heatmap

Best month: +6.3% • Worst month: -2.7% • Best year: 2026 (+23.7%) • Worst year: 2025 (+3.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.8%	+6.3%	-2.7%	+4.0%	+5.1%	+3.2%	+3.1%	-	-	-	-	-	+23.7%
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

+28.16%

Annualized Return

+38.06%

Avg Monthly Return

+2.54%

Risk

Volatility (Annual)

+11.17%

Max Drawdown

+3.66%

Positive Months

90%

Average Drawdown

-1.2%

Risk-Adjusted

Sharpe Ratio

3.23

Risk-free rate: 2.0%

Sortino Ratio

3.51

Downside risk adjusted

Return/Volatility

3.41

Calmar Ratio

10.40

Return/Max Drawdown

Ulcer Index

1.24

Drawdown depth & duration

Martin Ratio

0.29

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€12,816.48

Backtest Period

2025-10-23 to 2026-07-31
0.8 years

Rebalancing

none

Base Currency

EUR