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Chris Horn Portfolio

Created byuser-xwe79g

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Quarterly Rebalancing

EUR

Moderate Risk

Multi-currency

3.0yr backtest

Performance Summary

Total Return+94.64%

Annualized Return+25.13%

Volatility+17.66%

Sharpe Ratio1.31

Max Drawdown+21.44%

Holdings

Asset Allocation

Asset Class

Equity 75.2%Other 24.8%

Holdings Details

Diversified equity portfolio focused on industrials and technology, featuring GE, Visa, and Microsoft for balanced growth exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
GE.US GE Aerospace • US3696043013	US3696043013	-	STOCK	30.0%	0%
VD.BA Visa Inc.	-	-	STOCK	20.4%	0%
MCO.US Moodys Corporation • US6153691059	US6153691059	-	STOCK	13.8%	0%
SPGI.US S&P Global Inc • US78409V1044	US78409V1044	-	STOCK	13.2%	0%
CP.US Canadian Pacific Kansas City Limited • CA13646K1084	CA13646K1084	-	STOCK	8.1%	0%
ABEC.XETRA Alphabet Inc • US02079K1079	US02079K1079	-	STOCK	7.2%	0%
FER.AS Ferrovial SE • NL0015001FS8	NL0015001FS8	-	STOCK	2.9%	0%
MSFT34.SA Microsoft Corporation	-	-	STOCK	2.2%	0%
CNIC34.SA Canadian National Railway Company	-	-	STOCK	2.2%	0%
Total		Total			100.0%	0.00%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €19,463.75

Histogram of Monthly Returns

The portfolio had a positive return during 28 of the 37 months (76%)

Monthly Returns Heatmap

Best month: +11.2% • Worst month: -8.3% • Best year: 2024 (+41.8%) • Worst year: 2026 (+1.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-2.7%	+2.3%	-8.3%	+6.2%	+4.2%	+0.6%	-	-	-	-	-	-	+1.7%
2025	+11.2%	+0.4%	-8.1%	-4.1%	+10.7%	-1.5%	+4.2%	+0.7%	+1.4%	+3.3%	+0.5%	+2.2%	+21.1%
2024	+7.1%	+4.9%	+6.3%	+3.2%	+0.9%	+1.7%	+2.9%	+1.1%	+2.4%	-2.0%	+9.6%	-1.8%	+41.8%
2023	-	-	-	-	-	+0.7%	+1.8%	+1.2%	-2.1%	-3.6%	+9.2%	+4.2%	+11.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +21.44% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -21.4%.

Detailed Metrics

Returns

Total Return

+94.64%

Annualized Return

+25.13%

Avg Monthly Return

+1.91%

Risk

Volatility (Annual)

+17.66%

Max Drawdown

+21.44%

Positive Months

76%

Average Drawdown

-3.7%

Risk-Adjusted

Sharpe Ratio

1.31

Risk-free rate: 2.0%

Sortino Ratio

1.25

Downside risk adjusted

Return/Volatility

1.42

Calmar Ratio

1.17

Return/Max Drawdown

Ulcer Index

4.91

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€19,463.75

Backtest Period

2023-06-16 to 2026-06-05
3.0 years

Rebalancing

quarterly

Base Currency

EUR