HomePortfoliosChris Horn Portfolio

Chris Horn Portfolio

Created byuser-xwe79g
Optimize
Quarterly Rebalancing
EUR
Moderate Risk
Multi-currency
3.0yr backtest

Performance Summary

Total Return+103.37%
Annualized Return+26.42%
Volatility+17.63%
Sharpe Ratio1.39
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.
AssetTypeAllocationTER
GE.US
GE Aerospace • US3696043013
STOCK
30.0%0%
VD.BA
Visa Inc.
STOCK
20.4%0%
MCO.US
Moodys Corporation • US6153691059
STOCK
13.8%0%
SPGI.US
S&P Global Inc • US78409V1044
STOCK
13.2%0%
CP.US
Canadian Pacific Kansas City Limited • CA13646K1084
STOCK
8.1%0%
ABEC.XETRA
Alphabet Inc • US02079K1079
STOCK
7.2%0%
FER.AS
Ferrovial SE • NL0015001FS8
STOCK
2.9%0%
MSFT34.SA
Microsoft Corporation
STOCK
2.2%0%
CNIC34.SA
Canadian National Railway Company
STOCK
2.2%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €20,336.74
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 (+6.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.7%+2.3%-8.3%+6.2%+4.2%+5.1%------+6.3%
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
+103.37%
Annualized Return
+26.42%
Avg Monthly Return
+2.04%
Risk
Volatility (Annual)
+17.63%
Max Drawdown
+21.44%
Positive Months
76%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
1.39
Risk-free rate: 2.0%
Sortino Ratio
1.33
Downside risk adjusted
Return/Volatility
1.50
Calmar Ratio
1.23
Return/Max Drawdown
Ulcer Index
4.87
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,336.74
Backtest Period
2023-06-16 to 2026-06-26
3.0 years
Rebalancing
quarterly
Base Currency
EUR