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B&H // Global Portfolio

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None Rebalancing
EUR
Moderate Risk
Multi-currency
7.5yr backtest

Performance Summary

Total Return+320.58%
Annualized Return+21.17%
Volatility+18.75%
Sharpe Ratio1.02
Max Drawdown+35.20%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio targeting US industrials, tech, European, and emerging market equities for balanced growth.
AssetTypeAllocationTER
2B7C.XETRA
iShares S&P 500 Industrials Sector UCITS ETFIE00B4LN9N13
ETF
35.0%0.15%
XLKS.LSE
Invesco US Technology Sector UCITS ETFIE00B3VSSL01
ETF
35.0%0.14%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
15.0%0.07%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €42,057.81
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 90 months (66%)
Monthly Returns Heatmap
Best month: +13.6% • Worst month: -10.7% • Best year: 2019 (+36.0%) • Worst year: 2022 (-14.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.0%+2.1%-6.3%+13.6%+11.5%-0.8%------+20.4%
2025+1.3%-3.5%-9.2%-3.1%+9.9%+3.2%+6.6%-1.2%+4.5%+6.5%-3.0%+0.4%+11.3%
2024+4.2%+5.7%+3.8%-1.8%+2.5%+8.3%-1.6%-0.9%+2.4%+1.3%+7.1%+0.4%+35.6%
2023+5.1%+2.6%+2.2%-1.6%+6.8%+5.1%+2.5%-0.1%-3.1%-3.1%+7.8%+4.7%+32.4%
2022-5.5%-2.1%+4.5%-3.5%-4.0%-6.7%+11.6%-2.0%-7.5%+6.1%+0.5%-5.2%-14.4%
2021+0.1%+3.9%+6.9%+1.9%-0.3%+4.8%+1.5%+3.2%-2.8%+5.1%+2.6%+3.9%+34.9%
2020+1.6%-8.8%-10.7%+8.5%+3.1%+3.9%-0.6%+8.9%-1.1%-3.6%+9.7%+2.4%+11.3%
2019+8.4%+6.1%+1.9%+4.7%-6.5%+4.9%+4.8%-3.2%+3.8%+0.3%+5.5%+1.5%+36.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.20% • The longest drawdown period lasted for 1 year and 5 months and was between December 2021 and June 2023. It reached a trough of -18.7%.

Detailed Metrics

Returns
Total Return
+320.58%
Annualized Return
+21.17%
Avg Monthly Return
+1.73%
Risk
Volatility (Annual)
+18.75%
Max Drawdown
+35.20%
Positive Months
66%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.60
Return/Max Drawdown
Ulcer Index
7.18
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
42,057.81
Backtest Period
2019-01-02 to 2026-06-26
7.5 years
Rebalancing
none
Base Currency
EUR