HomePortfoliosB&H // World industrials + infotech

B&H // World industrials + infotech

Optimize
None Rebalancing
EUR
Moderate Risk
10.3yr backtest

Performance Summary

Total Return+474.47%
Annualized Return+18.54%
Volatility+18.77%
Sharpe Ratio0.88
Max Drawdown+33.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 50% industrials and 50% technology ETFs for targeted growth in two key world sectors.
AssetTypeAllocationTER
XDWI.XETRA
Xtrackers MSCI World Industrials UCITS ETF 1CIE00BM67HV82
ETF
50.0%0.25%
TNOW.PA
Amundi MSCI World Information Technology UCITS ETF EUR AccLU0533033667
ETF
50.0%0.3%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €57,446.87
Histogram of Monthly Returns
The portfolio had a positive return during 80 of the 125 months (64%)
Monthly Returns Heatmap
Best month: +14.3% • Worst month: -10.3% • Best year: 2019 (+41.5%) • Worst year: 2022 (-21.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.2%+0.2%-6.1%+14.3%+11.9%+1.2%-0.7%-----+20.8%
2025+0.9%-3.9%-10.3%-2.3%+10.2%+3.8%+7.1%-2.5%+5.3%+7.1%-4.6%+0.1%+9.2%
2024+5.3%+5.4%+3.0%-2.8%+2.8%+8.9%-2.1%-1.0%+1.9%+1.5%+8.0%+0.8%+35.5%
2023+6.5%+2.9%+3.8%-1.4%+8.4%+4.5%+1.8%-0.4%-3.6%-2.5%+8.9%+4.1%+37.1%
2022-8.2%-2.8%+5.0%-5.1%-5.1%-6.9%+13.7%-2.9%-7.3%+5.7%-0.6%-6.8%-21.4%
2021-0.2%+2.9%+5.2%+2.0%-1.6%+7.2%+2.6%+4.0%-3.1%+5.8%+3.1%+3.4%+35.5%
2020+3.3%-9.5%-9.2%+9.9%+4.5%+4.8%-0.4%+9.4%-0.7%-4.3%+9.9%+3.0%+19.7%
2019+8.3%+6.5%+3.7%+5.5%-6.4%+4.8%+5.3%-2.8%+3.4%+1.1%+6.1%+0.7%+41.5%
2018+3.1%+0.0%-4.9%+2.7%+7.0%-1.3%+2.6%+4.1%+0.6%-7.0%-1.5%-8.5%-4.1%
2017+0.5%+5.9%+1.2%+0.5%+0.1%-2.2%-0.6%+0.7%+3.0%+6.2%-1.4%+0.6%+15.4%
2016---0.4%-3.0%+5.7%-2.3%+6.6%+1.6%+0.7%+1.3%+5.5%+1.2%+17.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.88% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -23.9%.

Detailed Metrics

Returns
Total Return
+474.47%
Annualized Return
+18.54%
Avg Monthly Return
+1.53%
Risk
Volatility (Annual)
+18.77%
Max Drawdown
+33.88%
Positive Months
64%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.55
Return/Max Drawdown
Ulcer Index
7.66
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
57,446.87
Backtest Period
2016-03-22 to 2026-07-03
10.3 years
Rebalancing
none
Base Currency
EUR