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B&H
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in B&H, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.


100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
375.96%
96.68%
B&H
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
B&H0.65%15.94%3.46%17.11%29.85%N/A
SYK
Stryker Corporation
6.47%13.37%3.89%17.22%16.06%16.41%
CRWD
CrowdStrike Holdings, Inc.
25.27%31.87%29.58%36.61%41.23%N/A
AVGO
Broadcom Inc.
-10.11%33.16%13.68%58.68%53.93%36.25%
LLY
Eli Lilly and Company
-2.49%3.47%-5.45%-2.41%39.23%28.61%
NOW
ServiceNow, Inc.
-8.08%33.93%-4.02%35.15%20.97%29.49%
AMZN
Amazon.com, Inc.
-12.45%12.55%-8.56%2.17%10.09%24.46%
VRTX
Vertex Pharmaceuticals Incorporated
6.68%-9.05%-14.50%2.57%9.63%13.26%
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
CPRT
Copart, Inc.
7.65%13.17%10.78%12.00%24.23%30.35%
ASML
ASML Holding N.V.
2.69%19.29%5.10%-21.59%19.52%21.84%
GOOGL
Alphabet Inc Class A
-18.41%6.62%-14.45%-8.48%17.56%19.02%
ISRG
Intuitive Surgical, Inc.
3.10%17.60%2.65%41.48%24.68%25.65%
V
Visa Inc.
11.33%13.95%15.28%27.67%14.53%18.54%
META
Meta Platforms, Inc.
2.23%17.15%1.24%27.00%23.20%22.71%
*Annualized

Monthly Returns

The table below presents the monthly returns of B&H, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.58%-2.90%-8.41%6.24%-0.05%0.65%
20247.93%8.26%1.93%-4.99%4.81%9.78%-7.42%5.29%0.56%-1.17%5.04%3.27%36.82%
20238.91%-1.13%11.33%3.43%11.52%4.57%2.58%1.22%-3.90%1.82%12.63%6.05%75.47%
2022-8.68%-1.94%6.10%-10.51%-1.72%-5.42%7.54%-5.51%-6.85%5.65%3.93%-5.01%-21.97%
20211.03%1.73%-0.96%7.14%0.68%6.69%5.01%5.38%-7.41%8.16%-4.72%5.52%30.53%
20206.09%-6.12%-5.90%15.65%9.35%5.69%5.07%8.31%-1.28%-4.64%12.20%11.89%68.49%
20194.22%4.42%-1.42%-3.26%2.20%6.13%1.97%14.78%

Expense Ratio

B&H has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of B&H is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of B&H is 5858
Overall Rank
The Sharpe Ratio Rank of B&H is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of B&H is 6060
Sortino Ratio Rank
The Omega Ratio Rank of B&H is 5656
Omega Ratio Rank
The Calmar Ratio Rank of B&H is 6767
Calmar Ratio Rank
The Martin Ratio Rank of B&H is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SYK
Stryker Corporation
0.781.271.171.203.71
CRWD
CrowdStrike Holdings, Inc.
0.701.221.160.781.77
AVGO
Broadcom Inc.
0.941.711.231.474.08
LLY
Eli Lilly and Company
-0.060.211.03-0.05-0.11
NOW
ServiceNow, Inc.
0.811.361.190.892.48
AMZN
Amazon.com, Inc.
0.070.311.040.060.16
VRTX
Vertex Pharmaceuticals Incorporated
0.090.471.070.290.77
MSFT
Microsoft Corporation
0.300.571.070.290.63
CPRT
Copart, Inc.
0.500.861.100.601.34
ASML
ASML Holding N.V.
-0.45-0.370.95-0.48-0.76
GOOGL
Alphabet Inc Class A
-0.28-0.150.98-0.26-0.58
ISRG
Intuitive Surgical, Inc.
1.231.891.261.564.96
V
Visa Inc.
1.271.871.281.986.65
META
Meta Platforms, Inc.
0.751.321.170.852.66

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

B&H Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.69
  • 5-Year: 1.24
  • All Time: 1.17

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of B&H compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.69
0.48
B&H
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

B&H provided a 0.44% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.44%0.41%0.44%0.64%0.49%0.63%0.76%0.78%0.71%0.78%0.72%0.76%
SYK
Stryker Corporation
0.86%0.90%1.02%1.16%0.97%0.96%1.02%1.23%1.13%1.31%1.52%1.34%
CRWD
CrowdStrike Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.08%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
NOW
ServiceNow, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRTX
Vertex Pharmaceuticals Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
CPRT
Copart, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.98%0.97%0.85%1.21%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.77%
GOOGL
Alphabet Inc Class A
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISRG
Intuitive Surgical, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.63%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
META
Meta Platforms, Inc.
0.34%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.97%
-7.82%
B&H
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the B&H. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the B&H was 29.72%, occurring on Mar 16, 2020. Recovery took 39 trading sessions.

The current B&H drawdown is 7.97%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.72%Feb 20, 202018Mar 16, 202039May 11, 202057
-28.33%Nov 10, 2021234Oct 14, 2022148May 18, 2023382
-20.62%Feb 14, 202537Apr 8, 2025
-15.45%Jul 8, 202421Aug 5, 202471Nov 13, 202492
-10.85%Oct 14, 202014Nov 2, 202019Nov 30, 202033

Volatility

Volatility Chart

The current B&H volatility is 13.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.26%
11.21%
B&H
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 13.33, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCLLYVRTXCRWDSYKVCPRTMETAAVGOASMLAMZNGOOGLNOWISRGMSFTPortfolio
^GSPC1.000.380.400.470.630.670.680.660.720.710.670.730.640.720.770.85
LLY0.381.000.380.190.330.280.250.270.270.250.240.260.260.340.320.46
VRTX0.400.381.000.240.330.340.300.320.280.290.270.310.320.370.360.46
CRWD0.470.190.241.000.270.280.410.410.440.430.520.410.610.430.490.71
SYK0.630.330.330.271.000.540.480.390.400.410.370.420.420.650.460.56
V0.670.280.340.280.541.000.530.450.430.460.420.510.470.530.540.58
CPRT0.680.250.300.410.480.531.000.470.520.540.490.500.530.560.540.64
META0.660.270.320.410.390.450.471.000.540.520.640.660.560.520.640.72
AVGO0.720.270.280.440.400.430.520.541.000.690.550.540.550.550.620.74
ASML0.710.250.290.430.410.460.540.520.691.000.550.550.560.580.620.73
AMZN0.670.240.270.520.370.420.490.640.550.551.000.670.630.520.700.76
GOOGL0.730.260.310.410.420.510.500.660.540.550.671.000.550.540.730.73
NOW0.640.260.320.610.420.470.530.560.550.560.630.551.000.580.670.79
ISRG0.720.340.370.430.650.530.560.520.550.580.520.540.581.000.620.72
MSFT0.770.320.360.490.460.540.540.640.620.620.700.730.670.621.000.83
Portfolio0.850.460.460.710.560.580.640.720.740.730.760.730.790.720.831.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2019