B&H
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 8% |
ASML ASML Holding N.V. | Technology | 7% |
AVGO Broadcom Inc. | Technology | 8% |
CPRT Copart, Inc. | Industrials | 4% |
CRWD CrowdStrike Holdings, Inc. | Technology | 9% |
GOOGL Alphabet Inc. | Communication Services | 8% |
ISRG Intuitive Surgical, Inc. | Healthcare | 5% |
LLY Eli Lilly and Company | Healthcare | 10% |
META Meta Platforms, Inc. | Communication Services | 7% |
MSFT Microsoft Corporation | Technology | 8% |
NOW ServiceNow, Inc. | Technology | 8% |
SYK Stryker Corporation | Healthcare | 7% |
V Visa Inc. | Financial Services | 5% |
VRTX Vertex Pharmaceuticals Incorporated | Healthcare | 6% |
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.
The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
B&H | -7.23% | -5.35% | -2.51% | 13.77% | 29.64% | N/A |
Portfolio components: | ||||||
SYK Stryker Corporation | -3.54% | -7.19% | -5.80% | 7.46% | 14.67% | 15.02% |
CRWD CrowdStrike Holdings, Inc. | 9.78% | 1.79% | 21.11% | 32.90% | 40.73% | N/A |
AVGO Broadcom Inc. | -26.02% | -10.26% | -4.40% | 43.67% | 49.90% | 33.09% |
LLY Eli Lilly and Company | 8.99% | -0.31% | -8.19% | 16.40% | 41.59% | 30.28% |
NOW ServiceNow, Inc. | -27.16% | -6.30% | -16.23% | 8.16% | 20.69% | 25.89% |
AMZN Amazon.com, Inc. | -21.32% | -11.46% | -8.67% | -1.16% | 7.62% | 24.45% |
VRTX Vertex Pharmaceuticals Incorporated | 21.46% | -4.13% | 1.26% | 24.05% | 12.39% | 13.97% |
MSFT Microsoft Corporation | -12.57% | -4.93% | -11.70% | -7.15% | 17.08% | 25.86% |
CPRT Copart, Inc. | 3.99% | 10.83% | 10.76% | 12.86% | 28.41% | 29.17% |
ASML ASML Holding N.V. | -7.44% | -12.79% | -11.09% | -24.89% | 18.21% | 20.78% |
GOOGL Alphabet Inc. | -20.06% | -7.15% | -7.29% | -1.43% | 19.29% | 18.71% |
ISRG Intuitive Surgical, Inc. | -7.51% | -1.84% | -7.37% | 31.77% | 22.89% | 23.80% |
V Visa Inc. | 4.47% | -2.91% | 13.83% | 23.09% | 15.83% | 17.97% |
META Meta Platforms, Inc. | -14.28% | -14.42% | -12.86% | 4.62% | 23.18% | 19.59% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 6.58% | -2.90% | -8.41% | -2.12% | -7.23% | ||||||||
2024 | 7.93% | 8.26% | 1.93% | -4.99% | 4.81% | 9.78% | -7.42% | 5.29% | 0.56% | -1.17% | 5.04% | 3.27% | 36.82% |
2023 | 8.91% | -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% |
2021 | 1.03% | 1.73% | -0.96% | 7.14% | 0.68% | 6.69% | 5.01% | 5.38% | -7.41% | 8.16% | -4.72% | 5.52% | 30.53% |
2020 | 6.09% | -6.12% | -5.90% | 15.65% | 9.35% | 5.69% | 5.07% | 8.31% | -1.28% | -4.64% | 12.20% | 11.89% | 68.49% |
2019 | 4.22% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of B&H is 41, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
SYK Stryker Corporation | 0.16 | 0.38 | 1.05 | 0.23 | 0.76 |
CRWD CrowdStrike Holdings, Inc. | 0.49 | 1.01 | 1.13 | 0.58 | 1.31 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
LLY Eli Lilly and Company | 0.37 | 0.79 | 1.10 | 0.54 | 1.11 |
NOW ServiceNow, Inc. | 0.09 | 0.41 | 1.06 | 0.10 | 0.29 |
AMZN Amazon.com, Inc. | -0.18 | -0.02 | 1.00 | -0.20 | -0.58 |
VRTX Vertex Pharmaceuticals Incorporated | 0.93 | 1.29 | 1.19 | 1.04 | 2.82 |
MSFT Microsoft Corporation | -0.43 | -0.46 | 0.94 | -0.45 | -1.04 |
CPRT Copart, Inc. | 0.40 | 0.80 | 1.10 | 0.54 | 1.22 |
ASML ASML Holding N.V. | -0.69 | -0.79 | 0.90 | -0.75 | -1.22 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
ISRG Intuitive Surgical, Inc. | 0.82 | 1.43 | 1.20 | 1.06 | 3.81 |
V Visa Inc. | 1.05 | 1.49 | 1.22 | 1.49 | 5.30 |
META Meta Platforms, Inc. | 0.02 | 0.29 | 1.04 | 0.02 | 0.07 |
Dividends
Dividend yield
B&H provided a 0.48% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.48% | 0.41% | 0.44% | 0.64% | 0.49% | 0.63% | 0.76% | 0.78% | 0.71% | 0.78% | 0.72% | 0.76% |
Portfolio components: | ||||||||||||
SYK Stryker Corporation | 0.95% | 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. | 1.31% | 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 | 0.64% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 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 | 0.86% | 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. | 1.05% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
GOOGL Alphabet Inc. | 0.53% | 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. | 0.67% | 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. | 0.40% | 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.
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 15.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-29.72% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
-28.32% | Nov 10, 2021 | 234 | Oct 14, 2022 | 148 | May 18, 2023 | 382 |
-20.62% | Feb 14, 2025 | 37 | Apr 8, 2025 | — | — | — |
-15.45% | Jul 8, 2024 | 21 | Aug 5, 2024 | 71 | Nov 13, 2024 | 92 |
-10.85% | Oct 14, 2020 | 14 | Nov 2, 2020 | 19 | Nov 30, 2020 | 33 |
Volatility
Volatility Chart
The current B&H volatility is 14.69%, 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.
Diversification
Asset Correlations Table
LLY | VRTX | CRWD | SYK | V | CPRT | META | AVGO | ASML | AMZN | GOOGL | NOW | ISRG | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY | 1.00 | 0.37 | 0.19 | 0.32 | 0.27 | 0.25 | 0.27 | 0.26 | 0.25 | 0.24 | 0.25 | 0.25 | 0.34 | 0.32 |
VRTX | 0.37 | 1.00 | 0.24 | 0.32 | 0.34 | 0.30 | 0.32 | 0.29 | 0.29 | 0.28 | 0.31 | 0.32 | 0.37 | 0.36 |
CRWD | 0.19 | 0.24 | 1.00 | 0.26 | 0.28 | 0.41 | 0.41 | 0.44 | 0.43 | 0.52 | 0.40 | 0.61 | 0.42 | 0.49 |
SYK | 0.32 | 0.32 | 0.26 | 1.00 | 0.53 | 0.48 | 0.39 | 0.39 | 0.41 | 0.37 | 0.42 | 0.41 | 0.65 | 0.46 |
V | 0.27 | 0.34 | 0.28 | 0.53 | 1.00 | 0.53 | 0.45 | 0.43 | 0.46 | 0.42 | 0.51 | 0.47 | 0.53 | 0.54 |
CPRT | 0.25 | 0.30 | 0.41 | 0.48 | 0.53 | 1.00 | 0.47 | 0.52 | 0.54 | 0.49 | 0.50 | 0.53 | 0.56 | 0.54 |
META | 0.27 | 0.32 | 0.41 | 0.39 | 0.45 | 0.47 | 1.00 | 0.54 | 0.51 | 0.64 | 0.66 | 0.56 | 0.52 | 0.64 |
AVGO | 0.26 | 0.29 | 0.44 | 0.39 | 0.43 | 0.52 | 0.54 | 1.00 | 0.69 | 0.55 | 0.54 | 0.55 | 0.55 | 0.62 |
ASML | 0.25 | 0.29 | 0.43 | 0.41 | 0.46 | 0.54 | 0.51 | 0.69 | 1.00 | 0.54 | 0.55 | 0.56 | 0.58 | 0.62 |
AMZN | 0.24 | 0.28 | 0.52 | 0.37 | 0.42 | 0.49 | 0.64 | 0.55 | 0.54 | 1.00 | 0.67 | 0.63 | 0.52 | 0.70 |
GOOGL | 0.25 | 0.31 | 0.40 | 0.42 | 0.51 | 0.50 | 0.66 | 0.54 | 0.55 | 0.67 | 1.00 | 0.55 | 0.54 | 0.73 |
NOW | 0.25 | 0.32 | 0.61 | 0.41 | 0.47 | 0.53 | 0.56 | 0.55 | 0.56 | 0.63 | 0.55 | 1.00 | 0.58 | 0.67 |
ISRG | 0.34 | 0.37 | 0.42 | 0.65 | 0.53 | 0.56 | 0.52 | 0.55 | 0.58 | 0.52 | 0.54 | 0.58 | 1.00 | 0.62 |
MSFT | 0.32 | 0.36 | 0.49 | 0.46 | 0.54 | 0.54 | 0.64 | 0.62 | 0.62 | 0.70 | 0.73 | 0.67 | 0.62 | 1.00 |