SCHF top 10 holdings

Asset Allocation

Position	Category/Sector	Target Weight
ASML.AS ASML Holding NV	Technology	10%
AZN.L AstraZeneca plc	Healthcare	10%
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	10%
NESN.SW Nestlé S.A.	Consumer Defensive	10%
NOVN.SW Novartis AG	Healthcare	10%
NVO Novo Nordisk A/S	Healthcare	10%
ROG.SW Roche Holding AG	Healthcare	10%
SHELL.AS Shell plc	Energy	10%
SSUN.F Samsung Electronics Co., Ltd.	Technology	10%
TM Toyota Motor Corporation	Consumer Cyclical	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SCHF top 10 holdings, 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 3 months.

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The earliest data available for this chart is Jun 17, 1997, corresponding to the inception date of SSUN.F

Returns By Period

As of Apr 2, 2026, the SCHF top 10 holdings returned 4.67% Year-To-Date and 15.78% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio SCHF top 10 holdings	-1.06%	-2.60%	4.67%	14.44%	31.11%	12.55%	12.39%	15.78%
Portfolio components:
NVO Novo Nordisk A/S	1.37%	4.40%	-24.78%	-34.84%	-43.28%	-20.60%	3.97%	5.03%
NESN.SW Nestlé S.A.	0.00%	-5.12%	-0.84%	5.38%	0.45%	-4.13%	0.28%	5.87%
ASML.AS ASML Holding NV	-2.68%	-0.71%	23.94%	30.68%	102.14%	26.92%	17.63%	30.72%
SSUN.F Samsung Electronics Co., Ltd.	-9.03%	-7.73%	28.61%	61.44%	150.11%	27.03%	5.82%	18.89%
TM Toyota Motor Corporation	-1.27%	-10.84%	-3.29%	8.66%	18.48%	16.01%	8.76%	10.30%
SHELL.AS Shell plc	2.27%	12.84%	27.94%	32.60%	34.47%	20.71%	23.56%	12.33%
NOVN.SW Novartis AG	2.19%	-4.47%	15.09%	22.03%	42.99%	25.43%	18.01%	14.35%
ROG.SW Roche Holding AG	1.56%	-10.62%	-1.97%	13.98%	25.11%	15.88%	7.56%	8.55%
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-0.46%	-6.80%	-28.26%	-13.82%	-10.81%	-14.44%	-2.51%	14.33%
AZN.L AstraZeneca plc	2.93%	-2.25%	8.83%	20.49%	38.44%	15.29%	17.49%	16.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2007, SCHF top 10 holdings's average daily return is +0.05%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +13.3%, while the worst month was Sep 2008 at -10.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SCHF top 10 holdings closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Mar 12, 2020 at -9.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.81%	4.98%	-9.15%	0.86%									4.67%
2025	4.43%	3.33%	-1.98%	-0.32%	2.30%	0.54%	-3.98%	7.25%	3.50%	6.08%	2.76%	5.19%	32.54%
2024	2.51%	2.82%	3.97%	-1.92%	2.11%	1.93%	0.12%	2.54%	-7.23%	-7.08%	-3.78%	-2.83%	-7.43%
2023	6.55%	-4.09%	6.53%	4.67%	-1.96%	3.80%	1.17%	-2.11%	-2.16%	-2.56%	6.56%	4.47%	21.89%
2022	-3.13%	-0.04%	2.64%	-3.68%	-0.89%	-7.05%	5.69%	-6.13%	-8.38%	6.88%	12.02%	-2.25%	-6.18%
2021	-0.94%	0.68%	2.95%	4.12%	4.68%	3.55%	2.45%	1.19%	-2.74%	4.62%	-2.89%	6.16%	26.03%

Benchmark Metrics

SCHF top 10 holdings has an annualized alpha of 8.32%, beta of 0.56, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since June 13, 2007.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.43%) than losses (76.87%) — typical of diversified or defensive assets.
Beta of 0.56 may look defensive, but with R² of 0.40 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.40 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 8.32%

Beta: 0.56

R²: 0.40

Upside Capture: 96.43%

Downside Capture: 76.87%

Expense Ratio

SCHF top 10 holdings 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.

Return for Risk

Risk / Return Rank

SCHF top 10 holdings ranks 82 for risk / return — in the top 82% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.66	0.88	+0.78
Sortino ratio Return per unit of downside risk	2.25	1.37	+0.88
Omega ratio Gain probability vs. loss probability	1.30	1.21	+0.09
Calmar ratio Return relative to maximum drawdown	3.84	1.39	+2.45
Martin ratio Return relative to average drawdown	12.39	6.43	+5.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVO Novo Nordisk A/S	11	-0.80	-0.97	0.87	-0.78	-1.35
NESN.SW Nestlé S.A.	36	0.02	0.21	1.03	-0.01	-0.03
ASML.AS ASML Holding NV	94	2.62	3.14	1.41	7.72	20.34
SSUN.F Samsung Electronics Co., Ltd.	94	3.00	3.09	1.43	6.27	19.92
TM Toyota Motor Corporation	60	0.60	1.14	1.14	1.12	3.03
SHELL.AS Shell plc	85	1.48	1.87	1.29	6.20	23.25
NOVN.SW Novartis AG	85	1.83	2.30	1.32	2.96	10.79
ROG.SW Roche Holding AG	63	0.78	1.25	1.16	1.11	3.46
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	30	-0.32	-0.24	0.97	0.02	0.05
AZN.L AstraZeneca plc	79	1.34	1.99	1.27	2.32	7.48

Sharpe Ratio

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.

SCHF top 10 holdings Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.66
5-Year: 0.76
10-Year: 0.98
All Time: 0.73

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 1.00 to 1.70, 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 SCHF top 10 holdings compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

SCHF top 10 holdings provided a 2.49% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.49%	2.61%	2.84%	2.49%	2.50%	2.17%	2.82%	2.75%	3.24%	2.94%	3.30%	3.30%
Portfolio components:
NVO Novo Nordisk A/S	4.87%	3.31%	1.68%	1.00%	1.20%	1.35%	1.87%	2.14%	1.45%	1.52%	2.87%	0.92%
NESN.SW Nestlé S.A.	3.89%	3.87%	4.01%	3.03%	2.61%	2.16%	2.59%	2.34%	2.94%	2.74%	3.08%	2.95%
ASML.AS ASML Holding NV	0.57%	0.71%	0.92%	0.87%	1.28%	0.47%	0.64%	1.19%	1.02%	0.83%	0.98%	0.85%
SSUN.F Samsung Electronics Co., Ltd.	0.65%	1.28%	3.10%	2.17%	2.56%	2.00%	4.18%	3.69%	4.43%	2.05%	1.95%	1.87%
TM Toyota Motor Corporation	1.39%	2.95%	2.81%	2.45%	2.90%	2.45%	2.74%	1.30%	3.40%	2.96%	3.23%	5.59%
SHELL.AS Shell plc	3.07%	4.01%	4.18%	3.84%	3.56%	3.61%	5.72%	6.43%	6.24%	5.96%	6.55%	8.08%
NOVN.SW Novartis AG	3.01%	3.19%	3.72%	3.77%	3.91%	3.94%	3.72%	3.27%	3.98%	3.98%	4.35%	3.58%
ROG.SW Roche Holding AG	3.14%	2.96%	3.76%	3.89%	3.20%	2.40%	2.91%	2.77%	3.41%	3.33%	3.48%	2.89%
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	2.76%	2.02%	2.05%	1.70%	1.76%	0.96%	0.90%	1.50%	2.09%	1.71%	1.98%	2.28%
AZN.L AstraZeneca plc	1.57%	1.77%	2.23%	2.21%	1.98%	2.33%	2.95%	2.87%	3.44%	4.28%	4.50%	3.95%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the SCHF top 10 holdings. 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 SCHF top 10 holdings was 43.67%, occurring on Mar 3, 2009. Recovery took 211 trading sessions.

The current SCHF top 10 holdings drawdown is 7.77%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.67%	Dec 11, 2007	316	Mar 3, 2009	211	Dec 24, 2009	527
-25.61%	Jan 21, 2020	42	Mar 18, 2020	84	Jul 15, 2020	126
-23.77%	Jul 15, 2024	189	Apr 7, 2025	139	Oct 20, 2025	328
-22.18%	Apr 11, 2022	120	Sep 26, 2022	79	Jan 16, 2023	199
-19.44%	May 22, 2015	188	Feb 11, 2016	284	Mar 17, 2017	472

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	SSUN.F	TM	NVO	SHELL.AS	NESN.SW	AZN.L	ASML.AS	ROG.SW	NOVN.SW	MC.PA	Portfolio
Benchmark	1.00	0.32	0.56	0.42	0.37	0.23	0.30	0.45	0.25	0.28	0.45	0.57
SSUN.F	0.32	1.00	0.25	0.18	0.30	0.23	0.23	0.37	0.23	0.25	0.36	0.57
TM	0.56	0.25	1.00	0.29	0.29	0.20	0.24	0.32	0.18	0.22	0.34	0.50
NVO	0.42	0.18	0.29	1.00	0.20	0.26	0.34	0.24	0.32	0.32	0.30	0.53
SHELL.AS	0.37	0.30	0.29	0.20	1.00	0.32	0.32	0.36	0.31	0.35	0.45	0.59
NESN.SW	0.23	0.23	0.20	0.26	0.32	1.00	0.38	0.30	0.55	0.58	0.43	0.59
AZN.L	0.30	0.23	0.24	0.34	0.32	0.38	1.00	0.32	0.49	0.54	0.39	0.62
ASML.AS	0.45	0.37	0.32	0.24	0.36	0.30	0.32	1.00	0.31	0.32	0.54	0.67
ROG.SW	0.25	0.23	0.18	0.32	0.31	0.55	0.49	0.31	1.00	0.65	0.39	0.63
NOVN.SW	0.28	0.25	0.22	0.32	0.35	0.58	0.54	0.32	0.65	1.00	0.40	0.66
MC.PA	0.45	0.36	0.34	0.30	0.45	0.43	0.39	0.54	0.39	0.40	1.00	0.72
Portfolio	0.57	0.57	0.50	0.53	0.59	0.59	0.62	0.67	0.63	0.66	0.72	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2007

SCHF top 10 holdings

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table