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

Asset Allocation


QQQ 20%VUG 20%FLIN 15%SMH 10%XCEM 10%SCHF 10%VOT 10%VBK 5%EquityEquity
PositionCategory/SectorWeight
FLIN
Franklin FTSE India ETF
Asia Pacific Equities

15%

QQQ
Invesco QQQ
Large Cap Blend Equities

20%

SCHF
Schwab International Equity ETF
Foreign Large Cap Equities

10%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities

5%

VOT
Vanguard Mid-Cap Growth ETF
Mid Cap Blend Equities

10%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

20%

XCEM
Columbia EM Core ex-China ETF
Emerging Markets Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in B&H ETF, 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 Quarterly


60.00%80.00%100.00%120.00%140.00%NovemberDecember2024FebruaryMarchApril
120.13%
92.45%
B&H ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
B&H ETF3.24%-5.63%19.79%26.93%13.90%N/A
SMH
VanEck Vectors Semiconductor ETF
13.92%-12.49%41.03%61.40%30.46%27.56%
FLIN
Franklin FTSE India ETF
5.71%2.16%18.10%32.47%10.91%N/A
XCEM
Columbia EM Core ex-China ETF
-1.88%-4.22%12.80%11.55%4.47%N/A
SCHF
Schwab International Equity ETF
0.68%-4.34%15.73%7.14%5.91%4.39%
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.69%17.83%
VUG
Vanguard Growth ETF
3.87%-6.88%19.92%30.54%15.43%14.30%
VOT
Vanguard Mid-Cap Growth ETF
-0.20%-6.20%16.80%14.22%8.96%9.94%
VBK
Vanguard Small-Cap Growth ETF
-1.56%-7.54%17.27%10.39%5.75%7.68%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.05%5.84%2.47%
2023-4.28%-3.20%10.52%6.40%

Expense Ratio

The B&H ETF features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.16%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


B&H ETF
Sharpe ratio
The chart of Sharpe ratio for B&H ETF, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for B&H ETF, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for B&H ETF, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for B&H ETF, currently valued at 1.39, compared to the broader market0.002.004.006.008.001.39
Martin ratio
The chart of Martin ratio for B&H ETF, currently valued at 8.21, compared to the broader market0.0010.0020.0030.0040.008.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF
2.132.981.362.6411.50
FLIN
Franklin FTSE India ETF
2.793.621.502.0218.04
XCEM
Columbia EM Core ex-China ETF
0.871.301.150.582.64
SCHF
Schwab International Equity ETF
0.610.941.110.481.87
QQQ
Invesco QQQ
1.902.671.321.389.67
VUG
Vanguard Growth ETF
1.912.681.331.219.75
VOT
Vanguard Mid-Cap Growth ETF
0.921.371.160.442.70
VBK
Vanguard Small-Cap Growth ETF
0.560.911.100.291.60

Sharpe Ratio

The current B&H ETF Sharpe ratio is 1.92. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.92

The Sharpe ratio of B&H ETF lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.92
1.66
B&H ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

B&H ETF granted a 0.93% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
B&H ETF0.93%0.93%1.27%1.19%0.93%1.69%1.71%1.89%1.17%1.50%1.17%1.07%
SMH
VanEck Vectors Semiconductor ETF
0.52%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
FLIN
Franklin FTSE India ETF
0.69%0.73%0.73%2.27%0.68%0.90%0.92%0.00%0.00%0.00%0.00%0.00%
XCEM
Columbia EM Core ex-China ETF
1.24%1.22%2.42%1.94%1.63%2.11%3.24%8.57%1.24%2.57%0.00%0.00%
SCHF
Schwab International Equity ETF
2.95%2.97%2.80%3.19%2.08%2.95%3.06%2.35%2.58%2.26%2.90%2.21%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VUG
Vanguard Growth ETF
0.57%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
VOT
Vanguard Mid-Cap Growth ETF
0.73%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%0.61%
VBK
Vanguard Small-Cap Growth ETF
0.72%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.11%
-5.46%
B&H ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the B&H ETF. 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 ETF was 33.48%, occurring on Mar 23, 2020. Recovery took 75 trading sessions.

The current B&H ETF drawdown is 6.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.48%Feb 20, 202023Mar 23, 202075Jul 9, 202098
-31.44%Nov 9, 2021235Oct 14, 2022295Dec 18, 2023530
-18.42%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-8.41%Sep 3, 202015Sep 24, 202012Oct 12, 202027
-8.11%Feb 16, 202115Mar 8, 202127Apr 15, 202142

Volatility

Volatility Chart

The current B&H ETF volatility is 3.62%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.62%
3.15%
B&H ETF
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

FLINXCEMSMHSCHFVBKQQQVUGVOT
FLIN1.000.650.440.590.480.460.470.48
XCEM0.651.000.640.780.630.610.620.64
SMH0.440.641.000.680.750.850.830.79
SCHF0.590.780.681.000.750.710.740.76
VBK0.480.630.750.751.000.820.850.95
QQQ0.460.610.850.710.821.000.980.88
VUG0.470.620.830.740.850.981.000.91
VOT0.480.640.790.760.950.880.911.00