B&H ETF
Asset Allocation
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
The earliest data available for this chart is Feb 8, 2018, corresponding to the inception date of FLIN
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| B&H ETF | 13.84% | -2.96% | 11.31% | 24.73% | 17.46% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.86% |
FLIN Franklin FTSE India ETF | 15.86% | 1.44% | 15.39% | 29.85% | 13.50% | N/A |
XCEM Columbia EM Core ex-China ETF | 4.72% | 0.35% | 7.38% | 9.55% | 5.82% | N/A |
SCHF Schwab International Equity ETF | 5.25% | 0.60% | 6.20% | 8.91% | 6.85% | 4.51% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
VUG Vanguard Growth ETF | 15.67% | -4.61% | 11.39% | 25.54% | 16.92% | 14.85% |
VOT Vanguard Mid-Cap Growth ETF | 4.47% | -0.18% | 5.27% | 9.84% | 8.99% | 9.95% |
VBK Vanguard Small-Cap Growth ETF | 6.28% | 3.49% | 8.41% | 10.66% | 6.57% | 8.47% |
CIBR First Trust NASDAQ Cybersecurity ETF | 2.40% | 0.30% | -2.27% | 19.69% | 13.21% | N/A |
QLD ProShares Ultra QQQ | 19.43% | -9.82% | 12.26% | 37.01% | 28.55% | 28.61% |
Monthly Returns
The table below presents the monthly returns of B&H ETF, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.15% | 6.65% | 2.41% | -4.51% | 5.54% | 5.70% | 13.84% | ||||||
| 2023 | 10.86% | -2.12% | 7.16% | -0.25% | 6.02% | 7.04% | 4.37% | -2.92% | -5.32% | -3.88% | 12.68% | 7.87% | 47.53% |
| 2022 | -8.58% | -3.76% | 2.68% | -12.65% | -1.94% | -10.83% | 12.63% | -4.85% | -11.95% | 5.24% | 8.47% | -8.38% | -31.90% |
| 2021 | 0.16% | 2.26% | 1.36% | 4.42% | 0.86% | 5.24% | 1.78% | 4.80% | -5.43% | 7.08% | -0.12% | 2.46% | 27.20% |
| 2020 | 0.29% | -7.79% | -16.99% | 16.18% | 7.76% | 6.42% | 8.81% | 8.27% | -4.18% | -2.46% | 15.24% | 8.09% | 40.29% |
| 2019 | 9.96% | 3.74% | 3.52% | 5.29% | -8.28% | 7.73% | 0.97% | -2.88% | 1.63% | 4.54% | 3.73% | 4.82% | 39.18% |
| 2018 | 7.23% | -2.42% | -0.50% | 3.48% | -0.39% | 3.43% | 4.25% | -1.43% | -10.90% | 2.35% | -7.49% | -3.76% |
Expense Ratio
B&H ETF features an expense ratio of 0.33%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of B&H ETF is 47, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.79 | 2.36 | 1.30 | 3.28 | 8.79 |
FLIN Franklin FTSE India ETF | 2.02 | 2.54 | 1.40 | 3.25 | 14.88 |
XCEM Columbia EM Core ex-China ETF | 0.64 | 0.98 | 1.12 | 0.43 | 1.92 |
SCHF Schwab International Equity ETF | 0.72 | 1.10 | 1.13 | 0.56 | 2.15 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
VUG Vanguard Growth ETF | 1.54 | 2.11 | 1.28 | 1.32 | 7.79 |
VOT Vanguard Mid-Cap Growth ETF | 0.59 | 0.91 | 1.11 | 0.28 | 1.75 |
VBK Vanguard Small-Cap Growth ETF | 0.51 | 0.84 | 1.10 | 0.27 | 1.39 |
CIBR First Trust NASDAQ Cybersecurity ETF | 1.08 | 1.51 | 1.20 | 0.91 | 3.95 |
QLD ProShares Ultra QQQ | 1.09 | 1.56 | 1.20 | 0.86 | 5.08 |
Dividends
Dividend yield
B&H ETF granted a 0.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| B&H ETF | 0.96% | 0.88% | 1.18% | 1.10% | 0.86% | 1.54% | 1.52% | 1.83% | 1.13% | 1.33% | 0.86% | 0.81% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 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 | 1.52% | 0.73% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XCEM Columbia EM Core ex-China ETF | 1.16% | 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 | 2.77% | 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 | 0.63% | 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 | 0.53% | 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 | 0.68% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.48% | 0.42% | 0.31% | 0.59% | 1.10% | 0.23% | 0.23% | 0.10% | 0.77% | 0.58% | 0.00% | 0.00% |
QLD ProShares Ultra QQQ | 0.46% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 38.66%, occurring on Mar 23, 2020. Recovery took 75 trading sessions.
The current B&H ETF drawdown is 7.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 75 | Jul 9, 2020 | 98 |
| -37.89% | Nov 22, 2021 | 226 | Oct 14, 2022 | 316 | Jan 19, 2024 | 542 |
| -22.51% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -11.37% | Sep 3, 2020 | 15 | Sep 24, 2020 | 31 | Nov 6, 2020 | 46 |
| -10.6% | Feb 16, 2021 | 15 | Mar 8, 2021 | 28 | Apr 16, 2021 | 43 |
Volatility
Volatility Chart
The current B&H ETF volatility is 5.90%, 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
| FLIN | XCEM | SCHF | CIBR | SMH | VBK | QLD | QQQ | VOT | VUG | |
|---|---|---|---|---|---|---|---|---|---|---|
| FLIN | 1.00 | 0.64 | 0.58 | 0.40 | 0.42 | 0.46 | 0.45 | 0.45 | 0.47 | 0.46 |
| XCEM | 0.64 | 1.00 | 0.78 | 0.52 | 0.64 | 0.63 | 0.61 | 0.61 | 0.64 | 0.62 |
| SCHF | 0.58 | 0.78 | 1.00 | 0.60 | 0.67 | 0.75 | 0.71 | 0.71 | 0.76 | 0.74 |
| CIBR | 0.40 | 0.52 | 0.60 | 1.00 | 0.69 | 0.83 | 0.80 | 0.80 | 0.87 | 0.82 |
| SMH | 0.42 | 0.64 | 0.67 | 0.69 | 1.00 | 0.74 | 0.85 | 0.85 | 0.78 | 0.82 |
| VBK | 0.46 | 0.63 | 0.75 | 0.83 | 0.74 | 1.00 | 0.81 | 0.81 | 0.95 | 0.84 |
| QLD | 0.45 | 0.61 | 0.71 | 0.80 | 0.85 | 0.81 | 1.00 | 1.00 | 0.87 | 0.98 |
| QQQ | 0.45 | 0.61 | 0.71 | 0.80 | 0.85 | 0.81 | 1.00 | 1.00 | 0.87 | 0.98 |
| VOT | 0.47 | 0.64 | 0.76 | 0.87 | 0.78 | 0.95 | 0.87 | 0.87 | 1.00 | 0.91 |
| VUG | 0.46 | 0.62 | 0.74 | 0.82 | 0.82 | 0.84 | 0.98 | 0.98 | 0.91 | 1.00 |