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

B&H ETF

Asset Allocation

QLD 24%VUG 13%VBK 13%FLIN 10%XCEM 10%SMH 8%SCHF 6%VOT 6%CIBR 4%DTCR 6%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
CIBR
First Trust NASDAQ Cybersecurity ETF		Technology Equities, Cybersecurity
4%
DTCR
Global X Data Center & Digital Infrastructure ETF		REIT
6%
FLIN
Franklin FTSE India ETF		Asia Pacific Equities
10%
QLD
ProShares Ultra QQQ		Leveraged Equities, Leveraged
24%
QQQ
Invesco QQQ		Large Cap Blend Equities
0%
SCHF
Schwab International Equity ETF		Foreign Large Cap Equities
6%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
8%
VBK
Vanguard Small-Cap Growth ETF		Small Cap Blend Equities
13%
VOT
Vanguard Mid-Cap Growth ETF		Mid Cap Blend Equities
6%
VUG
Vanguard Growth ETF		Large Cap Growth Equities
13%
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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
1.46%
5.56%
B&H ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 29, 2020, corresponding to the inception date of DTCR

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.39%4.02%5.56%21.51%12.69%10.55%
B&H ETF11.37%0.60%1.46%25.08%N/AN/A
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		22.95%-4.41%-4.44%43.83%32.22%26.93%
FLIN
Franklin FTSE India ETF		17.25%1.35%9.43%27.55%15.21%N/A
XCEM
Columbia EM Core ex-China ETF		3.90%0.13%1.71%14.02%6.36%N/A
SCHF
Schwab International Equity ETF		7.06%3.46%2.30%16.29%7.53%4.95%
QQQ
Invesco QQQ		9.88%0.14%2.50%21.26%19.38%17.28%
VUG
Vanguard Growth ETF		14.88%1.07%5.22%25.44%16.88%14.58%
VOT
Vanguard Mid-Cap Growth ETF		3.59%0.59%-1.86%12.49%9.25%9.52%
VBK
Vanguard Small-Cap Growth ETF		2.78%0.26%-3.40%10.97%6.46%7.93%
CIBR
First Trust NASDAQ Cybersecurity ETF		3.05%1.84%-3.11%18.38%14.76%N/A
QLD
ProShares Ultra QQQ		12.61%-0.70%-0.20%33.59%28.26%27.23%
DTCR
Global X Data Center & Digital Infrastructure ETF		11.03%6.39%1.29%23.01%N/AN/A

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.93%7.08%2.32%-5.33%5.94%5.87%-0.16%1.30%11.37%
202311.83%-2.41%7.54%-0.30%6.14%7.54%4.47%-3.02%-5.92%-4.06%13.48%7.94%49.60%
2022-9.82%-4.11%3.12%-13.33%-1.97%-10.88%13.32%-5.30%-12.77%4.86%8.40%-9.00%-34.62%
20210.36%1.82%1.17%5.18%0.06%5.99%1.84%4.83%-5.95%7.58%0.12%2.43%27.74%
2020-2.31%15.01%7.94%21.27%

Expense Ratio

B&H ETF features an expense ratio of 0.37%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

QLD
ProShares Ultra QQQ
Expense ratio chart for QLD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
CIBR
First Trust NASDAQ Cybersecurity ETF
Expense ratio chart for CIBR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
DTCR
Global X Data Center & Digital Infrastructure ETF
Expense ratio chart for DTCR: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
FLIN
Franklin FTSE India ETF
Expense ratio chart for FLIN: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
XCEM
Columbia EM Core ex-China ETF
Expense ratio chart for XCEM: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%
VOT
Vanguard Mid-Cap Growth ETF
Expense ratio chart for VOT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VBK
Vanguard Small-Cap Growth ETF
Expense ratio chart for VBK: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
SCHF
Schwab International Equity ETF
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of B&H ETF is 24, indicating that it is in the bottom 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of B&H ETF is 2424
B&H ETF
The Sharpe Ratio Rank of B&H ETF is 2222Sharpe Ratio Rank
The Sortino Ratio Rank of B&H ETF is 2121Sortino Ratio Rank
The Omega Ratio Rank of B&H ETF is 2222Omega Ratio Rank
The Calmar Ratio Rank of B&H ETF is 2727Calmar Ratio Rank
The Martin Ratio Rank of B&H ETF is 2626Martin 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.

B&H ETF
Sharpe ratio
The chart of Sharpe ratio for B&H ETF, currently valued at 1.23, compared to the broader market-1.000.001.002.003.001.23
Sortino ratio
The chart of Sortino ratio for B&H ETF, currently valued at 1.72, compared to the broader market-2.000.002.004.001.72
Omega ratio
The chart of Omega ratio for B&H ETF, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.22
Calmar ratio
The chart of Calmar ratio for B&H ETF, currently valued at 1.05, compared to the broader market0.002.004.006.001.05
Martin ratio
The chart of Martin ratio for B&H ETF, currently valued at 5.85, compared to the broader market0.005.0010.0015.0020.0025.0030.005.85
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.28, compared to the broader market-2.000.002.004.002.28
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.002.004.006.001.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.96, compared to the broader market0.005.0010.0015.0020.0025.0030.007.96
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF		1.191.691.221.605.38
FLIN
Franklin FTSE India ETF		2.042.541.403.3414.88
XCEM
Columbia EM Core ex-China ETF		0.971.391.180.714.74
SCHF
Schwab International Equity ETF		1.211.731.211.015.76
QQQ
Invesco QQQ		1.161.631.211.495.40
VUG
Vanguard Growth ETF		1.441.961.261.336.83
VOT
Vanguard Mid-Cap Growth ETF		0.741.111.130.373.23
VBK
Vanguard Small-Cap Growth ETF		0.480.811.090.271.94
CIBR
First Trust NASDAQ Cybersecurity ETF		0.961.371.170.843.55
QLD
ProShares Ultra QQQ		0.901.351.170.784.08
DTCR
Global X Data Center & Digital Infrastructure ETF		1.171.791.210.674.12

Sharpe Ratio

The current B&H ETF Sharpe ratio is 1.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 1.91, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of B&H ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.23
1.66
B&H ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

B&H ETF granted a 0.89% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
B&H ETF0.89%0.79%1.12%0.92%0.71%1.24%1.25%1.53%1.02%1.13%0.74%0.69%
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		0.48%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		1.50%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		1.17%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		2.72%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		0.53%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		0.74%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		0.71%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		0.49%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.90%0.11%0.19%0.13%
DTCR
Global X Data Center & Digital Infrastructure ETF		1.26%1.18%2.57%1.27%0.30%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.

-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-9.88%
-4.57%
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 39.97%, occurring on Oct 14, 2022. Recovery took 329 trading sessions.

The current B&H ETF drawdown is 9.88%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.97%Nov 22, 2021226Oct 14, 2022329Feb 7, 2024555
-13.68%Jul 17, 202414Aug 5, 2024———
-11.71%Feb 16, 202115Mar 8, 202134Apr 26, 202149
-8.74%Mar 8, 202430Apr 19, 202418May 15, 202448
-8.42%Sep 7, 202120Oct 4, 202120Nov 1, 202140

Volatility

Volatility Chart

The current B&H ETF volatility is 7.53%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
7.53%
4.88%
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.
FLINDTCRXCEMSCHFCIBRSMHVBKQLDQQQVUGVOT
FLIN1.000.420.670.620.450.470.520.510.510.510.52
DTCR0.421.000.570.630.620.620.690.680.680.690.73
XCEM0.670.571.000.820.560.680.680.660.660.660.68
SCHF0.620.630.821.000.590.660.750.690.690.700.74
CIBR0.450.620.560.591.000.700.830.800.800.810.87
SMH0.470.620.680.660.701.000.740.870.870.840.79
VBK0.520.690.680.750.830.741.000.790.790.810.95
QLD0.510.680.660.690.800.870.791.001.000.990.87
QQQ0.510.680.660.690.800.870.791.001.000.990.87
VUG0.510.690.660.700.810.840.810.990.991.000.89
VOT0.520.730.680.740.870.790.950.870.870.891.00
The correlation results are calculated based on daily price changes starting from Oct 30, 2020