See what your fund actually adds
ASML Holding NV ASMH
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ASMH | Replication |
|---|---|---|
| Annualized growth | 77.8% | 37.8% |
| Annualized volatility | 41.7% | 21.0% |
| Sharpe ratio | 1.58 | 1.63 |
| Maximum drawdown | 16.3% | 11.8% |
| Replication fit (R²) | 0.36 · Tracking error 33.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model ASMH’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| MTUM | Factor · Momentum | 87.4% |
| SLV | Alternatives · Silver | 12.7% |