  We present a self-gravitating dyon solution of the Einstein-Yang-Mills-Higgs
equations of motion in asymptotically AdS space. The back reaction of gauge and
Higgs fields on the space-time geometry leads to the metric of an
asymptotically AdS black hole. Using the gauge/gravity correspondence we
analyze relevant properties of the finite temperature quantum field theory
defined on the boundary. In particular we identify an order operator,
characterize a phase transition of the dual theory on the border and also
compute the expectation value of the finite temperature Wilson loop.
