CAC industries

Asset Allocation

Position	Category/Sector	Target Weight
^FCHI CAC 40		9.09%
AIR.PA Airbus SE	Industrials	9.09%
DG.PA VINCI SA	Industrials	9.09%
EDEN.PA Edenred SA	Financial Services	9.09%
EN.PA Bouygues SA	Industrials	9.09%
HO.PA Thales S.A.	Industrials	9.09%
LR.PA Legrand SA	Industrials	9.09%
SAF.PA Safran SA	Industrials	9.09%
SGO.PA Compagnie de Saint-Gobain S.A.	Industrials	9.09%
SU.PA Schneider Electric S.E.	Industrials	9.09%
TEP.PA Teleperformance SE	Industrials	9.09%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CAC industries, 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 Every 3 months.

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The earliest data available for this chart is Jul 2, 2010, corresponding to the inception date of EDEN.PA

Returns By Period

As of Apr 16, 2026, the CAC industries returned 5.21% Year-To-Date and 13.25% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.26%	4.84%	2.86%	6.22%	33.47%	19.26%	10.96%	12.89%
Portfolio CAC industries	0.46%	7.64%	5.21%	1.38%	16.85%	13.39%	9.32%	13.25%
Portfolio components:
^FCHI CAC 40	-0.32%	5.76%	1.67%	1.69%	16.49%	5.92%	5.26%	6.68%
AIR.PA Airbus SE	-0.12%	2.94%	-13.18%	-15.74%	29.19%	14.90%	11.62%	13.68%
DG.PA VINCI SA	0.35%	5.27%	12.43%	11.37%	20.68%	14.54%	11.86%	11.44%
EDEN.PA Edenred SA	2.45%	10.42%	5.48%	-2.69%	-30.86%	-26.00%	-13.83%	3.48%
EN.PA Bouygues SA	0.48%	6.32%	18.75%	27.66%	52.75%	26.79%	14.17%	11.33%
HO.PA Thales S.A.	-0.84%	9.65%	16.69%	6.64%	9.09%	29.32%	27.70%	15.98%
LR.PA Legrand SA	-0.38%	9.37%	16.28%	-0.00%	65.69%	26.86%	13.98%	14.15%
SAF.PA Safran SA	-3.60%	-0.18%	0.55%	-0.75%	45.28%	33.34%	19.93%	18.91%
SGO.PA Compagnie de Saint-Gobain S.A.	1.89%	11.71%	-10.19%	-13.41%	-7.46%	21.20%	10.54%	10.13%
SU.PA Schneider Electric S.E.	0.41%	8.94%	14.30%	6.93%	36.83%	26.21%	16.05%	20.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 5, 2010, CAC industries's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +25.6%, while the worst month was Mar 2020 at -22.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CAC industries closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 12, 2020 at -15.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.91%	7.32%	-13.11%	11.81%									5.21%
2025	7.27%	4.45%	5.72%	4.43%	6.27%	4.91%	-2.52%	-2.26%	4.42%	1.01%	-4.50%	2.22%	35.28%
2024	0.46%	1.24%	3.39%	-3.98%	7.77%	-10.06%	6.59%	1.01%	-1.36%	-2.63%	-3.40%	-2.44%	-4.63%
2023	10.43%	1.78%	0.86%	3.78%	-6.18%	7.32%	1.11%	-2.93%	-4.18%	-4.52%	11.76%	4.90%	24.71%
2022	-5.13%	2.20%	0.49%	-4.42%	-1.25%	-10.32%	7.82%	-7.49%	-9.43%	13.24%	6.21%	1.12%	-9.41%
2021	-2.38%	5.38%	2.09%	6.50%	2.98%	-1.39%	3.36%	1.34%	-4.51%	1.24%	-8.29%	8.42%	14.37%

Benchmark Metrics

CAC industries has an annualized alpha of 4.51%, beta of 0.75, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since July 05, 2010.

This portfolio participated in 105.80% of S&P 500 Index downside but only 104.05% of its upside — more exposed to losses than it benefited from rallies.
R² of 0.32 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 4.51%

Beta: 0.75

R²: 0.32

Upside Capture: 104.05%

Downside Capture: 105.80%

Expense Ratio

CAC industries has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

CAC industries ranks 7 for risk / return — in the bottom 7% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.91	2.59	-1.68
Sortino ratio Return per unit of downside risk	1.38	3.60	-2.22
Omega ratio Gain probability vs. loss probability	1.17	1.48	-0.31
Calmar ratio Return relative to maximum drawdown	1.15	3.33	-2.18
Martin ratio Return relative to average drawdown	3.39	15.04	-11.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
^FCHI CAC 40	29	1.07	1.59	1.20	1.37	4.75
AIR.PA Airbus SE	59	1.05	1.60	1.19	1.16	3.47
DG.PA VINCI SA	56	0.85	1.33	1.18	1.46	3.11
EDEN.PA Edenred SA	12	-0.66	-0.74	0.89	-0.63	-1.06
EN.PA Bouygues SA	86	2.28	3.00	1.40	5.10	13.48
HO.PA Thales S.A.	40	0.28	0.61	1.07	0.56	1.14
LR.PA Legrand SA	82	2.24	2.76	1.42	3.53	8.13
SAF.PA Safran SA	74	1.62	2.43	1.30	2.05	8.05
SGO.PA Compagnie de Saint-Gobain S.A.	24	-0.24	-0.14	0.98	-0.13	-0.30
SU.PA Schneider Electric S.E.	64	1.15	1.77	1.22	1.86	5.02

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CAC industries Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

1-Year: 0.91
5-Year: 0.45
10-Year: 0.59
All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.21 to 3.02, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of CAC industries compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

CAC industries provided a 2.79% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.79%	2.88%	2.73%	2.25%	2.29%	1.71%	1.37%	2.09%	2.54%	1.86%	2.26%	2.17%
Portfolio components:
^FCHI CAC 40	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AIR.PA Airbus SE	1.75%	1.51%	1.16%	1.29%	1.35%	0.00%	0.00%	1.26%	1.79%	1.63%	2.07%	1.94%
DG.PA VINCI SA	3.53%	3.96%	4.51%	3.56%	3.48%	2.90%	3.07%	2.74%	3.49%	2.54%	2.94%	3.03%
EDEN.PA Edenred SA	6.08%	6.40%	3.46%	1.85%	1.77%	1.85%	1.51%	1.87%	2.65%	1.28%	2.23%	2.41%
EN.PA Bouygues SA	3.81%	4.51%	6.66%	5.28%	6.42%	5.40%	5.05%	4.49%	5.42%	3.69%	4.70%	4.38%
HO.PA Thales S.A.	1.42%	1.65%	2.49%	2.27%	2.23%	2.62%	0.53%	2.36%	1.76%	1.84%	1.53%	1.64%
LR.PA Legrand SA	1.49%	1.73%	2.22%	2.02%	2.21%	1.38%	1.84%	1.84%	1.89%	1.85%	2.13%	2.09%
SAF.PA Safran SA	0.97%	0.98%	1.04%	0.85%	0.43%	0.40%	0.00%	1.32%	1.53%	0.97%	2.15%	1.96%
SGO.PA Compagnie de Saint-Gobain S.A.	2.82%	2.53%	2.45%	3.00%	3.57%	2.15%	0.00%	3.64%	4.46%	2.74%	2.80%	1.56%
SU.PA Schneider Electric S.E.	1.46%	1.66%	1.45%	1.73%	2.22%	1.51%	2.16%	2.57%	3.68%	2.88%	3.03%	3.65%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the CAC industries. 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 CAC industries was 42.74%, occurring on Mar 18, 2020. Recovery took 165 trading sessions.

The current CAC industries drawdown is 3.67%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-42.74%	Jan 21, 2020	42	Mar 18, 2020	165	Nov 9, 2020	207
-36%	Apr 29, 2011	149	Nov 23, 2011	329	Mar 7, 2013	478
-31.65%	Sep 3, 2021	276	Sep 27, 2022	142	Apr 18, 2023	418
-23.72%	Jun 9, 2014	94	Oct 16, 2014	483	Sep 6, 2016	577
-20.32%	Sep 21, 2018	72	Jan 3, 2019	76	Apr 23, 2019	148

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	EDEN.PA	TEP.PA	HO.PA	AIR.PA	EN.PA	SAF.PA	LR.PA	SU.PA	DG.PA	SGO.PA	^FCHI	Portfolio
Benchmark	1.00	0.32	0.34	0.30	0.41	0.39	0.40	0.45	0.48	0.43	0.47	0.55	0.52
EDEN.PA	0.32	1.00	0.42	0.36	0.40	0.41	0.40	0.43	0.44	0.46	0.44	0.55	0.62
TEP.PA	0.34	0.42	1.00	0.36	0.39	0.40	0.39	0.48	0.46	0.47	0.47	0.56	0.64
HO.PA	0.30	0.36	0.36	1.00	0.52	0.46	0.55	0.44	0.43	0.51	0.45	0.55	0.65
AIR.PA	0.41	0.40	0.39	0.52	1.00	0.50	0.69	0.53	0.55	0.57	0.54	0.68	0.75
EN.PA	0.39	0.41	0.40	0.46	0.50	1.00	0.51	0.54	0.56	0.70	0.63	0.69	0.74
SAF.PA	0.40	0.40	0.39	0.55	0.69	0.51	1.00	0.55	0.57	0.58	0.54	0.68	0.76
LR.PA	0.45	0.43	0.48	0.44	0.53	0.54	0.55	1.00	0.76	0.59	0.68	0.73	0.78
SU.PA	0.48	0.44	0.46	0.43	0.55	0.56	0.57	0.76	1.00	0.62	0.71	0.80	0.80
DG.PA	0.43	0.46	0.47	0.51	0.57	0.70	0.58	0.59	0.62	1.00	0.69	0.79	0.80
SGO.PA	0.47	0.44	0.47	0.45	0.54	0.63	0.54	0.68	0.71	0.69	1.00	0.79	0.81
^FCHI	0.55	0.55	0.56	0.55	0.68	0.69	0.68	0.73	0.80	0.79	0.79	1.00	0.91
Portfolio	0.52	0.62	0.64	0.65	0.75	0.74	0.76	0.78	0.80	0.80	0.81	0.91	1.00

The correlation results are calculated based on daily price changes starting from Jul 5, 2010

CAC industries

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table