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France's wide moats

Last updated Feb 23, 2024

Asset Allocation


RI.PA 14.29%SAN.PA 14.29%RMS.PA 14.29%MC.PA 14.29%DSY.PA 14.29%OR.PA 14.29%AI.PA 14.29%EquityEquity
PositionCategory/SectorWeight
RI.PA
Pernod Ricard SA
Consumer Defensive

14.29%

SAN.PA
Sanofi
Healthcare

14.29%

RMS.PA
Hermès International Société en commandite par actions
Consumer Cyclical

14.29%

MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
Consumer Cyclical

14.29%

DSY.PA
Dassault Systèmes SE
Technology

14.29%

OR.PA
L'Oréal S.A.
Consumer Defensive

14.29%

AI.PA
L'Air Liquide S.A.
Basic Materials

14.29%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in France's wide moats, 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


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
8.52%
15.51%
France's wide moats
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 2, 1996, corresponding to the inception date of DSY.PA

Returns

As of Feb 23, 2024, the France's wide moats returned 3.11% Year-To-Date and 13.75% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
France's wide moats3.86%8.05%8.52%15.43%15.96%13.84%
RI.PA
Pernod Ricard SA
-3.02%9.08%-16.74%-18.23%1.85%5.59%
SAN.PA
Sanofi
-1.97%-3.58%-8.90%5.52%7.26%3.28%
RMS.PA
Hermès International Société en commandite par actions
17.81%25.16%22.68%37.36%31.88%23.14%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
13.67%23.74%9.37%9.07%23.34%20.33%
DSY.PA
Dassault Systèmes SE
-3.92%-9.23%21.65%19.06%10.16%15.35%
OR.PA
L'Oréal S.A.
-2.01%4.39%12.41%21.37%15.09%12.56%
AI.PA
L'Air Liquide S.A.
5.54%9.31%16.65%32.71%16.87%10.74%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.13%
2023-0.26%-5.54%-7.71%-0.18%8.29%4.31%

Sharpe Ratio

The current France's wide moats Sharpe ratio is 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.86

The Sharpe ratio of France's wide moats is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.99
2.23
France's wide moats
Benchmark (^GSPC)
Portfolio components

Dividend yield

France's wide moats granted a 1.76% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
France's wide moats1.76%1.82%1.74%1.33%1.54%1.63%1.91%1.84%1.90%1.91%2.12%1.99%
RI.PA
Pernod Ricard SA
2.98%2.94%2.24%1.48%1.70%1.96%1.65%1.53%1.83%1.71%1.78%1.98%
SAN.PA
Sanofi
3.97%3.97%3.71%3.63%4.02%3.44%4.03%4.14%3.83%3.65%3.72%3.61%
RMS.PA
Hermès International Société en commandite par actions
0.56%0.68%0.55%0.30%0.52%0.68%0.85%0.84%0.86%0.95%0.92%0.95%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.47%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%
DSY.PA
Dassault Systèmes SE
0.48%0.47%0.51%0.21%0.42%0.44%0.56%0.60%0.65%0.58%0.82%0.89%
OR.PA
L'Oréal S.A.
1.33%1.33%1.44%0.96%1.24%1.46%1.76%1.78%1.79%1.74%1.79%1.80%
AI.PA
L'Air Liquide S.A.
1.56%1.67%1.99%1.79%2.01%1.91%2.44%2.25%2.40%2.46%2.25%2.43%

Expense Ratio

The France's wide moats has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
France's wide moats
0.99
RI.PA
Pernod Ricard SA
-0.69
SAN.PA
Sanofi
0.27
RMS.PA
Hermès International Société en commandite par actions
1.42
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
0.40
DSY.PA
Dassault Systèmes SE
0.83
OR.PA
L'Oréal S.A.
1.11
AI.PA
L'Air Liquide S.A.
1.61

Asset Correlations Table

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

RI.PADSY.PASAN.PARMS.PAAI.PAOR.PAMC.PA
RI.PA1.000.320.360.360.430.470.44
DSY.PA0.321.000.340.390.430.440.48
SAN.PA0.360.341.000.300.490.480.44
RMS.PA0.360.390.301.000.410.450.55
AI.PA0.430.430.490.411.000.570.57
OR.PA0.470.440.480.450.571.000.60
MC.PA0.440.480.440.550.570.601.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.69%
0
France's wide moats
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the France's wide moats. 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 France's wide moats was 46.97%, occurring on Mar 3, 2009. Recovery took 362 trading sessions.

The current France's wide moats drawdown is 1.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.97%Jun 2, 2008194Mar 3, 2009362Aug 2, 2010556
-31.81%Nov 22, 2021220Sep 27, 2022133Apr 3, 2023353
-31.18%Jan 2, 2001185Sep 21, 2001151Apr 30, 2002336
-26.52%Jan 20, 202044Mar 19, 202072Jul 2, 2020116
-24.34%Jul 1, 200263Sep 25, 2002161May 16, 2003224

Volatility Chart

The current France's wide moats volatility is 5.37%, 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%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2024February
5.37%
3.90%
France's wide moats
Benchmark (^GSPC)
Portfolio components
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