My Portfolio
Portfolio with some companies I trust and I wanted to invest in. This portfolio is mostly accessible and doesn't need much management. The weight of each investment is not definitive and this portfolio is not done
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AI.PA L'Air Liquide S.A. | Basic Materials | 14.29% |
DSY.PA Dassault Systèmes SE | Technology | 14.29% |
EL.PA EssilorLuxottica Société anonyme | Healthcare | 14.29% |
NVO Novo Nordisk A/S | Healthcare | 14.29% |
RACE Ferrari N.V. | Consumer Cyclical | 14.29% |
STM STMicroelectronics N.V. | Technology | 14.29% |
TTE TotalEnergies SE | Energy | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Portfolio, 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
The earliest data available for this chart is Oct 21, 2015, corresponding to the inception date of RACE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| My Portfolio | -0.80% | -4.80% | 0.54% | 10.31% | 17.41% | N/A |
| Portfolio components: | ||||||
DSY.PA Dassault Systèmes SE | -24.83% | -3.99% | -29.26% | -13.94% | 3.74% | 13.57% |
EL.PA EssilorLuxottica Société anonyme | 6.43% | -5.12% | 9.29% | 9.19% | 10.83% | 11.42% |
STM STMicroelectronics N.V. | -32.99% | -15.86% | -24.72% | -37.90% | 12.25% | 16.59% |
TTE TotalEnergies SE | 2.91% | 2.13% | 5.79% | 20.03% | 11.26% | 5.33% |
RACE Ferrari N.V. | 20.71% | -1.60% | 20.09% | 28.76% | 19.84% | N/A |
AI.PA L'Air Liquide S.A. | 2.93% | 1.55% | 7.50% | 12.57% | 13.32% | 11.86% |
NVO Novo Nordisk A/S | 24.23% | -11.00% | 18.92% | 64.63% | 39.74% | 20.47% |
Monthly Returns
The table below presents the monthly returns of My Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.03% | 4.78% | 2.81% | -4.14% | 2.99% | -2.86% | -0.80% | ||||||
| 2023 | 9.77% | 1.14% | 5.95% | 1.83% | -2.44% | 6.34% | 2.07% | -1.04% | -4.18% | 1.74% | 11.46% | 1.99% | 39.12% |
| 2022 | -6.45% | -4.69% | 3.61% | -5.08% | 1.45% | -10.07% | 8.31% | -6.66% | -7.91% | 8.30% | 14.47% | -0.88% | -8.49% |
| 2021 | -1.73% | 2.04% | 1.77% | 2.59% | 2.65% | 2.23% | 5.99% | 4.00% | -3.05% | 9.19% | 0.12% | 3.20% | 32.48% |
| 2020 | 0.81% | -6.94% | -8.77% | 4.65% | 6.23% | 3.40% | 4.02% | 4.02% | -1.86% | -7.01% | 18.72% | 3.37% | 19.23% |
| 2019 | 7.26% | 4.01% | -0.32% | 6.09% | -5.77% | 11.77% | -1.58% | 0.35% | 1.74% | 6.32% | 3.20% | 3.60% | 41.91% |
| 2018 | 7.18% | -1.61% | 0.01% | 1.25% | 2.78% | -0.12% | 3.45% | -0.69% | -1.18% | -11.51% | -2.45% | -2.66% | -6.49% |
| 2017 | 3.75% | 2.91% | 5.15% | 5.11% | 6.14% | -3.16% | 6.99% | 4.04% | 3.22% | 7.08% | -1.08% | 0.34% | 48.12% |
| 2016 | -5.34% | -4.06% | 4.92% | 5.56% | -1.67% | -1.98% | 7.03% | -0.49% | 2.20% | -3.26% | -0.15% | 7.40% | 9.47% |
| 2015 | -2.19% | -0.48% | -2.54% | -5.14% |
Expense Ratio
My Portfolio 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of My Portfolio is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
DSY.PA Dassault Systèmes SE | -0.45 | -0.47 | 0.94 | -0.26 | -0.72 |
EL.PA EssilorLuxottica Société anonyme | 0.62 | 0.97 | 1.12 | 0.58 | 2.35 |
STM STMicroelectronics N.V. | -0.97 | -1.29 | 0.84 | -0.90 | -2.38 |
TTE TotalEnergies SE | 1.04 | 1.47 | 1.18 | 1.68 | 4.62 |
RACE Ferrari N.V. | 1.15 | 1.87 | 1.23 | 2.29 | 6.03 |
AI.PA L'Air Liquide S.A. | 0.83 | 1.33 | 1.16 | 1.32 | 3.06 |
NVO Novo Nordisk A/S | 1.96 | 3.24 | 1.38 | 4.91 | 13.94 |
Dividends
Dividend yield
My Portfolio granted a 1.65% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My Portfolio | 1.65% | 1.48% | 1.79% | 1.50% | 2.10% | 1.51% | 1.96% | 1.67% | 2.09% | 2.14% | 2.18% | 2.03% |
| Portfolio components: | ||||||||||||
DSY.PA Dassault Systèmes SE | 0.68% | 0.47% | 0.51% | 0.21% | 0.42% | 0.44% | 0.56% | 0.60% | 0.65% | 0.58% | 0.82% | 0.89% |
EL.PA EssilorLuxottica Société anonyme | 2.05% | 1.78% | 1.48% | 0.58% | 0.90% | 1.50% | 1.39% | 1.30% | 1.03% | 0.89% | 1.01% | 1.14% |
STM STMicroelectronics N.V. | 0.81% | 0.48% | 0.82% | 0.45% | 0.50% | 0.89% | 1.73% | 1.10% | 2.33% | 5.11% | 4.55% | 4.25% |
TTE TotalEnergies SE | 4.86% | 4.67% | 6.21% | 6.10% | 8.97% | 3.64% | 4.75% | 4.29% | 4.47% | 5.06% | 5.21% | 4.31% |
RACE Ferrari N.V. | 0.64% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.87% | 0.66% | 0.89% | 0.00% | 0.00% | 0.00% |
AI.PA L'Air Liquide S.A. | 1.77% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% | 2.43% |
NVO Novo Nordisk A/S | 0.76% | 0.71% | 0.84% | 0.94% | 1.33% | 1.51% | 1.97% | 1.52% | 2.87% | 0.92% | 1.43% | 1.23% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the My Portfolio. 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 My Portfolio was 31.93%, occurring on Mar 18, 2020. Recovery took 104 trading sessions.
The current My Portfolio drawdown is 6.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.93% | Feb 20, 2020 | 20 | Mar 18, 2020 | 104 | Aug 12, 2020 | 124 |
| -28.46% | Nov 19, 2021 | 221 | Sep 26, 2022 | 92 | Feb 2, 2023 | 313 |
| -21.87% | Jul 19, 2018 | 119 | Jan 3, 2019 | 124 | Jun 27, 2019 | 243 |
| -20.12% | Oct 26, 2015 | 77 | Feb 11, 2016 | 159 | Sep 22, 2016 | 236 |
| -10.89% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current My Portfolio volatility is 5.87%, 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.
Diversification
Asset Correlations Table
| NVO | TTE | STM | EL.PA | DSY.PA | RACE | AI.PA | |
|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.18 | 0.26 | 0.26 | 0.28 | 0.30 | 0.27 |
| TTE | 0.18 | 1.00 | 0.35 | 0.27 | 0.20 | 0.36 | 0.35 |
| STM | 0.26 | 0.35 | 1.00 | 0.28 | 0.40 | 0.53 | 0.34 |
| EL.PA | 0.26 | 0.27 | 0.28 | 1.00 | 0.48 | 0.35 | 0.54 |
| DSY.PA | 0.28 | 0.20 | 0.40 | 0.48 | 1.00 | 0.39 | 0.51 |
| RACE | 0.30 | 0.36 | 0.53 | 0.35 | 0.39 | 1.00 | 0.40 |
| AI.PA | 0.27 | 0.35 | 0.34 | 0.54 | 0.51 | 0.40 | 1.00 |