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My Portfolio

Last updated Mar 2, 2024

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


DSY.PA 14.29%EL.PA 14.29%STM 14.29%TTE 14.29%RACE 14.29%AI.PA 14.29%NVO 14.29%EquityEquity
PositionCategory/SectorWeight
DSY.PA
Dassault Systèmes SE
Technology

14.29%

EL.PA
EssilorLuxottica Société anonyme
Healthcare

14.29%

STM
STMicroelectronics N.V.
Technology

14.29%

TTE
TotalEnergies SE
Energy

14.29%

RACE
Ferrari N.V.
Consumer Cyclical

14.29%

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

14.29%

NVO
Novo Nordisk A/S
Healthcare

14.29%

S&P 500

Performance

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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
334.76%
154.44%
My Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 21, 2015, corresponding to the inception date of RACE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
My Portfolio5.91%7.45%17.57%30.43%21.08%N/A
DSY.PA
Dassault Systèmes SE
-5.36%1.70%17.61%17.86%9.45%18.05%
EL.PA
EssilorLuxottica Société anonyme
6.51%9.54%13.77%24.82%12.84%11.56%
STM
STMicroelectronics N.V.
-5.90%8.06%0.58%-2.70%23.51%20.20%
TTE
TotalEnergies SE
-4.27%0.20%3.42%8.12%8.61%5.63%
RACE
Ferrari N.V.
25.68%12.16%37.96%57.83%26.56%N/A
AI.PA
L'Air Liquide S.A.
3.91%9.34%12.12%28.67%16.19%13.14%
NVO
Novo Nordisk A/S
20.09%9.26%31.24%73.03%38.68%19.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.04%5.01%
2023-1.04%-4.18%1.74%11.46%2.00%

Sharpe Ratio

The current My Portfolio Sharpe ratio is 2.27. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.27

The Sharpe ratio of My Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.27
2.44
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Portfolio granted a 1.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
My Portfolio1.37%1.38%1.67%1.36%1.91%1.30%1.68%1.46%1.68%2.01%1.98%1.86%
DSY.PA
Dassault Systèmes SE
0.49%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
1.63%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.
0.51%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
4.88%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.
0.47%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.
1.58%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
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 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.


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
2.44
My Portfolio
2.27
DSY.PA
Dassault Systèmes SE
0.78
EL.PA
EssilorLuxottica Société anonyme
1.33
STM
STMicroelectronics N.V.
-0.06
TTE
TotalEnergies SE
0.50
RACE
Ferrari N.V.
2.62
AI.PA
L'Air Liquide S.A.
1.54
NVO
Novo Nordisk A/S
2.49

Asset Correlations Table

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

NVOTTEEL.PASTMDSY.PARACEAI.PA
NVO1.000.190.260.260.280.300.27
TTE0.191.000.270.360.200.360.35
EL.PA0.260.271.000.280.490.340.53
STM0.260.360.281.000.400.530.34
DSY.PA0.280.200.490.401.000.400.51
RACE0.300.360.340.530.401.000.39
AI.PA0.270.350.530.340.510.391.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
My Portfolio
Benchmark (^GSPC)
Portfolio components

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 31.92%, occurring on Mar 18, 2020. Recovery took 104 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.92%Feb 20, 202020Mar 18, 2020104Aug 12, 2020124
-28.46%Nov 19, 2021221Sep 26, 202292Feb 2, 2023313
-21.86%Jul 19, 2018119Jan 3, 2019124Jun 27, 2019243
-20.12%Oct 26, 201577Feb 11, 2016159Sep 22, 2016236
-10.89%Oct 13, 202014Oct 30, 20206Nov 9, 202020

Volatility Chart

The current My Portfolio volatility is 3.86%, 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%OctoberNovemberDecember2024FebruaryMarch
3.86%
3.47%
My Portfolio
Benchmark (^GSPC)
Portfolio components
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