taDGCaqd_ES_12.11%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DB1.DE Deutsche Börse AG | Financial Services | 20% |
LRLCY L'Oréal S.A. | Consumer Defensive | 20% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 20% |
NSRGY Nestlé S.A. | Consumer Defensive | 20% |
SSUN.F Samsung Electronics Co., Ltd. | Technology | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in taDGCaqd_ES_12.11%, 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.
The earliest data available for this chart is Dec 20, 2002, corresponding to the inception date of LVMUY
Returns By Period
As of May 10, 2025, the taDGCaqd_ES_12.11% returned 17.60% Year-To-Date and 12.13% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| taDGCaqd_ES_12.11% | 17.60% | 8.61% | 13.71% | -5.00% | 9.46% | 12.13% |
| Portfolio components: | ||||||
SSUN.F Samsung Electronics Co., Ltd. | 6.45% | 1.72% | -3.71% | -31.63% | 1.64% | 8.67% |
NSRGY Nestlé S.A. | 33.38% | 8.20% | 20.46% | 4.34% | 2.30% | 5.98% |
LRLCY L'Oréal S.A. | 23.68% | 18.19% | 21.69% | -10.48% | 10.91% | 10.03% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -13.07% | -3.58% | -11.16% | -32.59% | 9.43% | 14.11% |
DB1.DE Deutsche Börse AG | 40.48% | 18.20% | 42.96% | 63.75% | 17.02% | 16.60% |
Monthly Returns
The table below presents the monthly returns of taDGCaqd_ES_12.11%, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.92% | 4.10% | 1.47% | 6.13% | -0.02% | 17.60% | |||||||
| 2024 | -2.50% | 2.21% | 1.12% | -4.22% | 1.20% | -2.38% | -0.79% | 3.24% | -2.09% | -9.44% | -4.67% | -1.86% | -19.00% |
| 2023 | 11.30% | -5.52% | 8.81% | 4.42% | -5.77% | 5.53% | 0.76% | -6.61% | -5.10% | -3.24% | 10.29% | 6.33% | 20.39% |
| 2022 | -4.04% | -4.06% | -0.19% | -5.09% | -2.11% | -5.79% | 7.86% | -5.79% | -8.78% | 3.45% | 14.81% | -4.23% | -15.21% |
| 2021 | -4.34% | 0.26% | 3.95% | 7.22% | 3.38% | 0.63% | -0.43% | -1.04% | -5.85% | 5.14% | -2.20% | 7.40% | 13.92% |
| 2020 | -1.45% | -4.96% | -6.67% | 7.76% | 3.65% | 7.94% | 3.39% | 2.50% | 0.17% | -4.31% | 14.42% | 10.04% | 34.78% |
| 2019 | 10.09% | 1.09% | 4.15% | 4.02% | -1.00% | 7.86% | -2.42% | 1.08% | 2.84% | 3.04% | -0.28% | 6.19% | 42.45% |
| 2018 | 4.23% | -3.96% | 2.70% | 5.21% | -1.00% | -2.06% | 1.85% | 2.01% | -1.09% | -6.62% | -0.32% | -3.29% | -2.96% |
| 2017 | 6.41% | -0.84% | 7.02% | 7.13% | 6.41% | 0.84% | 0.34% | 1.25% | 3.21% | 2.42% | 1.79% | 1.45% | 43.96% |
| 2016 | -2.54% | -1.85% | 7.65% | -0.80% | 1.58% | 1.13% | 6.16% | -0.27% | -0.86% | -2.56% | -1.20% | 5.14% | 11.51% |
| 2015 | 4.73% | 4.75% | -0.71% | 3.42% | -1.14% | -3.64% | 2.84% | -5.99% | 1.17% | 11.46% | -6.45% | -1.17% | 8.18% |
| 2014 | -5.77% | 6.09% | -1.07% | 2.90% | 4.41% | -1.78% | -5.40% | -0.06% | -7.01% | 2.06% | 5.41% | -1.39% | -2.65% |
Expense Ratio
taDGCaqd_ES_12.11% 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of taDGCaqd_ES_12.11% is 3, meaning it’s performing worse than 97% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SSUN.F Samsung Electronics Co., Ltd. | -0.84 | -1.11 | 0.88 | -0.53 | -1.06 |
NSRGY Nestlé S.A. | 0.19 | 0.37 | 1.05 | 0.08 | 0.21 |
LRLCY L'Oréal S.A. | -0.38 | -0.37 | 0.96 | -0.31 | -0.49 |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.92 | -1.40 | 0.84 | -0.73 | -1.69 |
DB1.DE Deutsche Börse AG | 2.77 | 3.39 | 1.52 | 4.81 | 24.20 |
Dividends
Dividend yield
taDGCaqd_ES_12.11% provided a 2.25% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.25% | 2.64% | 1.97% | 2.11% | 1.66% | 2.30% | 2.03% | 2.83% | 2.08% | 2.43% | 4.47% | 2.69% |
| Portfolio components: | ||||||||||||
SSUN.F Samsung Electronics Co., Ltd. | 2.42% | 3.19% | 2.24% | 2.63% | 2.06% | 4.30% | 3.03% | 4.56% | 2.11% | 2.00% | 1.93% | 2.12% |
NSRGY Nestlé S.A. | 3.22% | 4.17% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% |
LRLCY L'Oréal S.A. | 1.78% | 2.01% | 1.29% | 1.53% | 1.00% | 1.13% | 1.47% | 1.90% | 1.58% | 1.94% | 1.82% | 2.06% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.50% | 2.14% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.60% | 2.10% | 12.91% | 2.40% |
DB1.DE Deutsche Börse AG | 1.31% | 1.71% | 1.93% | 1.98% | 2.04% | 2.08% | 1.93% | 2.33% | 2.43% | 2.94% | 2.58% | 3.55% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the taDGCaqd_ES_12.11%. 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 taDGCaqd_ES_12.11% was 62.06%, occurring on Mar 9, 2009. Recovery took 552 trading sessions.
The current taDGCaqd_ES_12.11% drawdown is 6.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.06% | Jan 4, 2008 | 304 | Mar 9, 2009 | 552 | Apr 27, 2011 | 856 |
| -27.58% | Jan 21, 2020 | 45 | Mar 23, 2020 | 65 | Jun 23, 2020 | 110 |
| -27.45% | Jan 5, 2022 | 189 | Sep 27, 2022 | 140 | Apr 13, 2023 | 329 |
| -25.18% | Jul 8, 2011 | 62 | Oct 3, 2011 | 124 | Mar 26, 2012 | 186 |
| -22.43% | Mar 14, 2024 | 174 | Nov 13, 2024 | — | — | — |
Volatility
Volatility Chart
The current taDGCaqd_ES_12.11% volatility is 5.20%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SSUN.F | NSRGY | DB1.DE | LRLCY | LVMUY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.31 | 0.37 | 0.35 | 0.36 | 0.51 | 0.53 |
| SSUN.F | 0.31 | 1.00 | 0.20 | 0.29 | 0.28 | 0.27 | 0.61 |
| NSRGY | 0.37 | 0.20 | 1.00 | 0.31 | 0.42 | 0.37 | 0.57 |
| DB1.DE | 0.35 | 0.29 | 0.31 | 1.00 | 0.42 | 0.36 | 0.66 |
| LRLCY | 0.36 | 0.28 | 0.42 | 0.42 | 1.00 | 0.46 | 0.70 |
| LVMUY | 0.51 | 0.27 | 0.37 | 0.36 | 0.46 | 1.00 | 0.73 |
| Portfolio | 0.53 | 0.61 | 0.57 | 0.66 | 0.70 | 0.73 | 1.00 |