Rendement EU

Asset Allocation

Position	Category/Sector	Target Weight
ALV.DE Allianz SE	Financial Services	10%
BNP.PA BNP Paribas SA	Financial Services	10%
COFA.PA Coface SA	Financial Services	10%
CS.PA AXA SA	Financial Services	10%
DG.PA VINCI SA	Industrials	10%
ENEL.MI Enel SpA	Utilities	10%
GTT.PA Gaztransport & Technigaz SAS	Energy	10%
IBDRY Iberdrola SA	Utilities	10%
IDIP.PA IDI	Financial Services	10%
VIE.PA Veolia Environnement S.A.	Industrials	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Rendement EU, 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 year.

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The earliest data available for this chart is Jun 27, 2014, corresponding to the inception date of COFA.PA

Returns By Period

As of Apr 4, 2026, the Rendement EU returned 7.05% Year-To-Date and 16.63% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.52%	-3.41%	-2.14%	-0.28%	16.78%	14.66%	10.81%	12.14%
Portfolio Rendement EU	0.19%	0.71%	7.05%	10.67%	17.69%	21.32%	18.02%	16.63%
Portfolio components:
BNP.PA BNP Paribas SA	-2.44%	-6.74%	3.11%	6.79%	24.39%	23.33%	17.71%	12.79%
CS.PA AXA SA	0.85%	4.51%	-1.10%	0.32%	7.42%	19.48%	18.86%	13.18%
VIE.PA Veolia Environnement S.A.	1.15%	0.09%	12.58%	14.75%	7.35%	10.23%	13.64%	9.51%
DG.PA VINCI SA	-0.75%	-1.90%	9.62%	12.57%	16.36%	12.40%	11.92%	10.84%
IBDRY Iberdrola SA	1.88%	5.22%	12.75%	28.51%	35.88%	27.53%	18.29%	18.99%
ENEL.MI Enel SpA	0.63%	1.92%	12.62%	21.80%	32.71%	27.96%	9.55%	15.28%
GTT.PA Gaztransport & Technigaz SAS	0.69%	3.09%	30.01%	32.28%	54.84%	34.66%	29.56%	28.17%
IDIP.PA IDI	-1.15%	-3.65%	-0.29%	-7.55%	-3.15%	11.36%	13.83%	15.59%
COFA.PA Coface SA	0.79%	2.84%	-3.06%	-5.52%	-4.80%	15.35%	19.94%	15.18%
ALV.DE Allianz SE	0.05%	2.48%	-5.79%	1.77%	8.47%	26.02%	16.65%	15.63%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 30, 2014, Rendement EU's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, your investment would double in approximately 4.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +21.5%, while the worst month was Mar 2020 at -22.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Rendement EU closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -14.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.29%	6.48%	-5.92%	2.46%									7.05%
2025	6.50%	4.45%	4.77%	2.50%	4.23%	0.65%	-0.07%	-1.63%	0.72%	-0.91%	2.58%	1.98%	28.63%
2024	2.25%	-0.16%	6.79%	-1.59%	4.61%	-6.93%	5.93%	2.84%	0.68%	-0.24%	-1.90%	0.22%	12.36%
2023	8.78%	2.52%	-2.31%	5.22%	-2.49%	4.49%	3.76%	-1.14%	-1.24%	-2.53%	5.59%	3.21%	25.70%
2022	1.03%	-4.86%	2.69%	2.11%	1.05%	-8.26%	4.62%	-2.83%	-6.58%	9.21%	6.53%	-2.92%	0.22%
2021	-2.79%	5.43%	4.47%	4.39%	1.36%	-2.59%	1.13%	2.31%	-1.13%	7.17%	-3.50%	8.89%	27.13%

Benchmark Metrics

Rendement EU has an annualized alpha of 9.17%, beta of 0.43, and R² of 0.21 versus S&P 500 Index. Calculated based on daily prices since June 30, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.62%) than losses (45.99%) — typical of diversified or defensive assets.
Beta of 0.43 may look defensive, but with R² of 0.21 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.21 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: 9.17%

Beta: 0.43

R²: 0.21

Upside Capture: 68.62%

Downside Capture: 45.99%

Expense Ratio

Rendement EU 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

Rendement EU ranks 47 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.11	0.43	+0.68
Sortino ratio Return per unit of downside risk	1.43	0.73	+0.70
Omega ratio Gain probability vs. loss probability	1.23	1.12	+0.11
Calmar ratio Return relative to maximum drawdown	3.26	0.64	+2.62
Martin ratio Return relative to average drawdown	8.27	2.67	+5.60
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
BNP.PA BNP Paribas SA	64	0.61	0.97	1.13	1.98	5.23
CS.PA AXA SA	52	0.25	0.45	1.07	1.55	2.72
VIE.PA Veolia Environnement S.A.	56	0.35	0.56	1.08	1.76	4.09
DG.PA VINCI SA	65	0.67	1.05	1.15	2.17	4.31
IBDRY Iberdrola SA	89	2.07	2.63	1.38	4.65	12.88
ENEL.MI Enel SpA	85	1.75	2.23	1.35	2.85	9.88
GTT.PA Gaztransport & Technigaz SAS	89	1.99	2.74	1.35	4.85	12.33
IDIP.PA IDI	31	-0.30	-0.33	0.96	0.11	0.23
COFA.PA Coface SA	33	-0.31	-0.27	0.96	0.39	0.72
ALV.DE Allianz SE	50	0.35	0.60	1.08	0.69	1.65

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.

Rendement EU Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.11
5-Year: 1.20
10-Year: 0.95
All Time: 0.82

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 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Rendement EU 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

Rendement EU provided a 4.95% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.95%	5.24%	5.88%	5.36%	5.79%	4.24%	2.98%	4.41%	4.32%	3.82%	5.21%	3.76%
Portfolio components:
BNP.PA BNP Paribas SA	8.86%	9.13%	7.77%	6.23%	6.89%	4.38%	0.00%	5.72%	7.65%	4.34%	3.82%	2.87%
CS.PA AXA SA	5.31%	5.25%	5.77%	5.76%	5.91%	5.46%	3.74%	5.34%	6.68%	4.69%	4.59%	3.77%
VIE.PA Veolia Environnement S.A.	4.18%	4.71%	4.61%	3.92%	4.17%	2.09%	2.50%	3.88%	4.68%	3.76%	4.51%	3.20%
DG.PA VINCI SA	3.61%	3.96%	4.51%	3.56%	3.48%	2.90%	3.07%	2.74%	3.49%	2.54%	2.94%	3.03%
IBDRY Iberdrola SA	3.31%	4.18%	4.38%	4.11%	4.14%	3.77%	2.83%	3.01%	3.76%	7.28%	10.00%	1.71%
ENEL.MI Enel SpA	4.97%	5.29%	6.24%	5.94%	7.55%	5.08%	3.96%	3.96%	2.36%	2.14%	1.91%	2.31%
GTT.PA Gaztransport & Technigaz SAS	3.85%	5.00%	4.81%	2.84%	3.31%	3.82%	5.37%	3.85%	3.96%	5.31%	6.55%	6.31%
IDIP.PA IDI	2.04%	2.03%	6.96%	3.71%	4.67%	5.87%	3.55%	4.28%	1.73%	3.41%	5.38%	5.05%
COFA.PA Coface SA	9.20%	8.92%	9.04%	12.84%	12.36%	4.39%	0.00%	7.20%	4.29%	0.79%	7.74%	5.14%
ALV.DE Allianz SE	4.19%	3.94%	4.66%	4.71%	5.38%	4.62%	4.78%	4.12%	4.57%	3.97%	4.65%	4.19%

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 Rendement EU. 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 Rendement EU was 42.23%, occurring on Mar 18, 2020. Recovery took 402 trading sessions.

The current Rendement EU drawdown is 3.60%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-42.23%	Feb 20, 2020	20	Mar 18, 2020	402	Oct 7, 2021	422
-21.97%	Jul 21, 2015	146	Feb 11, 2016	274	Mar 3, 2017	420
-16.67%	Jan 14, 2022	37	Mar 7, 2022	54	May 23, 2022	91
-16.38%	May 30, 2022	89	Sep 29, 2022	70	Jan 6, 2023	159
-12.56%	Sep 5, 2014	30	Oct 16, 2014	66	Jan 20, 2015	96

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 10 assets, with an effective number of assets of 10.00, 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

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

	Benchmark	IDIP.PA	GTT.PA	IBDRY	COFA.PA	VIE.PA	ENEL.MI	BNP.PA	DG.PA	ALV.DE	CS.PA	Portfolio
Benchmark	1.00	0.10	0.21	0.36	0.18	0.24	0.28	0.29	0.30	0.33	0.31	0.39
IDIP.PA	0.10	1.00	0.10	0.06	0.08	0.12	0.08	0.14	0.14	0.13	0.14	0.25
GTT.PA	0.21	0.10	1.00	0.15	0.22	0.21	0.21	0.25	0.25	0.27	0.26	0.47
IBDRY	0.36	0.06	0.15	1.00	0.15	0.39	0.55	0.21	0.35	0.30	0.27	0.50
COFA.PA	0.18	0.08	0.22	0.15	1.00	0.30	0.25	0.43	0.36	0.43	0.45	0.58
VIE.PA	0.24	0.12	0.21	0.39	0.30	1.00	0.52	0.42	0.55	0.45	0.46	0.66
ENEL.MI	0.28	0.08	0.21	0.55	0.25	0.52	1.00	0.41	0.49	0.47	0.45	0.66
BNP.PA	0.29	0.14	0.25	0.21	0.43	0.42	0.41	1.00	0.53	0.64	0.69	0.73
DG.PA	0.30	0.14	0.25	0.35	0.36	0.55	0.49	0.53	1.00	0.57	0.56	0.73
ALV.DE	0.33	0.13	0.27	0.30	0.43	0.45	0.47	0.64	0.57	1.00	0.78	0.76
CS.PA	0.31	0.14	0.26	0.27	0.45	0.46	0.45	0.69	0.56	0.78	1.00	0.77
Portfolio	0.39	0.25	0.47	0.50	0.58	0.66	0.66	0.73	0.73	0.76	0.77	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2014

Rendement EU

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