granolas
modified: out oreal. in sap and hermes
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ASML ASML Holding N.V. | Technology | 9.09% |
AZN.L AstraZeneca plc | Healthcare | 9.09% |
GSK GlaxoSmithKline plc | Healthcare | 9.09% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 9.09% |
NESN.SW Nestlé S.A. | Consumer Defensive | 9.09% |
NOVN.SW Novartis AG | Healthcare | 9.09% |
NVO Novo Nordisk A/S | Healthcare | 9.09% |
RHHBY Roche Holding AG | Healthcare | 9.09% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 9.09% |
SAN.PA Sanofi | Healthcare | 9.09% |
SAP.DE SAP SE | Technology | 9.09% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 11, 2001, corresponding to the inception date of RHHBY
Returns By Period
As of May 18, 2025, the granolas returned 9.48% Year-To-Date and 12.38% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| granolas | 9.48% | 6.37% | 10.50% | -2.19% | 13.72% | 12.38% |
| Portfolio components: | ||||||
GSK GlaxoSmithKline plc | 13.84% | 5.97% | 15.44% | -12.60% | 7.29% | 6.21% |
NESN.SW Nestlé S.A. | 29.11% | -0.33% | 22.53% | 0.64% | 1.86% | 5.66% |
ASML ASML Holding N.V. | 8.47% | 17.19% | 14.15% | -18.38% | 20.18% | 21.55% |
NOVN.SW Novartis AG | 15.20% | -1.27% | 9.47% | 10.07% | 10.31% | 6.42% |
NVO Novo Nordisk A/S | -23.96% | 10.83% | -35.71% | -50.22% | 16.52% | 10.39% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -13.22% | 3.39% | -6.74% | -32.30% | 9.91% | 13.40% |
AZN.L AstraZeneca plc | 6.23% | 2.11% | 10.51% | -8.97% | 7.33% | 10.39% |
SAP.DE SAP SE | 21.94% | 16.67% | 30.92% | 55.84% | 22.39% | 15.99% |
SAN.PA Sanofi | 10.21% | 3.69% | 11.14% | 10.36% | 5.52% | 3.98% |
RMS.PA Hermès International Société en commandite par actions | 21.23% | 11.92% | 35.94% | 16.83% | 30.80% | 22.76% |
RHHBY Roche Holding AG | 15.62% | 0.33% | 12.52% | 22.91% | 0.44% | 3.81% |
Monthly Returns
The table below presents the monthly returns of granolas, 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 | 8.30% | 3.63% | -3.51% | 1.00% | 0.10% | 9.48% | |||||||
| 2024 | 4.29% | 2.71% | 2.89% | -2.72% | 4.17% | 1.00% | 0.70% | 6.42% | -3.97% | -7.65% | -4.18% | -1.77% | 0.91% |
| 2023 | 7.22% | -3.68% | 9.72% | 5.20% | -3.10% | 2.98% | 0.62% | -1.93% | -4.33% | -2.93% | 7.31% | 4.13% | 21.80% |
| 2022 | -6.11% | -1.63% | 2.88% | -3.25% | -1.74% | -4.84% | 7.78% | -9.17% | -7.21% | 8.48% | 13.15% | -1.17% | -5.27% |
| 2021 | -1.10% | -1.03% | 3.43% | 7.59% | 5.52% | 2.85% | 2.86% | 1.98% | -6.34% | 7.96% | -1.83% | 5.05% | 29.28% |
| 2020 | -1.13% | -6.65% | -1.28% | 7.33% | 5.14% | 3.04% | 1.56% | 2.48% | -1.04% | -7.69% | 10.22% | 4.91% | 16.49% |
| 2019 | 4.78% | 4.82% | 4.99% | 1.50% | -2.55% | 8.34% | -0.61% | 1.18% | 1.89% | 4.78% | 2.17% | 3.88% | 40.78% |
| 2018 | 4.17% | -5.27% | 2.39% | 1.98% | 1.11% | -1.40% | 7.22% | 0.11% | -0.11% | -5.20% | 1.80% | -4.02% | 2.04% |
| 2017 | 2.30% | 3.48% | 5.33% | 3.35% | 6.93% | -1.07% | -0.10% | 2.66% | 2.87% | -0.21% | 0.24% | 0.73% | 29.60% |
| 2016 | -2.29% | -2.84% | 3.39% | 1.42% | 2.33% | -0.03% | 7.14% | -3.90% | -0.68% | -5.20% | -2.54% | 4.05% | 0.13% |
| 2015 | 0.27% | 4.44% | 1.55% | 3.47% | 0.99% | -4.42% | 4.23% | -6.36% | -1.80% | 5.59% | -3.30% | -0.15% | 3.77% |
| 2014 | -3.21% | 7.67% | -0.10% | 3.32% | -0.43% | 1.88% | -3.13% | 1.94% | -2.31% | -2.10% | 3.96% | -2.63% | 4.31% |
Expense Ratio
granolas 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 granolas 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 | |
|---|---|---|---|---|---|
GSK GlaxoSmithKline plc | -0.45 | -0.52 | 0.94 | -0.45 | -0.82 |
NESN.SW Nestlé S.A. | 0.07 | 0.56 | 1.07 | 0.15 | 0.42 |
ASML ASML Holding N.V. | -0.37 | -0.33 | 0.95 | -0.46 | -0.71 |
NOVN.SW Novartis AG | 0.47 | 0.88 | 1.13 | 0.65 | 1.37 |
NVO Novo Nordisk A/S | -1.19 | -1.87 | 0.76 | -0.87 | -1.57 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.95 | -1.22 | 0.86 | -0.66 | -1.57 |
AZN.L AstraZeneca plc | -0.35 | -0.39 | 0.95 | -0.38 | -0.66 |
SAP.DE SAP SE | 1.85 | 2.68 | 1.33 | 2.67 | 11.37 |
SAN.PA Sanofi | 0.39 | 0.77 | 1.10 | 0.50 | 1.06 |
RMS.PA Hermès International Société en commandite par actions | 0.58 | 1.32 | 1.17 | 1.07 | 2.91 |
RHHBY Roche Holding AG | 0.94 | 1.60 | 1.22 | 0.75 | 3.20 |
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Dividends
Dividend yield
granolas provided a 2.70% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.70% | 2.66% | 2.36% | 2.50% | 2.30% | 2.55% | 2.43% | 3.05% | 2.93% | 3.40% | 2.98% | 3.03% |
| Portfolio components: | ||||||||||||
GSK GlaxoSmithKline plc | 4.30% | 4.65% | 3.75% | 4.78% | 6.17% | 6.86% | 5.34% | 6.95% | 7.13% | 8.84% | 7.44% | 7.60% |
NESN.SW Nestlé S.A. | 3.53% | 4.01% | 3.03% | 2.61% | 2.16% | 2.59% | 2.34% | 2.94% | 2.74% | 3.08% | 2.95% | 2.95% |
ASML ASML Holding N.V. | 0.93% | 0.97% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% |
NOVN.SW Novartis AG | 3.83% | 3.72% | 3.77% | 3.91% | 3.94% | 3.72% | 3.27% | 3.98% | 3.98% | 4.35% | 3.58% | 3.17% |
NVO Novo Nordisk A/S | 2.51% | 1.68% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.58% | 2.05% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% |
AZN.L AstraZeneca plc | 2.38% | 2.23% | 2.21% | 1.98% | 2.33% | 2.95% | 2.87% | 3.44% | 4.28% | 4.50% | 3.95% | 3.73% |
SAP.DE SAP SE | 0.88% | 0.93% | 1.47% | 2.54% | 1.48% | 1.47% | 1.25% | 1.61% | 1.34% | 1.39% | 1.50% | 1.72% |
SAN.PA Sanofi | 4.27% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% | 3.70% |
RMS.PA Hermès International Société en commandite par actions | 1.01% | 1.08% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 2.09% | 0.92% |
RHHBY Roche Holding AG | 3.49% | 3.99% | 3.55% | 3.23% | 2.47% | 2.63% | 2.69% | 3.58% | 3.22% | 3.62% | 3.14% | 3.23% |
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 granolas. 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 granolas was 38.90%, occurring on Mar 9, 2009. Recovery took 156 trading sessions.
The current granolas drawdown is 9.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.9% | Dec 11, 2007 | 320 | Mar 9, 2009 | 156 | Oct 14, 2009 | 476 |
| -24.3% | Nov 5, 2021 | 231 | Sep 26, 2022 | 77 | Jan 12, 2023 | 308 |
| -22.97% | Jan 20, 2020 | 46 | Mar 23, 2020 | 50 | Jun 2, 2020 | 96 |
| -18.33% | Sep 3, 2024 | 153 | Apr 7, 2025 | — | — | — |
| -16.13% | May 20, 2015 | 190 | Feb 11, 2016 | 120 | Jul 29, 2016 | 310 |
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 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | NVO | ASML | RMS.PA | NESN.SW | GSK | RHHBY | AZN.L | SAP.DE | SAN.PA | NOVN.SW | MC.PA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.40 | 0.65 | 0.31 | 0.23 | 0.44 | 0.39 | 0.29 | 0.39 | 0.31 | 0.26 | 0.41 | 0.58 |
| NVO | 0.40 | 1.00 | 0.32 | 0.22 | 0.27 | 0.37 | 0.37 | 0.33 | 0.24 | 0.28 | 0.32 | 0.26 | 0.55 |
| ASML | 0.65 | 0.32 | 1.00 | 0.31 | 0.21 | 0.31 | 0.31 | 0.24 | 0.39 | 0.24 | 0.22 | 0.38 | 0.58 |
| RMS.PA | 0.31 | 0.22 | 0.31 | 1.00 | 0.32 | 0.20 | 0.23 | 0.28 | 0.48 | 0.36 | 0.29 | 0.67 | 0.62 |
| NESN.SW | 0.23 | 0.27 | 0.21 | 0.32 | 1.00 | 0.30 | 0.44 | 0.38 | 0.33 | 0.38 | 0.58 | 0.39 | 0.58 |
| GSK | 0.44 | 0.37 | 0.31 | 0.20 | 0.30 | 1.00 | 0.43 | 0.50 | 0.25 | 0.41 | 0.41 | 0.26 | 0.57 |
| RHHBY | 0.39 | 0.37 | 0.31 | 0.23 | 0.44 | 0.43 | 1.00 | 0.40 | 0.26 | 0.37 | 0.50 | 0.28 | 0.60 |
| AZN.L | 0.29 | 0.33 | 0.24 | 0.28 | 0.38 | 0.50 | 0.40 | 1.00 | 0.33 | 0.48 | 0.52 | 0.36 | 0.64 |
| SAP.DE | 0.39 | 0.24 | 0.39 | 0.48 | 0.33 | 0.25 | 0.26 | 0.33 | 1.00 | 0.48 | 0.37 | 0.60 | 0.66 |
| SAN.PA | 0.31 | 0.28 | 0.24 | 0.36 | 0.38 | 0.41 | 0.37 | 0.48 | 0.48 | 1.00 | 0.50 | 0.48 | 0.67 |
| NOVN.SW | 0.26 | 0.32 | 0.22 | 0.29 | 0.58 | 0.41 | 0.50 | 0.52 | 0.37 | 0.50 | 1.00 | 0.38 | 0.66 |
| MC.PA | 0.41 | 0.26 | 0.38 | 0.67 | 0.39 | 0.26 | 0.28 | 0.36 | 0.60 | 0.48 | 0.38 | 1.00 | 0.72 |
| Portfolio | 0.58 | 0.55 | 0.58 | 0.62 | 0.58 | 0.57 | 0.60 | 0.64 | 0.66 | 0.67 | 0.66 | 0.72 | 1.00 |