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granolas
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GSK 9.09%NESN.SW 9.09%ASML 9.09%NOVN.SW 9.09%NVO 9.09%MC.PA 9.09%AZN.L 9.09%SAP.DE 9.09%SAN.PA 9.09%RMS.PA 9.09%RHHBY 9.09%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in granolas, 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


500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2024FebruaryMarchApril
1,829.91%
320.89%
granolas
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 11, 2001, corresponding to the inception date of RHHBY

Returns By Period

As of Apr 20, 2024, the granolas returned 4.64% Year-To-Date and 12.57% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
granolas4.64%-4.48%15.92%5.97%16.61%12.54%
GSK
GlaxoSmithKline plc
8.31%-6.14%13.94%12.66%4.01%1.54%
NESN.SW
Nestlé S.A.
-9.70%-0.47%-5.27%-17.60%3.84%5.67%
ASML
ASML Holding N.V.
13.73%-12.29%48.71%36.57%33.44%26.55%
NOVN.SW
Novartis AG
-3.56%-2.75%2.26%3.02%9.42%6.88%
NVO
Novo Nordisk A/S
19.23%-4.70%28.09%43.36%38.76%19.68%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
4.83%-5.21%21.62%-12.92%17.93%18.36%
AZN.L
AstraZeneca plc
2.49%2.58%9.03%-8.12%14.67%10.24%
SAP.DE
SAP SE
14.76%-9.32%34.57%34.40%10.76%9.89%
SAN.PA
Sanofi
-6.55%-3.36%-11.58%-15.05%5.98%2.44%
RMS.PA
Hermès International Société en commandite par actions
16.91%-4.12%41.28%13.00%29.14%21.98%
RHHBY
Roche Holding AG
-12.50%-2.91%-4.97%-19.68%1.73%1.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.34%2.65%2.87%
2023-4.33%-2.93%7.30%4.14%

Expense Ratio

The granolas 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

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.


granolas
Sharpe ratio
The chart of Sharpe ratio for granolas, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.000.53
Sortino ratio
The chart of Sortino ratio for granolas, currently valued at 0.84, compared to the broader market-2.000.002.004.006.000.84
Omega ratio
The chart of Omega ratio for granolas, currently valued at 1.10, compared to the broader market0.801.001.201.401.601.801.10
Calmar ratio
The chart of Calmar ratio for granolas, currently valued at 0.60, compared to the broader market0.002.004.006.008.000.60
Martin ratio
The chart of Martin ratio for granolas, currently valued at 1.70, compared to the broader market0.0010.0020.0030.0040.001.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GSK
GlaxoSmithKline plc
0.841.361.160.573.34
NESN.SW
Nestlé S.A.
-1.14-1.520.82-0.73-1.36
ASML
ASML Holding N.V.
1.121.661.211.043.37
NOVN.SW
Novartis AG
0.040.181.020.060.13
NVO
Novo Nordisk A/S
1.512.691.314.019.57
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
-0.38-0.380.95-0.35-0.64
AZN.L
AstraZeneca plc
-0.25-0.180.98-0.28-0.53
SAP.DE
SAP SE
1.532.301.281.676.87
SAN.PA
Sanofi
-0.50-0.450.92-0.58-1.29
RMS.PA
Hermès International Société en commandite par actions
0.550.941.120.651.61
RHHBY
Roche Holding AG
-1.02-1.370.84-0.49-1.45

Sharpe Ratio

The current granolas Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.53

The Sharpe ratio of granolas is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.53
1.66
granolas
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

granolas granted a 2.20% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
granolas2.20%2.14%2.29%1.94%2.12%2.02%2.52%2.37%2.72%2.35%2.52%2.23%
GSK
GlaxoSmithKline plc
3.66%3.75%4.72%4.93%5.53%4.35%5.53%5.80%6.89%5.94%6.18%4.49%
NESN.SW
Nestlé S.A.
3.10%3.03%2.61%2.16%2.59%2.34%2.94%2.74%3.08%2.95%2.95%3.14%
ASML
ASML Holding N.V.
0.76%0.85%1.27%0.50%0.59%1.20%1.10%0.75%1.02%0.91%0.78%0.75%
NOVN.SW
Novartis AG
3.87%3.77%3.91%3.94%3.72%3.27%3.98%3.98%4.35%3.58%3.17%3.86%
NVO
Novo Nordisk A/S
0.80%0.71%0.84%0.94%1.33%1.51%1.97%1.52%2.87%0.92%1.43%1.23%
MC.PA
LVMH Moët Hennessy - Louis Vuitton, Société Européenne
1.57%1.70%1.76%0.96%0.90%1.50%2.09%1.71%1.98%2.28%3.58%2.26%
AZN.L
AstraZeneca plc
0.02%0.02%0.02%0.02%0.03%0.03%0.03%0.04%0.05%0.04%0.04%0.05%
SAP.DE
SAP SE
1.24%1.47%2.54%1.48%1.47%1.25%1.61%1.34%1.39%1.50%1.72%1.36%
SAN.PA
Sanofi
4.10%3.97%3.71%3.63%4.02%3.44%4.03%4.14%3.83%3.65%3.72%3.61%
RMS.PA
Hermès International Société en commandite par actions
0.56%0.68%0.55%0.30%0.52%0.68%0.85%0.84%0.86%0.95%0.92%0.95%
RHHBY
Roche Holding AG
4.58%3.55%3.23%2.47%2.63%2.69%3.58%3.22%3.62%3.14%3.23%2.88%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.54%
-5.46%
granolas
Benchmark (^GSPC)
Portfolio components

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 39.02%, occurring on Mar 9, 2009. Recovery took 156 trading sessions.

The current granolas drawdown is 6.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.02%Dec 11, 2007320Mar 9, 2009156Oct 14, 2009476
-33.11%Mar 20, 2002144Oct 8, 2002231Sep 1, 2003375
-25.71%Nov 5, 2021231Sep 26, 202280Jan 17, 2023311
-23.52%Aug 3, 200136Sep 21, 2001113Mar 1, 2002149
-23.1%Jan 20, 202043Mar 18, 202053Jun 2, 202096

Volatility

Volatility Chart

The current granolas volatility is 2.71%, 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%NovemberDecember2024FebruaryMarchApril
2.71%
3.15%
granolas
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

NVOASMLGSKRMS.PANESN.SWRHHBYAZN.LSAP.DENOVN.SWMC.PASAN.PA
NVO1.000.300.360.240.260.360.310.270.300.270.31
ASML0.301.000.330.320.200.310.240.430.220.410.28
GSK0.360.331.000.210.280.400.490.280.390.290.43
RMS.PA0.240.320.211.000.370.280.310.440.330.630.35
NESN.SW0.260.200.280.371.000.430.370.390.570.430.44
RHHBY0.360.310.400.280.431.000.390.320.500.330.43
AZN.L0.310.240.490.310.370.391.000.360.500.390.52
SAP.DE0.270.430.280.440.390.320.361.000.410.580.46
NOVN.SW0.300.220.390.330.570.500.500.411.000.430.55
MC.PA0.270.410.290.630.430.330.390.580.431.000.48
SAN.PA0.310.280.430.350.440.430.520.460.550.481.00