granolas
modified: out oreal. in sap and hermes
Asset Allocation
| Position | Category/Sector | 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
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
The earliest data available for this chart is Jul 11, 2001, corresponding to the inception date of RHHBY
Returns By Period
As of Jul 25, 2024, the granolas returned 12.31% Year-To-Date and 13.36% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| granolas | 11.94% | -1.24% | 7.59% | 15.16% | 16.16% | 13.37% |
| Portfolio components: | ||||||
GSK GlaxoSmithKline plc | 7.33% | 0.51% | 1.81% | 13.17% | 2.76% | 2.78% |
NESN.SW Nestlé S.A. | -10.22% | -2.70% | -8.70% | -16.31% | 1.83% | 5.65% |
ASML ASML Holding N.V. | 14.40% | -15.15% | -0.21% | 22.87% | 30.46% | 26.81% |
NOVN.SW Novartis AG | 13.13% | 2.83% | 6.66% | 15.24% | 8.61% | 8.14% |
NVO Novo Nordisk A/S | 24.23% | -11.00% | 18.92% | 64.63% | 39.74% | 19.84% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -11.76% | -8.85% | -14.85% | -21.91% | 11.78% | 17.65% |
AZN.L AstraZeneca plc | 16.67% | -2.19% | 17.51% | 15.74% | 15.08% | 11.18% |
SAP.DE SAP SE | 39.27% | 6.57% | 23.47% | 58.45% | 12.40% | 11.65% |
SAN.PA Sanofi | 11.15% | 9.04% | 10.19% | 2.65% | 8.43% | 4.10% |
RMS.PA Hermès International Société en commandite par actions | 3.40% | -7.41% | 2.62% | 3.12% | 24.88% | 20.37% |
RHHBY Roche Holding AG | 14.08% | 14.40% | 15.97% | 6.34% | 6.53% | 4.12% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.34% | 2.66% | 2.87% | -2.65% | 4.04% | 1.02% | 11.94% | ||||||
| 2023 | 7.22% | -3.69% | 9.68% | 5.22% | -3.13% | 3.00% | 0.60% | -1.94% | -4.33% | -2.93% | 7.30% | 4.14% | 21.74% |
| 2022 | -6.08% | -1.66% | 2.81% | -3.24% | -1.75% | -4.83% | 5.58% | -8.82% | -7.24% | 8.48% | 13.09% | -1.10% | -6.92% |
| 2021 | -1.08% | -1.07% | 3.39% | 7.58% | 5.60% | 2.74% | 2.86% | 1.92% | -6.31% | 7.94% | -1.85% | 5.01% | 29.05% |
| 2020 | -0.96% | -6.79% | -1.41% | 7.61% | 4.93% | 2.93% | 1.30% | 2.81% | -1.16% | -7.71% | 10.15% | 5.03% | 16.26% |
| 2019 | 4.56% | 4.90% | 4.93% | 1.65% | -2.56% | 8.19% | -0.86% | 1.17% | 1.97% | 4.92% | 2.17% | 3.91% | 40.49% |
| 2018 | 4.03% | -5.43% | 2.46% | 1.88% | 1.31% | -1.11% | 6.76% | -0.09% | -0.01% | -5.23% | 1.64% | -3.72% | 1.76% |
| 2017 | 2.82% | 3.11% | 5.18% | 3.60% | 7.03% | -1.36% | 0.24% | 2.35% | 2.92% | -0.29% | 0.36% | 0.74% | 29.85% |
| 2016 | -2.45% | -2.76% | 3.69% | 1.60% | 1.92% | -0.05% | 7.54% | -4.22% | -0.63% | -5.27% | -2.77% | 4.10% | -0.11% |
| 2015 | 0.26% | 4.53% | 1.19% | 4.20% | 0.70% | -4.82% | 4.68% | -6.52% | -2.06% | 5.90% | -3.44% | -0.27% | 3.50% |
| 2014 | -3.29% | 8.09% | -0.33% | 3.42% | -0.52% | 1.94% | -3.27% | 1.79% | -2.34% | -2.18% | 4.16% | -2.74% | 4.11% |
| 2013 | 7.29% | -1.87% | 3.00% | 4.82% | -0.33% | -4.14% | 5.11% | -1.74% | 5.93% | 1.13% | 2.34% | 1.35% | 24.62% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of granolas is 42, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 0.97 | 1.37 | 1.20 | 0.77 | 2.94 |
NESN.SW Nestlé S.A. | -0.78 | -0.99 | 0.88 | -0.54 | -1.41 |
ASML ASML Holding N.V. | 0.76 | 1.21 | 1.16 | 0.80 | 3.17 |
NOVN.SW Novartis AG | 1.10 | 1.57 | 1.20 | 1.58 | 4.07 |
NVO Novo Nordisk A/S | 1.96 | 3.24 | 1.38 | 4.91 | 13.94 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.68 | -0.90 | 0.90 | -0.62 | -1.34 |
AZN.L AstraZeneca plc | 0.66 | 1.02 | 1.13 | 0.69 | 2.31 |
SAP.DE SAP SE | 2.59 | 3.69 | 1.46 | 3.16 | 15.51 |
SAN.PA Sanofi | 0.35 | 0.56 | 1.11 | 0.41 | 0.84 |
RMS.PA Hermès International Société en commandite par actions | 0.17 | 0.41 | 1.05 | 0.18 | 0.47 |
RHHBY Roche Holding AG | 0.41 | 0.73 | 1.09 | 0.21 | 0.83 |
Dividends
Dividend yield
granolas granted a 2.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| granolas | 2.12% | 2.14% | 2.29% | 1.94% | 2.12% | 2.02% | 2.56% | 2.37% | 2.72% | 2.35% | 2.52% | 2.23% |
| Portfolio components: | ||||||||||||
GSK GlaxoSmithKline plc | 3.81% | 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. | 3.38% | 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 | 3.40% | 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 | 0.76% | 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 | 1.99% | 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 | 1.13% | 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 | 3.86% | 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 | 0.67% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
RHHBY Roche Holding AG | 3.51% | 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.
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 39.03%, occurring on Mar 9, 2009. Recovery took 156 trading sessions.
The current granolas drawdown is 3.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.03% | Dec 11, 2007 | 320 | Mar 9, 2009 | 156 | Oct 14, 2009 | 476 |
| -33.11% | Mar 20, 2002 | 144 | Oct 8, 2002 | 231 | Sep 1, 2003 | 375 |
| -25.7% | Nov 5, 2021 | 231 | Sep 26, 2022 | 80 | Jan 17, 2023 | 311 |
| -23.52% | Aug 3, 2001 | 36 | Sep 21, 2001 | 113 | Mar 1, 2002 | 149 |
| -23.1% | Jan 20, 2020 | 43 | Mar 18, 2020 | 53 | Jun 2, 2020 | 96 |
Volatility
Volatility Chart
The current granolas volatility is 3.79%, 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
Asset Correlations Table
| NVO | ASML | GSK | RMS.PA | RHHBY | NESN.SW | AZN.L | SAP.DE | NOVN.SW | SAN.PA | MC.PA | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.30 | 0.35 | 0.24 | 0.35 | 0.26 | 0.31 | 0.27 | 0.30 | 0.31 | 0.27 |
| ASML | 0.30 | 1.00 | 0.33 | 0.32 | 0.31 | 0.20 | 0.24 | 0.43 | 0.22 | 0.27 | 0.41 |
| GSK | 0.35 | 0.33 | 1.00 | 0.21 | 0.40 | 0.28 | 0.49 | 0.28 | 0.39 | 0.43 | 0.29 |
| RMS.PA | 0.24 | 0.32 | 0.21 | 1.00 | 0.28 | 0.37 | 0.31 | 0.44 | 0.33 | 0.35 | 0.63 |
| RHHBY | 0.35 | 0.31 | 0.40 | 0.28 | 1.00 | 0.43 | 0.38 | 0.32 | 0.50 | 0.42 | 0.33 |
| NESN.SW | 0.26 | 0.20 | 0.28 | 0.37 | 0.43 | 1.00 | 0.37 | 0.38 | 0.57 | 0.44 | 0.43 |
| AZN.L | 0.31 | 0.24 | 0.49 | 0.31 | 0.38 | 0.37 | 1.00 | 0.35 | 0.50 | 0.51 | 0.39 |
| SAP.DE | 0.27 | 0.43 | 0.28 | 0.44 | 0.32 | 0.38 | 0.35 | 1.00 | 0.41 | 0.45 | 0.58 |
| NOVN.SW | 0.30 | 0.22 | 0.39 | 0.33 | 0.50 | 0.57 | 0.50 | 0.41 | 1.00 | 0.55 | 0.43 |
| SAN.PA | 0.31 | 0.27 | 0.43 | 0.35 | 0.42 | 0.44 | 0.51 | 0.45 | 0.55 | 1.00 | 0.48 |
| MC.PA | 0.27 | 0.41 | 0.29 | 0.63 | 0.33 | 0.43 | 0.39 | 0.58 | 0.43 | 0.48 | 1.00 |