Industrial
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AIR.PA Airbus SE | Industrials | 25% |
AM.PA Dassault Aviation SA | Industrials | 25% |
HO.PA Thales S.A. | Industrials | 25% |
LMT Lockheed Martin Corporation | Industrials | 25% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jul 10, 2000, corresponding to the inception date of AIR.PA
Returns By Period
As of May 31, 2025, the Industrial returned 51.78% Year-To-Date and 16.12% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| Industrial | 51.78% | 5.92% | 49.77% | 44.75% | 28.04% | 16.12% |
| Portfolio components: | ||||||
AIR.PA Airbus SE | 17.43% | 10.41% | 20.55% | 9.19% | 25.69% | 12.19% |
HO.PA Thales S.A. | 113.80% | 10.68% | 106.28% | 73.49% | 34.68% | 19.47% |
AM.PA Dassault Aviation SA | 79.94% | 2.36% | 84.34% | 73.83% | 35.71% | 11.85% |
LMT Lockheed Martin Corporation | 0.00% | 0.97% | -7.64% | 7.40% | 7.15% | 12.61% |
Monthly Returns
The table below presents the monthly returns of Industrial, 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 | 6.62% | 8.73% | 18.56% | 4.25% | 5.92% | 51.78% | |||||||
| 2024 | -1.76% | 2.38% | 11.12% | -2.60% | 3.73% | -11.32% | 9.11% | 4.61% | -2.61% | -0.72% | -2.25% | -1.32% | 6.62% |
| 2023 | 1.01% | 3.88% | 5.56% | 1.59% | -7.28% | 9.71% | -0.99% | -0.07% | -6.33% | 5.09% | 2.79% | 1.16% | 15.92% |
| 2022 | 6.08% | 17.55% | 3.43% | -0.36% | 1.32% | -6.63% | -0.13% | -3.31% | -10.88% | 23.72% | 2.96% | 3.43% | 37.86% |
| 2021 | -5.88% | 6.50% | 4.28% | 2.36% | 6.87% | -2.16% | 2.36% | -2.89% | -2.61% | -5.20% | -7.83% | 9.73% | 3.85% |
| 2020 | 2.10% | -13.82% | -21.48% | -0.62% | 1.64% | 5.12% | -3.11% | 7.69% | -5.76% | -5.89% | 28.69% | 2.35% | -10.58% |
| 2019 | 8.38% | 10.90% | -3.80% | 4.25% | -6.43% | 11.37% | -2.82% | 2.32% | -1.40% | -2.81% | 1.33% | 0.27% | 21.59% |
| 2018 | 9.64% | 2.27% | 2.43% | 2.08% | -1.95% | -1.23% | 4.64% | 1.80% | 2.39% | -11.84% | -2.82% | -9.69% | -4.18% |
| 2017 | -0.28% | 5.20% | 3.78% | 5.96% | 5.55% | -2.05% | 3.54% | 2.43% | 5.43% | -0.88% | 0.11% | 0.94% | 33.57% |
| 2016 | -2.99% | 2.05% | 3.81% | -1.54% | 1.00% | -3.62% | 4.14% | -1.53% | 3.16% | 0.52% | 5.29% | -0.15% | 10.14% |
| 2015 | -1.30% | 12.52% | -2.45% | 3.49% | 1.30% | -2.09% | 7.92% | -2.27% | -3.42% | 6.75% | 1.06% | 1.17% | 23.63% |
| 2014 | -0.21% | 3.68% | 0.07% | -2.21% | 0.83% | 0.51% | -3.59% | 0.61% | -1.32% | -3.90% | 5.68% | -4.10% | -4.34% |
Expense Ratio
Industrial 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
With an overall rank of 94, Industrial is among the top 6% of 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 | |
|---|---|---|---|---|---|
AIR.PA Airbus SE | 0.29 | 0.90 | 1.12 | 0.65 | 2.05 |
HO.PA Thales S.A. | 2.03 | 2.78 | 1.38 | 2.71 | 5.90 |
AM.PA Dassault Aviation SA | 2.11 | 3.18 | 1.44 | 3.44 | 13.19 |
LMT Lockheed Martin Corporation | 0.31 | 0.41 | 1.06 | 0.15 | 0.27 |
Loading data...
Dividends
Dividend yield
Industrial provided a 1.85% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.85% | 2.16% | 1.98% | 1.87% | 1.72% | 0.82% | 1.94% | 1.99% | 1.68% | 1.86% | 1.82% | 2.04% |
| Portfolio components: | ||||||||||||
AIR.PA Airbus SE | 1.85% | 1.81% | 1.29% | 1.35% | 0.00% | 0.00% | 1.26% | 1.79% | 1.63% | 2.07% | 1.94% | 1.81% |
HO.PA Thales S.A. | 1.38% | 2.49% | 2.27% | 2.23% | 2.62% | 0.53% | 2.36% | 1.76% | 1.84% | 1.53% | 1.64% | 2.64% |
AM.PA Dassault Aviation SA | 1.48% | 1.71% | 1.67% | 1.57% | 1.29% | 0.00% | 1.81% | 1.26% | 0.93% | 1.14% | 0.87% | 0.84% |
LMT Lockheed Martin Corporation | 2.67% | 2.62% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Industrial. 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 Industrial was 52.19%, occurring on Mar 9, 2009. Recovery took 972 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.19% | Oct 26, 2007 | 352 | Mar 9, 2009 | 972 | Dec 7, 2012 | 1324 |
| -45.66% | Sep 28, 2018 | 382 | Mar 23, 2020 | 500 | Feb 25, 2022 | 882 |
| -22.86% | Apr 18, 2022 | 117 | Sep 27, 2022 | 48 | Dec 2, 2022 | 165 |
| -20.19% | Apr 5, 2006 | 50 | Jun 14, 2006 | 115 | Nov 22, 2006 | 165 |
| -15.35% | Jun 9, 2014 | 94 | Oct 16, 2014 | 88 | Feb 19, 2015 | 182 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | LMT | AM.PA | AIR.PA | HO.PA | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.47 | 0.17 | 0.35 | 0.28 | 0.41 |
| LMT | 0.47 | 1.00 | 0.11 | 0.19 | 0.20 | 0.44 |
| AM.PA | 0.17 | 0.11 | 1.00 | 0.33 | 0.42 | 0.67 |
| AIR.PA | 0.35 | 0.19 | 0.33 | 1.00 | 0.53 | 0.77 |
| HO.PA | 0.28 | 0.20 | 0.42 | 0.53 | 1.00 | 0.76 |
| Portfolio | 0.41 | 0.44 | 0.67 | 0.77 | 0.76 | 1.00 |