Europe
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASML ASML Holding N.V. | Technology | 8.33% |
DSY.PA Dassault Systèmes SE | Technology | 8.33% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 8.33% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 8.33% |
OR.PA L'Oréal S.A. | Consumer Defensive | 8.33% |
AI.PA L'Air Liquide S.A. | Basic Materials | 8.33% |
SAN.PA Sanofi | Healthcare | 8.33% |
SOF.BR Sofina Société Anonyme | Financial Services | 8.33% |
ACKB.BR Ackermans & Van Haaren NV | Industrials | 8.33% |
UL The Unilever Group | Consumer Defensive | 8.33% |
TTE TotalEnergies SE | Energy | 8.33% |
EL.PA EssilorLuxottica Société anonyme | Healthcare | 8.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in Europe , 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
Returns
As of Sep 21, 2023, the Europe returned 11.17% Year-To-Date and 11.63% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.27% | 9.72% |
| Europe | -2.72% | 1.72% | 11.17% | 31.90% | 11.62% | 11.71% |
| Portfolio components: | ||||||
ASML ASML Holding N.V. | -11.63% | -10.72% | 8.76% | 30.96% | 26.14% | 20.46% |
DSY.PA Dassault Systèmes SE | -3.82% | -7.69% | 5.27% | 5.06% | 4.96% | 11.36% |
RMS.PA Hermès International Société en commandite par actions | -2.16% | 3.03% | 30.21% | 61.11% | 25.02% | 19.10% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -8.36% | -10.97% | 8.76% | 25.85% | 18.13% | 17.79% |
OR.PA L'Oréal S.A. | 1.69% | 2.96% | 24.15% | 33.58% | 13.74% | 11.19% |
AI.PA L'Air Liquide S.A. | -0.92% | 7.39% | 24.22% | 46.84% | 11.98% | 8.53% |
SAN.PA Sanofi | 2.43% | 10.57% | 19.37% | 47.52% | 8.65% | 4.72% |
SOF.BR Sofina Société Anonyme | -3.44% | 1.94% | -1.65% | 21.00% | 1.99% | 9.22% |
ACKB.BR Ackermans & Van Haaren NV | -9.74% | -2.97% | -8.61% | 9.47% | -1.79% | 5.32% |
UL The Unilever Group | 0.16% | 1.17% | 3.36% | 15.30% | 1.47% | 5.46% |
TTE TotalEnergies SE | 5.99% | 17.87% | 9.77% | 46.79% | 7.02% | 6.81% |
EL.PA EssilorLuxottica Société anonyme | -2.39% | 7.90% | 5.06% | 33.52% | 6.59% | 6.66% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ASML | UL | TTE | ACKB.BR | SOF.BR | RMS.PA | DSY.PA | EL.PA | SAN.PA | OR.PA | AI.PA | MC.PA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ASML | 1.00 | 0.30 | 0.35 | 0.23 | 0.24 | 0.27 | 0.35 | 0.23 | 0.25 | 0.31 | 0.32 | 0.36 |
| UL | 0.30 | 1.00 | 0.39 | 0.25 | 0.24 | 0.25 | 0.23 | 0.30 | 0.34 | 0.43 | 0.37 | 0.34 |
| TTE | 0.35 | 0.39 | 1.00 | 0.33 | 0.29 | 0.27 | 0.27 | 0.28 | 0.34 | 0.37 | 0.42 | 0.40 |
| ACKB.BR | 0.23 | 0.25 | 0.33 | 1.00 | 0.48 | 0.34 | 0.34 | 0.37 | 0.33 | 0.37 | 0.43 | 0.43 |
| SOF.BR | 0.24 | 0.24 | 0.29 | 0.48 | 1.00 | 0.37 | 0.37 | 0.37 | 0.31 | 0.38 | 0.43 | 0.42 |
| RMS.PA | 0.27 | 0.25 | 0.27 | 0.34 | 0.37 | 1.00 | 0.39 | 0.39 | 0.30 | 0.45 | 0.41 | 0.55 |
| DSY.PA | 0.35 | 0.23 | 0.27 | 0.34 | 0.37 | 0.39 | 1.00 | 0.35 | 0.34 | 0.44 | 0.43 | 0.48 |
| EL.PA | 0.23 | 0.30 | 0.28 | 0.37 | 0.37 | 0.39 | 0.35 | 1.00 | 0.38 | 0.46 | 0.44 | 0.44 |
| SAN.PA | 0.25 | 0.34 | 0.34 | 0.33 | 0.31 | 0.30 | 0.34 | 0.38 | 1.00 | 0.48 | 0.49 | 0.44 |
| OR.PA | 0.31 | 0.43 | 0.37 | 0.37 | 0.38 | 0.45 | 0.44 | 0.46 | 0.48 | 1.00 | 0.57 | 0.60 |
| AI.PA | 0.32 | 0.37 | 0.42 | 0.43 | 0.43 | 0.41 | 0.43 | 0.44 | 0.49 | 0.57 | 1.00 | 0.58 |
| MC.PA | 0.36 | 0.34 | 0.40 | 0.43 | 0.42 | 0.55 | 0.48 | 0.44 | 0.44 | 0.60 | 0.58 | 1.00 |
Dividend yield
Europe granted a 2.08% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Europe | 2.08% | 2.10% | 1.80% | 2.27% | 1.97% | 2.37% | 2.26% | 2.43% | 2.53% | 2.89% | 2.73% | 4.65% |
| Portfolio components: | ||||||||||||
ASML ASML Holding N.V. | 1.03% | 1.19% | 0.50% | 0.56% | 1.22% | 0.97% | 0.68% | 0.98% | 0.78% | 0.72% | 0.68% | 21.46% |
DSY.PA Dassault Systèmes SE | 0.60% | 0.51% | 0.22% | 0.43% | 0.45% | 0.57% | 0.61% | 0.67% | 0.61% | 0.86% | 0.94% | 0.89% |
RMS.PA Hermès International Société en commandite par actions | 0.69% | 0.56% | 0.30% | 0.53% | 0.70% | 0.87% | 0.87% | 0.90% | 1.00% | 0.98% | 1.03% | 0.97% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.63% | 1.78% | 0.99% | 0.93% | 1.57% | 2.23% | 1.86% | 2.20% | 2.58% | 4.15% | 2.72% | 2.57% |
OR.PA L'Oréal S.A. | 1.46% | 1.46% | 0.99% | 1.29% | 1.54% | 1.89% | 1.95% | 1.99% | 1.97% | 2.06% | 2.12% | 2.28% |
AI.PA L'Air Liquide S.A. | 1.82% | 2.03% | 1.86% | 2.13% | 2.06% | 2.70% | 2.55% | 2.78% | 2.93% | 2.75% | 3.04% | 3.06% |
SAN.PA Sanofi | 3.43% | 3.84% | 3.88% | 4.46% | 3.96% | 4.82% | 5.20% | 4.97% | 4.93% | 5.19% | 5.22% | 5.58% |
SOF.BR Sofina Société Anonyme | 1.13% | 1.08% | 0.50% | 0.75% | 1.05% | 1.18% | 1.45% | 1.53% | 1.81% | 2.08% | 2.12% | 2.48% |
ACKB.BR Ackermans & Van Haaren NV | 1.50% | 1.22% | 1.00% | 1.37% | 1.22% | 1.25% | 1.06% | 1.18% | 1.11% | 1.39% | 1.66% | 2.27% |
UL The Unilever Group | 3.60% | 3.71% | 4.03% | 3.39% | 3.63% | 4.12% | 3.44% | 4.33% | 3.97% | 4.97% | 4.69% | 4.54% |
TTE TotalEnergies SE | 6.24% | 6.38% | 6.71% | 10.52% | 4.69% | 6.34% | 5.98% | 6.51% | 7.73% | 8.36% | 7.21% | 8.47% |
EL.PA EssilorLuxottica Société anonyme | 1.84% | 1.51% | 0.60% | 0.94% | 1.58% | 1.49% | 1.42% | 1.14% | 0.99% | 1.14% | 1.29% | 1.28% |
Expense Ratio
The Europe 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.68 | ||||
DSY.PA Dassault Systèmes SE | 0.05 | ||||
RMS.PA Hermès International Société en commandite par actions | 2.20 | ||||
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 0.89 | ||||
OR.PA L'Oréal S.A. | 1.19 | ||||
AI.PA L'Air Liquide S.A. | 2.19 | ||||
SAN.PA Sanofi | 1.96 | ||||
SOF.BR Sofina Société Anonyme | 0.37 | ||||
ACKB.BR Ackermans & Van Haaren NV | 0.77 | ||||
UL The Unilever Group | 0.98 | ||||
TTE TotalEnergies SE | 1.66 | ||||
EL.PA EssilorLuxottica Société anonyme | 1.13 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Europe . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Europe is 48.21%, recorded on Mar 9, 2009. It took 397 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.21% | Jun 2, 2008 | 199 | Mar 9, 2009 | 397 | Sep 21, 2010 | 596 |
| -33.31% | Jan 6, 2022 | 188 | Sep 27, 2022 | 146 | Apr 21, 2023 | 334 |
| -29.07% | May 20, 2002 | 211 | Mar 12, 2003 | 68 | Jun 17, 2003 | 279 |
| -28.32% | Jul 11, 2000 | 311 | Sep 21, 2001 | 117 | Mar 7, 2002 | 428 |
| -27.56% | Jan 20, 2020 | 43 | Mar 18, 2020 | 56 | Jun 5, 2020 | 99 |
Volatility Chart
The current Europe 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.