CAC hors pépites

Asset Allocation

Position	Category/Sector	Target Weight
AC.PA Accor S. A.	Consumer Cyclical	3.03%
ACA.PA Crédit Agricole S.A.	Financial Services	3.03%
AIR.PA Airbus SE	Industrials	3.03%
BN.PA Danone S.A.	Consumer Defensive	3.03%
BNP.PA BNP Paribas SA	Financial Services	3.03%
BVI.PA Bureau Veritas SA	Industrials	3.03%
CA.PA Carrefour SA	Consumer Defensive	3.03%
CAP.PA Capgemini SE	Technology	3.03%
CS.PA AXA SA	Financial Services	3.03%
DG.PA VINCI SA	Industrials	3.03%
DSY.PA Dassault Systèmes SE	Technology	3.03%
EN.PA Bouygues SA	Industrials	3.03%
ENGI.PA ENGIE SA	Utilities	3.03%
ERF.PA Eurofins Scientific SE	Healthcare	3.03%
GLE.PA Société Générale Société anonyme	Financial Services	3.03%
HO.PA Thales S.A.	Industrials	3.03%
KER.PA Kering SA	Consumer Cyclical	3.03%
ML.PA Compagnie Générale des Établissements Michelin Société en commandite par actions	Consumer Cyclical	3.03%
MT.AS ArcelorMittal SA	Basic Materials	3.03%
OR.PA L'Oréal S.A.	Consumer Defensive	3.03%
ORA.PA Orange S.A.	Communication Services	3.03%
PUB.PA Publicis Groupe S.A.	Communication Services	3.03%
RI.PA Pernod Ricard SA	Consumer Defensive	3.03%
RNO.PA Renault SA	Consumer Cyclical	3.03%
SAF.PA Safran SA	Industrials	3.03%
SAN.PA Sanofi	Healthcare	3.03%
SGO.PA Compagnie de Saint-Gobain S.A.	Industrials	3.03%
STLAP.PA Stellantis NV	Consumer Cyclical	3.03%
STMPA.PA STMicroelectronics N.V.	Technology	3.03%
TEP.PA Teleperformance SE	Industrials	3.03%
TTE.PA TotalEnergies SE	Energy	3.03%
URW.PA Unibail-Rodamco-Westfield	Real Estate	3.03%
VIE.PA Veolia Environnement S.A.	Industrials	3.03%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CAC hors pépites, 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 Every 3 months.

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The earliest data available for this chart is Jun 5, 2018, corresponding to the inception date of URW.PA

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.08%	-1.83%	-3.34%	-1.46%	30.71%	17.25%	10.06%	12.45%
Portfolio CAC hors pépites	0.51%	0.16%	-1.41%	2.99%	31.15%	11.05%	8.20%	—
Portfolio components:
OR.PA L'Oréal S.A.	-0.95%	-4.97%	-4.91%	-7.40%	13.82%	-1.39%	1.72%	10.52%
AIR.PA Airbus SE	-0.40%	-6.90%	-18.55%	-19.58%	30.09%	13.05%	10.95%	12.74%
SAF.PA Safran SA	-0.37%	-10.50%	-5.44%	-5.15%	52.16%	31.76%	19.03%	18.50%
TTE.PA TotalEnergies SE	0.94%	18.35%	43.18%	60.05%	78.75%	20.07%	22.18%	13.87%
SAN.PA Sanofi	-1.39%	5.89%	-3.28%	-4.99%	-1.58%	-1.78%	2.56%	5.09%
CS.PA AXA SA	0.69%	6.94%	-2.16%	3.16%	29.22%	21.31%	17.83%	13.62%
BNP.PA BNP Paribas SA	1.65%	-2.59%	2.97%	12.31%	49.19%	25.25%	17.42%	13.62%
DG.PA VINCI SA	0.37%	1.72%	8.10%	14.12%	36.01%	13.61%	11.10%	11.09%
HO.PA Thales S.A.	0.16%	10.30%	14.55%	2.33%	26.42%	28.90%	27.10%	15.63%
ENGI.PA ENGIE SA	1.35%	10.69%	28.72%	57.40%	93.18%	39.20%	27.71%	15.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 6, 2018, CAC hors pépites's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +28.7%, while the worst month was Mar 2020 at -21.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CAC hors pépites closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -14.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.85%	5.20%	-10.63%	2.95%									-1.41%
2025	6.42%	3.43%	2.98%	5.83%	5.02%	2.85%	-3.01%	0.54%	2.85%	-1.10%	1.89%	4.06%	36.25%
2024	-0.42%	0.94%	3.99%	-3.04%	5.67%	-9.61%	3.72%	2.21%	0.58%	-4.93%	-4.40%	-0.49%	-6.64%
2023	12.23%	1.95%	0.00%	2.56%	-6.76%	7.66%	3.44%	-3.85%	-4.68%	-3.30%	11.15%	4.86%	25.87%
2022	-1.29%	-2.78%	-2.75%	-4.87%	2.30%	-12.37%	5.58%	-6.17%	-9.37%	9.72%	10.75%	-0.78%	-13.83%
2021	-2.67%	5.91%	3.45%	5.24%	5.46%	-2.42%	2.17%	2.34%	-4.43%	3.22%	-5.82%	7.02%	20.07%

Benchmark Metrics

CAC hors pépites has an annualized alpha of 1.20%, beta of 0.59, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since June 06, 2018.

This portfolio participated in 96.45% of S&P 500 Index downside but only 78.24% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.59 may look defensive, but with R² of 0.28 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.28 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: 1.20%

Beta: 0.59

R²: 0.28

Upside Capture: 78.24%

Downside Capture: 96.45%

Expense Ratio

CAC hors pépites 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

CAC hors pépites ranks 27 for risk / return — below 27% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.91	1.87	+0.04
Sortino ratio Return per unit of downside risk	2.64	3.01	-0.36
Omega ratio Gain probability vs. loss probability	1.35	1.41	-0.06
Calmar ratio Return relative to maximum drawdown	2.18	2.49	-0.31
Martin ratio Return relative to average drawdown	7.42	11.08	-3.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
OR.PA L'Oréal S.A.	48	0.52	0.92	1.11	0.69	1.49
AIR.PA Airbus SE	60	1.08	1.59	1.20	0.91	2.94
SAF.PA Safran SA	79	1.89	2.65	1.33	1.91	7.91
TTE.PA TotalEnergies SE	96	3.56	4.51	1.59	9.18	29.57
SAN.PA Sanofi	28	-0.06	0.10	1.01	-0.22	-0.43
CS.PA AXA SA	65	1.30	1.76	1.26	1.66	3.03
BNP.PA BNP Paribas SA	77	1.68	2.22	1.30	2.37	6.15
DG.PA VINCI SA	72	1.44	2.07	1.28	2.21	4.73
HO.PA Thales S.A.	57	0.79	1.29	1.15	0.95	1.95
ENGI.PA ENGIE SA	96	4.15	4.95	1.68	6.17	16.32

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CAC hors pépites Sharpe ratios as of Apr 8, 2026 (values are recalculated daily):

1-Year: 1.91
5-Year: 0.42
All Time: 0.35

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.91 to 2.75, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of CAC hors pépites compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

CAC hors pépites provided a 4.16% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.16%	4.06%	4.24%	3.51%	3.48%	2.71%	1.77%	3.24%	3.34%	2.59%	2.74%	2.58%
Portfolio components:
OR.PA L'Oréal S.A.	2.00%	1.91%	1.93%	1.33%	1.44%	0.96%	1.24%	1.46%	1.76%	1.78%	1.79%	1.74%
AIR.PA Airbus SE	1.84%	1.51%	1.16%	1.29%	1.35%	0.00%	0.00%	1.26%	1.79%	1.63%	2.07%	1.94%
SAF.PA Safran SA	1.02%	0.98%	1.04%	0.85%	0.43%	0.40%	0.00%	1.32%	1.53%	0.97%	2.15%	1.96%
TTE.PA TotalEnergies SE	4.29%	7.43%	5.73%	4.64%	6.26%	5.92%	7.59%	3.94%	5.46%	5.36%	5.01%	5.91%
SAN.PA Sanofi	4.87%	4.74%	4.01%	3.97%	3.71%	3.61%	4.00%	3.43%	4.00%	4.12%	3.81%	3.63%
CS.PA AXA SA	5.33%	5.25%	5.77%	5.76%	5.91%	5.46%	3.74%	5.34%	6.68%	4.69%	4.59%	3.77%
BNP.PA BNP Paribas SA	8.82%	9.13%	7.77%	6.23%	6.89%	4.38%	0.00%	5.72%	7.65%	4.34%	3.82%	2.87%
DG.PA VINCI SA	3.64%	3.96%	4.51%	3.56%	3.48%	2.90%	3.07%	2.74%	3.49%	2.54%	2.94%	3.03%
HO.PA Thales S.A.	1.43%	1.65%	2.49%	2.27%	2.23%	2.62%	0.53%	2.36%	1.76%	1.84%	1.53%	1.64%
ENGI.PA ENGIE SA	5.10%	6.60%	9.34%	8.80%	6.35%	4.07%	0.00%	5.21%	5.75%	5.93%	8.25%	6.13%

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 CAC hors pépites. 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 CAC hors pépites was 41.20%, occurring on Mar 18, 2020. Recovery took 176 trading sessions.

The current CAC hors pépites drawdown is 8.00%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.2%	Dec 30, 2019	57	Mar 18, 2020	176	Nov 24, 2020	233
-32.82%	Jan 14, 2022	183	Sep 29, 2022	201	Jul 13, 2023	384
-20.4%	Aug 30, 2018	88	Jan 3, 2019	242	Dec 12, 2019	330
-15.62%	May 16, 2024	164	Jan 3, 2025	43	Mar 5, 2025	207
-14.7%	Mar 7, 2025	24	Apr 9, 2025	11	Apr 28, 2025	35

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 33 assets, with an effective number of assets of 33.00, 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

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

	Benchmark	ERF.PA	SAN.PA	ORA.PA	CA.PA	HO.PA	BN.PA	TEP.PA	DSY.PA	RI.PA	TTE.PA	URW.PA	ENGI.PA	STMPA.PA	OR.PA	PUB.PA	RNO.PA	CAP.PA	KER.PA	BVI.PA	MT.AS	SAF.PA	VIE.PA	AC.PA	AIR.PA	STLAP.PA	ML.PA	GLE.PA	EN.PA	SGO.PA	BNP.PA	ACA.PA	CS.PA	DG.PA	Portfolio
Benchmark	1.00	0.27	0.21	0.15	0.18	0.23	0.21	0.30	0.39	0.24	0.29	0.28	0.26	0.46	0.35	0.35	0.34	0.41	0.37	0.38	0.38	0.38	0.33	0.38	0.40	0.39	0.36	0.35	0.34	0.42	0.35	0.37	0.35	0.37	0.50
ERF.PA	0.27	1.00	0.30	0.19	0.21	0.15	0.30	0.39	0.44	0.34	0.15	0.23	0.26	0.35	0.39	0.27	0.21	0.41	0.39	0.44	0.29	0.27	0.31	0.23	0.27	0.27	0.33	0.23	0.31	0.37	0.27	0.26	0.30	0.36	0.47
SAN.PA	0.21	0.30	1.00	0.38	0.28	0.24	0.43	0.26	0.29	0.37	0.28	0.23	0.35	0.24	0.41	0.23	0.20	0.33	0.31	0.31	0.24	0.28	0.39	0.25	0.25	0.31	0.28	0.24	0.33	0.30	0.28	0.27	0.37	0.41	0.44
ORA.PA	0.15	0.19	0.38	1.00	0.41	0.30	0.45	0.20	0.16	0.29	0.36	0.34	0.46	0.14	0.31	0.28	0.26	0.21	0.22	0.31	0.26	0.26	0.42	0.26	0.27	0.24	0.30	0.35	0.51	0.29	0.38	0.40	0.44	0.45	0.45
CA.PA	0.18	0.21	0.28	0.41	1.00	0.23	0.37	0.24	0.18	0.27	0.34	0.29	0.34	0.22	0.30	0.31	0.33	0.26	0.29	0.29	0.34	0.25	0.35	0.32	0.26	0.37	0.37	0.36	0.42	0.37	0.40	0.42	0.44	0.41	0.49
HO.PA	0.23	0.15	0.24	0.30	0.23	1.00	0.30	0.22	0.26	0.25	0.33	0.31	0.36	0.24	0.27	0.32	0.28	0.29	0.27	0.34	0.31	0.53	0.35	0.39	0.50	0.28	0.31	0.32	0.40	0.33	0.34	0.35	0.40	0.43	0.50
BN.PA	0.21	0.30	0.43	0.45	0.37	0.30	1.00	0.29	0.30	0.48	0.26	0.29	0.42	0.22	0.48	0.33	0.24	0.32	0.35	0.39	0.24	0.35	0.43	0.30	0.33	0.29	0.34	0.28	0.39	0.34	0.32	0.33	0.43	0.47	0.50
TEP.PA	0.30	0.39	0.26	0.20	0.24	0.22	0.29	1.00	0.46	0.40	0.23	0.28	0.28	0.41	0.42	0.34	0.29	0.50	0.42	0.47	0.32	0.31	0.40	0.34	0.35	0.36	0.38	0.29	0.34	0.43	0.32	0.32	0.34	0.39	0.55
DSY.PA	0.39	0.44	0.29	0.16	0.18	0.26	0.30	0.46	1.00	0.42	0.21	0.27	0.28	0.51	0.50	0.34	0.26	0.62	0.45	0.47	0.31	0.36	0.36	0.34	0.37	0.34	0.37	0.22	0.27	0.41	0.28	0.27	0.30	0.39	0.55
RI.PA	0.24	0.34	0.37	0.29	0.27	0.25	0.48	0.40	0.42	1.00	0.28	0.28	0.36	0.33	0.61	0.37	0.30	0.45	0.53	0.43	0.31	0.35	0.45	0.38	0.36	0.38	0.37	0.27	0.35	0.40	0.34	0.33	0.38	0.45	0.56
TTE.PA	0.29	0.15	0.28	0.36	0.34	0.33	0.26	0.23	0.21	0.28	1.00	0.37	0.40	0.31	0.29	0.38	0.43	0.31	0.36	0.33	0.49	0.40	0.39	0.40	0.42	0.45	0.40	0.47	0.45	0.41	0.52	0.51	0.50	0.46	0.58
URW.PA	0.28	0.23	0.23	0.34	0.29	0.31	0.29	0.28	0.27	0.28	0.37	1.00	0.38	0.35	0.32	0.41	0.44	0.35	0.38	0.38	0.41	0.45	0.43	0.49	0.43	0.43	0.42	0.46	0.48	0.43	0.47	0.49	0.48	0.49	0.60
ENGI.PA	0.26	0.26	0.35	0.46	0.34	0.36	0.42	0.28	0.28	0.36	0.40	0.38	1.00	0.31	0.38	0.36	0.33	0.34	0.34	0.43	0.33	0.40	0.64	0.38	0.41	0.34	0.38	0.40	0.50	0.39	0.43	0.44	0.50	0.54	0.58
STMPA.PA	0.46	0.35	0.24	0.14	0.22	0.24	0.22	0.41	0.51	0.33	0.31	0.35	0.31	1.00	0.42	0.42	0.43	0.55	0.51	0.45	0.54	0.41	0.41	0.43	0.44	0.53	0.49	0.42	0.40	0.52	0.45	0.45	0.40	0.44	0.65
OR.PA	0.35	0.39	0.41	0.31	0.30	0.27	0.48	0.42	0.50	0.61	0.29	0.32	0.38	0.42	1.00	0.37	0.32	0.46	0.58	0.48	0.36	0.42	0.47	0.39	0.41	0.41	0.43	0.31	0.40	0.45	0.37	0.36	0.43	0.49	0.62
PUB.PA	0.35	0.27	0.23	0.28	0.31	0.32	0.33	0.34	0.34	0.37	0.38	0.41	0.36	0.42	0.37	1.00	0.46	0.46	0.42	0.46	0.46	0.43	0.43	0.48	0.44	0.50	0.49	0.47	0.46	0.52	0.51	0.51	0.50	0.46	0.64
RNO.PA	0.34	0.21	0.20	0.26	0.33	0.28	0.24	0.29	0.26	0.30	0.43	0.44	0.33	0.43	0.32	0.46	1.00	0.38	0.44	0.37	0.52	0.43	0.38	0.53	0.45	0.67	0.56	0.58	0.50	0.53	0.58	0.59	0.50	0.48	0.67
CAP.PA	0.41	0.41	0.33	0.21	0.26	0.29	0.32	0.50	0.62	0.45	0.31	0.35	0.34	0.55	0.46	0.46	0.38	1.00	0.52	0.53	0.42	0.42	0.45	0.43	0.44	0.48	0.47	0.40	0.41	0.53	0.44	0.44	0.45	0.49	0.67
KER.PA	0.37	0.39	0.31	0.22	0.29	0.27	0.35	0.42	0.45	0.53	0.36	0.38	0.34	0.51	0.58	0.42	0.44	0.52	1.00	0.48	0.49	0.45	0.41	0.46	0.45	0.52	0.49	0.41	0.44	0.52	0.46	0.46	0.47	0.50	0.69
BVI.PA	0.38	0.44	0.31	0.31	0.29	0.34	0.39	0.47	0.47	0.43	0.33	0.38	0.43	0.45	0.48	0.46	0.37	0.53	0.48	1.00	0.42	0.47	0.50	0.43	0.46	0.45	0.47	0.40	0.46	0.54	0.45	0.46	0.48	0.50	0.67
MT.AS	0.38	0.29	0.24	0.26	0.34	0.31	0.24	0.32	0.31	0.31	0.49	0.41	0.33	0.54	0.36	0.46	0.52	0.42	0.49	0.42	1.00	0.45	0.40	0.50	0.51	0.57	0.54	0.59	0.52	0.59	0.61	0.62	0.55	0.50	0.71
SAF.PA	0.38	0.27	0.28	0.26	0.25	0.53	0.35	0.31	0.36	0.35	0.40	0.45	0.40	0.41	0.42	0.43	0.43	0.42	0.45	0.47	0.45	1.00	0.46	0.56	0.75	0.44	0.45	0.49	0.51	0.52	0.53	0.52	0.55	0.59	0.68
VIE.PA	0.33	0.31	0.39	0.42	0.35	0.35	0.43	0.40	0.36	0.45	0.39	0.43	0.64	0.41	0.47	0.43	0.38	0.45	0.41	0.50	0.40	0.46	1.00	0.47	0.47	0.42	0.47	0.44	0.53	0.52	0.48	0.50	0.54	0.62	0.67
AC.PA	0.38	0.23	0.25	0.26	0.32	0.39	0.30	0.34	0.34	0.38	0.40	0.49	0.38	0.43	0.39	0.48	0.53	0.43	0.46	0.43	0.50	0.56	0.47	1.00	0.58	0.52	0.51	0.53	0.52	0.55	0.56	0.55	0.55	0.58	0.70
AIR.PA	0.40	0.27	0.25	0.27	0.26	0.50	0.33	0.35	0.37	0.36	0.42	0.43	0.41	0.44	0.41	0.44	0.45	0.44	0.45	0.46	0.51	0.75	0.47	0.58	1.00	0.49	0.49	0.52	0.52	0.52	0.55	0.54	0.56	0.60	0.71
STLAP.PA	0.39	0.27	0.31	0.24	0.37	0.28	0.29	0.36	0.34	0.38	0.45	0.43	0.34	0.53	0.41	0.50	0.67	0.48	0.52	0.45	0.57	0.44	0.42	0.52	0.49	1.00	0.60	0.55	0.52	0.59	0.58	0.57	0.54	0.50	0.73
ML.PA	0.36	0.33	0.28	0.30	0.37	0.31	0.34	0.38	0.37	0.37	0.40	0.42	0.38	0.49	0.43	0.49	0.56	0.47	0.49	0.47	0.54	0.45	0.47	0.51	0.49	0.60	1.00	0.53	0.53	0.62	0.56	0.57	0.55	0.53	0.71
GLE.PA	0.35	0.23	0.24	0.35	0.36	0.32	0.28	0.29	0.22	0.27	0.47	0.46	0.40	0.42	0.31	0.47	0.58	0.40	0.41	0.40	0.59	0.49	0.44	0.53	0.52	0.55	0.53	1.00	0.60	0.58	0.84	0.84	0.67	0.56	0.72
EN.PA	0.34	0.31	0.33	0.51	0.42	0.40	0.39	0.34	0.27	0.35	0.45	0.48	0.50	0.40	0.40	0.46	0.50	0.41	0.44	0.46	0.52	0.51	0.53	0.52	0.52	0.52	0.53	0.60	1.00	0.60	0.63	0.65	0.64	0.71	0.73
SGO.PA	0.42	0.37	0.30	0.29	0.37	0.33	0.34	0.43	0.41	0.40	0.41	0.43	0.39	0.52	0.45	0.52	0.53	0.53	0.52	0.54	0.59	0.52	0.52	0.55	0.52	0.59	0.62	0.58	0.60	1.00	0.62	0.63	0.59	0.62	0.77
BNP.PA	0.35	0.27	0.28	0.38	0.40	0.34	0.32	0.32	0.28	0.34	0.52	0.47	0.43	0.45	0.37	0.51	0.58	0.44	0.46	0.45	0.61	0.53	0.48	0.56	0.55	0.58	0.56	0.84	0.63	0.62	1.00	0.87	0.72	0.61	0.77
ACA.PA	0.37	0.26	0.27	0.40	0.42	0.35	0.33	0.32	0.27	0.33	0.51	0.49	0.44	0.45	0.36	0.51	0.59	0.44	0.46	0.46	0.62	0.52	0.50	0.55	0.54	0.57	0.57	0.84	0.65	0.63	0.87	1.00	0.72	0.60	0.77
CS.PA	0.35	0.30	0.37	0.44	0.44	0.40	0.43	0.34	0.30	0.38	0.50	0.48	0.50	0.40	0.43	0.50	0.50	0.45	0.47	0.48	0.55	0.55	0.54	0.55	0.56	0.54	0.55	0.67	0.64	0.59	0.72	0.72	1.00	0.65	0.76
DG.PA	0.37	0.36	0.41	0.45	0.41	0.43	0.47	0.39	0.39	0.45	0.46	0.49	0.54	0.44	0.49	0.46	0.48	0.49	0.50	0.50	0.50	0.59	0.62	0.58	0.60	0.50	0.53	0.56	0.71	0.62	0.61	0.60	0.65	1.00	0.77
Portfolio	0.50	0.47	0.44	0.45	0.49	0.50	0.50	0.55	0.55	0.56	0.58	0.60	0.58	0.65	0.62	0.64	0.67	0.67	0.69	0.67	0.71	0.68	0.67	0.70	0.71	0.73	0.71	0.72	0.73	0.77	0.77	0.77	0.76	0.77	1.00

The correlation results are calculated based on daily price changes starting from Jun 6, 2018

CAC hors pépites

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table