T212 EUR
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BNP.PA BNP Paribas SA | Financial Services | 11.11% |
CABK.MC Caixabank SA | Financial Services | 11.11% |
DG.PA VINCI SA | Industrials | 11.11% |
DTG.DE Daimler Truck Holding AG | Industrials | 11.11% |
MT ArcelorMittal | Basic Materials | 11.11% |
NN.AS NN Group N.V. | Financial Services | 11.11% |
RNO.PA Renault SA | Consumer Cyclical | 11.11% |
VIE.PA Veolia Environnement S.A. | Industrials | 11.11% |
VIV.PA Vivendi SE | Communication Services | 11.11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in T212 EUR, 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 Dec 10, 2021, corresponding to the inception date of DTG.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| T212 EUR | 7.32% | -4.71% | -7.20% | 17.86% | N/A | N/A |
| Portfolio components: | ||||||
DTG.DE Daimler Truck Holding AG | 7.81% | -1.40% | -8.89% | 26.90% | N/A | N/A |
NN.AS NN Group N.V. | 29.53% | -4.95% | 2.81% | 47.93% | 12.55% | 12.92% |
RNO.PA Renault SA | 10.69% | 1.68% | -16.78% | 16.13% | -0.59% | -1.13% |
MT ArcelorMittal | -12.05% | 3.98% | -6.34% | 6.56% | 9.28% | -0.81% |
VIE.PA Veolia Environnement S.A. | -0.74% | -7.78% | -10.00% | 4.70% | 8.90% | 11.70% |
VIV.PA Vivendi SE | -7.43% | -13.87% | -11.82% | 5.29% | 1.60% | 9.61% |
DG.PA VINCI SA | -12.33% | -8.76% | -15.37% | -6.98% | 3.11% | 12.00% |
BNP.PA BNP Paribas SA | -3.23% | -9.74% | -14.08% | 9.33% | 8.44% | 7.24% |
CABK.MC Caixabank SA | 53.69% | -1.31% | 12.78% | 45.27% | 20.78% | 6.70% |
Monthly Returns
The table below presents the monthly returns of T212 EUR, 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 | 0.30% | 1.54% | 10.11% | -2.71% | 8.24% | -9.04% | 3.64% | 2.18% | 0.11% | -0.61% | 7.32% | ||
| 2023 | 13.89% | -0.28% | -4.27% | 2.16% | -7.60% | 11.03% | 2.41% | -2.99% | -4.18% | -5.55% | 11.45% | 5.58% | 20.56% |
| 2022 | 2.44% | -7.03% | -2.50% | -5.59% | 7.21% | -13.22% | 2.78% | -4.28% | -8.77% | 10.60% | 13.97% | -0.67% | -8.33% |
| 2021 | 6.76% | 6.76% |
Expense Ratio
T212 EUR 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 T212 EUR is 9, indicating that it is in the bottom 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
DTG.DE Daimler Truck Holding AG | 0.81 | 1.49 | 1.19 | 0.78 | 1.63 |
NN.AS NN Group N.V. | 2.46 | 3.87 | 1.50 | 1.43 | 21.69 |
RNO.PA Renault SA | 0.67 | 1.09 | 1.14 | 0.62 | 1.36 |
MT ArcelorMittal | 0.11 | 0.35 | 1.04 | 0.08 | 0.23 |
VIE.PA Veolia Environnement S.A. | 0.11 | 0.29 | 1.04 | 0.15 | 0.37 |
VIV.PA Vivendi SE | 0.17 | 0.45 | 1.06 | 0.14 | 0.61 |
DG.PA VINCI SA | -0.40 | -0.41 | 0.95 | -0.48 | -1.10 |
BNP.PA BNP Paribas SA | 0.31 | 0.56 | 1.08 | 0.44 | 0.97 |
CABK.MC Caixabank SA | 1.52 | 1.93 | 1.27 | 2.91 | 6.93 |
Dividends
Dividend yield
T212 EUR provided a 5.17% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.17% | 3.94% | 3.19% | 2.37% | 2.41% | 3.93% | 4.07% | 2.86% | 5.54% | 5.40% | 3.59% | 4.08% |
| Portfolio components: | ||||||||||||
DTG.DE Daimler Truck Holding AG | 5.18% | 3.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NN.AS NN Group N.V. | 7.47% | 8.14% | 6.71% | 5.04% | 7.88% | 5.91% | 4.89% | 4.35% | 5.13% | 3.16% | 0.00% | 0.00% |
RNO.PA Renault SA | 4.49% | 0.68% | 0.00% | 0.00% | 0.00% | 8.42% | 6.51% | 3.75% | 2.84% | 2.05% | 2.84% | 2.94% |
MT ArcelorMittal | 2.04% | 1.55% | 1.45% | 0.94% | 0.00% | 1.14% | 0.48% | 0.00% | 0.00% | 5.97% | 2.28% | 1.41% |
VIE.PA Veolia Environnement S.A. | 4.39% | 3.92% | 4.17% | 2.09% | 2.50% | 3.88% | 4.68% | 3.76% | 4.51% | 3.20% | 4.92% | 6.12% |
VIV.PA Vivendi SE | 2.73% | 2.58% | 2.80% | 5.05% | 5.50% | 4.69% | 5.12% | 4.32% | 26.80% | 24.37% | 11.70% | 12.63% |
DG.PA VINCI SA | 4.49% | 3.56% | 3.48% | 2.90% | 3.07% | 2.74% | 3.49% | 2.54% | 2.94% | 3.03% | 3.89% | 3.71% |
BNP.PA BNP Paribas SA | 7.73% | 6.23% | 6.89% | 4.38% | 0.00% | 5.72% | 7.65% | 4.34% | 3.82% | 2.87% | 3.05% | 2.65% |
CABK.MC Caixabank SA | 7.97% | 5.01% | 3.23% | 0.90% | 2.70% | 2.89% | 3.84% | 2.71% | 3.87% | 4.00% | 3.62% | 7.28% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the T212 EUR. 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 T212 EUR was 35.53%, occurring on Sep 29, 2022. Recovery took 321 trading sessions.
The current T212 EUR drawdown is 10.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.53% | Feb 10, 2022 | 165 | Sep 29, 2022 | 321 | Dec 27, 2023 | 486 |
| -13.48% | Jun 4, 2024 | 46 | Aug 6, 2024 | — | — | — |
| -8.66% | Jan 18, 2022 | 5 | Jan 24, 2022 | 11 | Feb 8, 2022 | 16 |
| -6.3% | Apr 9, 2024 | 6 | Apr 16, 2024 | 20 | May 14, 2024 | 26 |
| -4.51% | Dec 28, 2023 | 14 | Jan 17, 2024 | 29 | Feb 27, 2024 | 43 |
Volatility
Volatility Chart
The current T212 EUR volatility is 5.58%, 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
| CABK.MC | MT | DTG.DE | VIV.PA | RNO.PA | VIE.PA | NN.AS | DG.PA | BNP.PA | |
|---|---|---|---|---|---|---|---|---|---|
| CABK.MC | 1.00 | 0.39 | 0.39 | 0.38 | 0.41 | 0.40 | 0.50 | 0.44 | 0.60 |
| MT | 0.39 | 1.00 | 0.43 | 0.46 | 0.50 | 0.40 | 0.49 | 0.49 | 0.50 |
| DTG.DE | 0.39 | 0.43 | 1.00 | 0.48 | 0.54 | 0.50 | 0.49 | 0.55 | 0.54 |
| VIV.PA | 0.38 | 0.46 | 0.48 | 1.00 | 0.45 | 0.54 | 0.53 | 0.56 | 0.55 |
| RNO.PA | 0.41 | 0.50 | 0.54 | 0.45 | 1.00 | 0.50 | 0.51 | 0.52 | 0.59 |
| VIE.PA | 0.40 | 0.40 | 0.50 | 0.54 | 0.50 | 1.00 | 0.57 | 0.67 | 0.62 |
| NN.AS | 0.50 | 0.49 | 0.49 | 0.53 | 0.51 | 0.57 | 1.00 | 0.60 | 0.65 |
| DG.PA | 0.44 | 0.49 | 0.55 | 0.56 | 0.52 | 0.67 | 0.60 | 1.00 | 0.65 |
| BNP.PA | 0.60 | 0.50 | 0.54 | 0.55 | 0.59 | 0.62 | 0.65 | 0.65 | 1.00 |