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o

Last updated Mar 2, 2024

Asset Allocation


RF.PA 33.33%MF.PA 33.33%BOL.PA 33.33%EquityEquity
PositionCategory/SectorWeight
RF.PA
Eurazeo
Financial Services

33.33%

MF.PA
Wendel
Financial Services

33.33%

BOL.PA
Bollore SA
Communication Services

33.33%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in o, 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


1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%OctoberNovemberDecember2024FebruaryMarch
3,406.64%
1,401.76%
o
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 1990, corresponding to the inception date of BOL.PA

Returns

As of Mar 2, 2024, the o returned 8.71% Year-To-Date and 2.72% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
o8.71%2.99%22.58%11.83%5.02%2.26%
RF.PA
Eurazeo
6.35%-1.07%43.11%25.39%5.41%5.23%
MF.PA
Wendel
10.10%7.55%7.85%-9.47%-1.99%-2.25%
BOL.PA
Bollore SA
9.67%2.71%18.10%22.32%10.29%2.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.48%3.33%
2023-5.68%-7.24%-3.49%16.86%6.76%

Sharpe Ratio

The current o Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.69

The Sharpe ratio of o is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.69
2.44
o
Benchmark (^GSPC)
Portfolio components

Dividend yield

o granted a 2.43% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
o2.43%2.70%2.53%1.97%1.54%1.95%2.06%1.48%1.91%1.70%1.59%2.01%
RF.PA
Eurazeo
2.82%3.06%3.01%1.95%0.00%1.95%1.93%1.48%2.06%1.89%1.96%2.01%
MF.PA
Wendel
3.53%3.97%3.44%2.75%2.86%2.36%2.53%1.63%1.88%1.82%1.99%3.30%
BOL.PA
Bollore SA
0.95%1.06%1.15%1.22%1.77%1.54%1.71%1.33%1.79%1.40%0.82%0.73%

Expense Ratio

The o 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.


The portfolio doesn't hold funds that charge fees

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
o
0.69
RF.PA
Eurazeo
0.95
MF.PA
Wendel
-0.33
BOL.PA
Bollore SA
1.14

Asset Correlations Table

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

BOL.PARF.PAMF.PA
BOL.PA1.000.370.38
RF.PA0.371.000.50
MF.PA0.380.501.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-9.45%
0
o
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the o. 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 o was 80.03%, occurring on Mar 9, 2009. Recovery took 1073 trading sessions.

The current o drawdown is 9.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.03%Jul 6, 2007428Mar 9, 20091073May 15, 20131501
-57.92%Feb 2, 2018554Apr 3, 2020341Aug 4, 2021895
-42.71%Sep 7, 2021274Sep 27, 2022
-41.29%Feb 28, 2001410Oct 9, 2002255Oct 9, 2003665
-36.88%Jun 9, 2014431Feb 11, 2016379Aug 3, 2017810

Volatility Chart

The current o volatility is 3.68%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
3.68%
3.47%
o
Benchmark (^GSPC)
Portfolio components
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