o
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BOL.PA Bollore SA | Communication Services | 33.33% |
MF.PA Wendel | Financial Services | 33.33% |
RF.PA Eurazeo | Financial Services | 33.33% |
Performance
Performance Chart
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
The earliest data available for this chart is Dec 3, 1990, corresponding to the inception date of RF.PA
Returns By Period
As of Dec 19, 2024, the o returned 1.04% Year-To-Date and 3.61% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.66% | 0.49% | 8.64% | 26.56% | 13.06% | 11.10% |
| o | -0.11% | -3.56% | -4.94% | -0.03% | 3.06% | 3.48% |
| Portfolio components: | ||||||
RF.PA Eurazeo | -6.98% | -2.41% | -12.28% | -7.69% | 3.14% | 4.61% |
MF.PA Wendel | 10.35% | -5.02% | 1.26% | 10.18% | -3.38% | 0.89% |
BOL.PA Bollore SA | -3.36% | -3.13% | -3.64% | -2.14% | 8.20% | 3.55% |
Monthly Returns
The table below presents the monthly returns of o, 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 | 5.49% | 2.99% | 1.90% | 0.35% | -0.61% | -8.83% | 4.50% | 3.77% | 2.16% | -5.50% | -1.43% | -0.11% | |
| 2023 | 8.29% | 1.73% | 2.17% | 6.42% | -5.13% | 0.33% | -4.94% | -5.68% | -7.24% | -3.49% | 16.86% | 6.75% | 14.17% |
| 2022 | -8.04% | -3.83% | 4.20% | -6.82% | 5.54% | -15.65% | 11.00% | -11.34% | -7.92% | 8.25% | 12.63% | 0.49% | -15.12% |
| 2021 | -0.54% | 7.52% | 3.80% | 7.79% | 5.24% | -0.96% | 7.66% | 5.03% | -4.91% | -1.55% | -11.18% | 5.02% | 23.17% |
| 2020 | -0.29% | -10.39% | -29.01% | 2.47% | 5.38% | 7.01% | 2.99% | 8.06% | -2.94% | -8.20% | 24.43% | 7.37% | -2.90% |
| 2019 | 3.00% | 4.13% | 0.53% | 6.47% | -5.15% | 1.85% | -1.44% | -0.60% | 2.87% | 0.24% | -2.78% | 0.37% | 9.31% |
| 2018 | 9.52% | -6.20% | -6.69% | -4.11% | -6.13% | -1.19% | 2.53% | 0.79% | -1.68% | -7.41% | 0.07% | -5.16% | -23.87% |
| 2017 | 5.64% | -3.07% | 6.65% | 6.37% | 12.31% | 0.40% | 4.19% | 2.23% | 6.01% | 1.64% | 1.26% | 3.36% | 57.34% |
| 2016 | -13.66% | -4.31% | 10.02% | 4.15% | -3.18% | -7.60% | 5.83% | 0.43% | -1.46% | -2.55% | -1.99% | 6.41% | -9.85% |
| 2015 | -1.89% | 13.27% | -4.13% | 5.26% | 1.15% | -3.24% | 3.76% | -2.17% | -5.45% | 3.55% | -4.18% | 1.28% | 5.85% |
| 2014 | -7.83% | 11.58% | 6.75% | -2.98% | 3.49% | -1.92% | -7.56% | -1.62% | -7.01% | -8.89% | 5.32% | -3.69% | -15.51% |
| 2013 | 7.44% | 4.18% | -4.00% | 5.45% | 5.52% | -3.55% | 16.61% | -2.03% | 10.97% | 8.44% | -1.37% | 6.47% | 66.49% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of o is 3, meaning it’s performing worse than 97% of other 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 | |
|---|---|---|---|---|---|
RF.PA Eurazeo | -0.29 | -0.23 | 0.97 | -0.29 | -0.65 |
MF.PA Wendel | 0.50 | 0.85 | 1.11 | 0.22 | 2.30 |
BOL.PA Bollore SA | -0.16 | -0.08 | 0.99 | -0.24 | -0.50 |
Dividends
Dividend yield
o provided a 3.04% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.04% | 2.70% | 2.53% | 1.97% | 1.54% | 1.95% | 2.06% | 1.48% | 1.91% | 1.70% | 1.59% | 2.01% |
| Portfolio components: | ||||||||||||
RF.PA Eurazeo | 3.50% | 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 | 4.41% | 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 | 1.22% | 1.06% | 1.15% | 1.22% | 1.77% | 1.54% | 1.71% | 1.33% | 1.79% | 1.40% | 0.82% | 0.73% |
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 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 15.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -80.03% | Jul 6, 2007 | 428 | Mar 9, 2009 | 1073 | May 15, 2013 | 1501 |
| -57.92% | Feb 2, 2018 | 554 | Apr 3, 2020 | 341 | Aug 4, 2021 | 895 |
| -42.71% | Sep 7, 2021 | 274 | Sep 27, 2022 | — | — | — |
| -41.29% | Feb 28, 2001 | 410 | Oct 9, 2002 | 255 | Oct 9, 2003 | 665 |
| -36.88% | Jun 9, 2014 | 431 | Feb 11, 2016 | 379 | Aug 3, 2017 | 810 |
Volatility
Volatility Chart
The current o volatility is 4.64%, 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
| BOL.PA | RF.PA | MF.PA | |
|---|---|---|---|
| BOL.PA | 1.00 | 0.37 | 0.38 |
| RF.PA | 0.37 | 1.00 | 0.51 |
| MF.PA | 0.38 | 0.51 | 1.00 |