PEA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
RI.PA Pernod Ricard SA | Consumer Defensive | 10% |
SAN.PA Sanofi | Healthcare | 10% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 10% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 10% |
DSY.PA Dassault Systèmes SE | Technology | 10% |
OR.PA L'Oréal S.A. | Consumer Defensive | 10% |
AI.PA L'Air Liquide S.A. | Basic Materials | 10% |
TTE.PA TotalEnergies SE | Energy | 10% |
ASML.AS ASML Holding NV | Technology | 10% |
EL.PA EssilorLuxottica Société anonyme | Healthcare | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in PEA, 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 Jul 2, 1996, corresponding to the inception date of DSY.PA
Returns
As of Dec 9, 2023, the PEA returned 20.69% Year-To-Date and 13.73% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| PEA | 20.69% | 5.30% | 3.09% | 17.66% | 18.08% | 13.73% |
| Portfolio components: | ||||||
RI.PA Pernod Ricard SA | -11.04% | -6.05% | -17.82% | -12.19% | 4.92% | 8.96% |
SAN.PA Sanofi | -0.55% | 0.00% | -9.72% | 0.39% | 6.26% | 5.54% |
RMS.PA Hermès International Société en commandite par actions | 38.12% | 7.10% | 3.44% | 31.52% | 32.85% | 23.72% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 10.43% | 5.89% | -9.15% | 4.42% | 25.55% | 22.29% |
DSY.PA Dassault Systèmes SE | 32.70% | 10.43% | 10.07% | 28.91% | 16.31% | 18.29% |
OR.PA L'Oréal S.A. | 34.36% | 6.38% | 9.88% | 26.26% | 17.76% | 14.94% |
AI.PA L'Air Liquide S.A. | 34.85% | 7.28% | 11.95% | 29.37% | 17.02% | 12.71% |
TTE.PA TotalEnergies SE | 10.98% | 1.84% | 15.60% | 14.57% | 11.95% | 10.06% |
ASML.AS ASML Holding NV | 30.23% | 8.27% | -2.08% | 14.94% | 36.28% | 26.41% |
EL.PA EssilorLuxottica Société anonyme | 9.91% | 5.00% | 8.87% | 4.25% | 12.03% | 10.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -4.14% | 4.75% | 1.01% | -4.88% | -6.27% | 0.47% | 7.96% |
Dividend yield
PEA granted a 2.03% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PEA | 2.03% | 2.12% | 1.63% | 1.99% | 1.80% | 2.12% | 2.03% | 2.03% | 2.10% | 2.22% | 2.11% | 2.19% |
| Portfolio components: | ||||||||||||
RI.PA Pernod Ricard SA | 2.95% | 2.24% | 1.48% | 1.70% | 1.96% | 1.65% | 1.53% | 1.83% | 1.71% | 1.78% | 1.98% | 1.81% |
SAN.PA Sanofi | 4.13% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% | 3.70% | 3.59% | 3.71% |
RMS.PA Hermès International Société en commandite par actions | 0.66% | 0.55% | 0.30% | 0.52% | 0.68% | 0.85% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% | 0.88% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.69% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% | 2.26% | 2.09% |
DSY.PA Dassault Systèmes SE | 0.47% | 0.51% | 0.21% | 0.42% | 0.44% | 0.56% | 0.60% | 0.65% | 0.58% | 0.82% | 0.89% | 0.83% |
OR.PA L'Oréal S.A. | 1.36% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% | 1.80% | 1.91% |
AI.PA L'Air Liquide S.A. | 1.68% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% | 2.43% | 2.39% |
TTE.PA TotalEnergies SE | 4.62% | 6.26% | 5.92% | 7.59% | 3.94% | 5.46% | 5.36% | 5.01% | 5.91% | 5.69% | 5.30% | 5.90% |
ASML.AS ASML Holding NV | 0.92% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% | 0.68% | 0.78% | 1.24% |
EL.PA EssilorLuxottica Société anonyme | 1.77% | 1.48% | 0.58% | 0.90% | 1.50% | 1.39% | 1.30% | 1.03% | 0.89% | 1.01% | 1.14% | 1.12% |
Expense Ratio
The PEA 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 | |
|---|---|---|---|---|---|
RI.PA Pernod Ricard SA | -0.56 | ||||
SAN.PA Sanofi | 0.02 | ||||
RMS.PA Hermès International Société en commandite par actions | 1.31 | ||||
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 0.27 | ||||
DSY.PA Dassault Systèmes SE | 1.06 | ||||
OR.PA L'Oréal S.A. | 1.59 | ||||
AI.PA L'Air Liquide S.A. | 2.01 | ||||
TTE.PA TotalEnergies SE | 0.65 | ||||
ASML.AS ASML Holding NV | 0.65 | ||||
EL.PA EssilorLuxottica Société anonyme | 0.30 |
Asset Correlations Table
| RI.PA | ASML.AS | RMS.PA | EL.PA | SAN.PA | DSY.PA | TTE.PA | AI.PA | OR.PA | MC.PA | |
|---|---|---|---|---|---|---|---|---|---|---|
| RI.PA | 1.00 | 0.28 | 0.36 | 0.42 | 0.36 | 0.33 | 0.34 | 0.43 | 0.47 | 0.44 |
| ASML.AS | 0.28 | 1.00 | 0.36 | 0.33 | 0.34 | 0.47 | 0.36 | 0.42 | 0.41 | 0.49 |
| RMS.PA | 0.36 | 0.36 | 1.00 | 0.39 | 0.30 | 0.39 | 0.33 | 0.41 | 0.45 | 0.55 |
| EL.PA | 0.42 | 0.33 | 0.39 | 1.00 | 0.38 | 0.35 | 0.36 | 0.44 | 0.46 | 0.44 |
| SAN.PA | 0.36 | 0.34 | 0.30 | 0.38 | 1.00 | 0.34 | 0.44 | 0.49 | 0.48 | 0.44 |
| DSY.PA | 0.33 | 0.47 | 0.39 | 0.35 | 0.34 | 1.00 | 0.35 | 0.43 | 0.44 | 0.48 |
| TTE.PA | 0.34 | 0.36 | 0.33 | 0.36 | 0.44 | 0.35 | 1.00 | 0.53 | 0.46 | 0.49 |
| AI.PA | 0.43 | 0.42 | 0.41 | 0.44 | 0.49 | 0.43 | 0.53 | 1.00 | 0.57 | 0.58 |
| OR.PA | 0.47 | 0.41 | 0.45 | 0.46 | 0.48 | 0.44 | 0.46 | 0.57 | 1.00 | 0.60 |
| MC.PA | 0.44 | 0.49 | 0.55 | 0.44 | 0.44 | 0.48 | 0.49 | 0.58 | 0.60 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the PEA. 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 PEA was 47.17%, occurring on Mar 3, 2009. Recovery took 397 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.17% | Dec 11, 2007 | 312 | Mar 3, 2009 | 397 | Sep 20, 2010 | 709 |
| -32.59% | Jul 11, 2000 | 308 | Sep 21, 2001 | 115 | Mar 7, 2002 | 423 |
| -31.35% | Nov 19, 2021 | 220 | Sep 26, 2022 | 134 | Apr 3, 2023 | 354 |
| -30.27% | Jan 20, 2020 | 43 | Mar 18, 2020 | 80 | Jul 13, 2020 | 123 |
| -26.45% | May 20, 2002 | 92 | Sep 24, 2002 | 173 | Jun 2, 2003 | 265 |
Volatility Chart
The current PEA volatility is 4.13%, 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.