PEA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AI.PA L'Air Liquide S.A. | Basic Materials | 10% |
ASML.AS ASML Holding NV | Technology | 10% |
DSY.PA Dassault Systèmes SE | Technology | 10% |
EL.PA EssilorLuxottica Société anonyme | Healthcare | 10% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 10% |
OR.PA L'Oréal S.A. | Consumer Defensive | 10% |
RI.PA Pernod Ricard SA | Consumer Defensive | 10% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 10% |
SAN.PA Sanofi | Healthcare | 10% |
TTE.PA TotalEnergies SE | Energy | 10% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Jul 2, 1996, corresponding to the inception date of DSY.PA
Returns By Period
As of May 9, 2025, the PEA returned 8.23% Year-To-Date and 12.22% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| PEA | 8.23% | 7.70% | 4.62% | -6.06% | 14.11% | 12.22% |
| Portfolio components: | ||||||
RI.PA Pernod Ricard SA | -3.58% | 11.09% | -8.78% | -28.94% | -3.58% | 0.87% |
SAN.PA Sanofi | 6.15% | 0.91% | -0.39% | 7.27% | 4.29% | 3.92% |
RMS.PA Hermès International Société en commandite par actions | 15.39% | 12.89% | 19.03% | 11.99% | 30.51% | 22.80% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -15.58% | -2.47% | -16.17% | -33.79% | 9.22% | 13.73% |
DSY.PA Dassault Systèmes SE | 7.86% | 4.42% | 5.21% | -8.33% | 4.62% | 9.68% |
OR.PA L'Oréal S.A. | 21.23% | 13.97% | 14.79% | -10.69% | 10.63% | 9.86% |
AI.PA L'Air Liquide S.A. | 26.27% | 12.78% | 16.40% | 14.54% | 15.72% | 10.99% |
TTE.PA TotalEnergies SE | 6.71% | 3.69% | -5.49% | -16.30% | 16.70% | 6.80% |
ASML.AS ASML Holding NV | 1.27% | 12.95% | 5.43% | -21.30% | 19.29% | 21.40% |
EL.PA EssilorLuxottica Société anonyme | 14.15% | 5.10% | 13.03% | 27.01% | 19.64% | 9.88% |
Monthly Returns
The table below presents the monthly returns of PEA, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 9.32% | 0.34% | -2.94% | 1.69% | -0.03% | 8.23% | |||||||
| 2024 | 0.90% | 3.37% | 1.62% | -4.04% | 1.58% | -3.65% | -0.26% | 3.76% | 1.15% | -10.72% | -3.82% | 1.23% | -9.41% |
| 2023 | 9.76% | -1.78% | 7.87% | 4.33% | -4.14% | 4.75% | 1.01% | -4.88% | -6.27% | 0.47% | 7.88% | 4.74% | 24.56% |
| 2022 | -7.42% | -3.30% | 1.10% | -6.18% | 0.04% | -8.66% | 8.68% | -7.60% | -7.42% | 6.88% | 15.49% | -1.67% | -12.44% |
| 2021 | -1.95% | 4.05% | 3.77% | 6.66% | 5.68% | 1.63% | 3.09% | 0.82% | -4.55% | 7.71% | 0.38% | 3.29% | 34.37% |
| 2020 | -2.61% | -7.21% | -6.21% | 5.03% | 6.80% | 4.79% | 2.85% | 2.91% | -2.51% | -4.12% | 16.94% | 5.06% | 21.10% |
| 2019 | 3.92% | 4.23% | 2.48% | 4.84% | -4.32% | 9.23% | -1.77% | 0.22% | 2.29% | 4.01% | 2.08% | 3.31% | 34.35% |
| 2018 | 5.52% | -2.37% | 2.47% | 4.51% | 1.57% | -0.70% | 4.32% | -0.81% | 0.62% | -9.09% | -1.65% | -0.48% | 3.06% |
| 2017 | 2.79% | 0.65% | 6.15% | 4.99% | 4.66% | -2.25% | 3.52% | 1.43% | 2.94% | 4.18% | 0.00% | 0.56% | 33.59% |
| 2016 | -0.90% | -1.02% | 4.59% | 1.19% | 0.77% | -0.25% | 5.36% | -1.23% | 0.80% | -2.53% | -2.17% | 4.75% | 9.33% |
| 2015 | 1.17% | 4.43% | -1.49% | 6.12% | 0.17% | -3.86% | 4.40% | -8.77% | -0.02% | 8.48% | -4.11% | -4.02% | 1.10% |
| 2014 | -7.03% | 5.11% | 0.20% | 4.55% | 1.81% | 1.36% | -4.40% | 1.75% | -2.27% | -2.27% | 4.50% | -1.73% | 0.79% |
Expense Ratio
PEA 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of PEA is 2, meaning it’s performing worse than 98% 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 | |
|---|---|---|---|---|---|
RI.PA Pernod Ricard SA | -1.01 | -1.46 | 0.84 | -0.50 | -1.22 |
SAN.PA Sanofi | 0.31 | 0.35 | 1.04 | 0.15 | 0.32 |
RMS.PA Hermès International Société en commandite par actions | 0.41 | 0.82 | 1.10 | 0.58 | 1.42 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -1.02 | -1.52 | 0.82 | -0.76 | -1.67 |
DSY.PA Dassault Systèmes SE | -0.29 | -0.23 | 0.97 | -0.17 | -0.62 |
OR.PA L'Oréal S.A. | -0.39 | -0.52 | 0.94 | -0.39 | -0.61 |
AI.PA L'Air Liquide S.A. | 0.66 | 1.02 | 1.13 | 0.76 | 1.71 |
TTE.PA TotalEnergies SE | -0.70 | -0.98 | 0.87 | -0.72 | -1.38 |
ASML.AS ASML Holding NV | -0.49 | -0.48 | 0.94 | -0.50 | -0.78 |
EL.PA EssilorLuxottica Société anonyme | 1.11 | 1.68 | 1.21 | 1.42 | 5.73 |
Dividends
Dividend yield
PEA provided a 2.56% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.56% | 2.42% | 2.01% | 2.12% | 1.63% | 1.99% | 1.80% | 2.17% | 2.03% | 2.03% | 2.21% | 2.22% |
| Portfolio components: | ||||||||||||
RI.PA Pernod Ricard SA | 4.85% | 4.31% | 2.94% | 2.24% | 1.48% | 1.70% | 1.96% | 1.65% | 1.53% | 1.83% | 1.71% | 1.78% |
SAN.PA Sanofi | 4.10% | 4.01% | 3.97% | 3.71% | 3.61% | 4.00% | 3.43% | 4.00% | 4.12% | 3.81% | 3.63% | 3.70% |
RMS.PA Hermès International Société en commandite par actions | 1.06% | 1.08% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 2.09% | 0.92% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 2.67% | 2.05% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% |
DSY.PA Dassault Systèmes SE | 0.69% | 0.69% | 0.47% | 0.51% | 0.21% | 0.42% | 0.44% | 0.56% | 0.60% | 0.65% | 0.58% | 0.82% |
OR.PA L'Oréal S.A. | 1.86% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% |
AI.PA L'Air Liquide S.A. | 1.59% | 1.85% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% |
TTE.PA TotalEnergies SE | 6.19% | 5.73% | 4.64% | 6.26% | 5.92% | 7.59% | 3.94% | 5.46% | 5.36% | 5.01% | 5.91% | 5.69% |
ASML.AS ASML Holding NV | 1.02% | 0.92% | 0.87% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% | 0.68% |
EL.PA EssilorLuxottica Société anonyme | 1.62% | 1.68% | 1.78% | 1.48% | 0.58% | 0.90% | 1.50% | 1.39% | 1.30% | 1.03% | 0.89% | 1.01% |
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 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 395 trading sessions.
The current PEA drawdown is 8.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.17% | Dec 11, 2007 | 312 | Mar 3, 2009 | 395 | Sep 16, 2010 | 707 |
| -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
Volatility Chart
The current PEA volatility is 10.08%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 10.00, 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
| ^GSPC | RI.PA | SAN.PA | ASML.AS | EL.PA | TTE.PA | RMS.PA | DSY.PA | OR.PA | AI.PA | MC.PA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.23 | 0.30 | 0.38 | 0.26 | 0.35 | 0.27 | 0.33 | 0.35 | 0.36 | 0.40 | 0.45 |
| RI.PA | 0.23 | 1.00 | 0.37 | 0.29 | 0.44 | 0.35 | 0.39 | 0.35 | 0.50 | 0.45 | 0.47 | 0.61 |
| SAN.PA | 0.30 | 0.37 | 1.00 | 0.35 | 0.40 | 0.44 | 0.32 | 0.36 | 0.49 | 0.51 | 0.44 | 0.63 |
| ASML.AS | 0.38 | 0.29 | 0.35 | 1.00 | 0.35 | 0.37 | 0.39 | 0.50 | 0.41 | 0.45 | 0.51 | 0.68 |
| EL.PA | 0.26 | 0.44 | 0.40 | 0.35 | 1.00 | 0.38 | 0.42 | 0.38 | 0.48 | 0.47 | 0.47 | 0.64 |
| TTE.PA | 0.35 | 0.35 | 0.44 | 0.37 | 0.38 | 1.00 | 0.34 | 0.36 | 0.45 | 0.54 | 0.50 | 0.64 |
| RMS.PA | 0.27 | 0.39 | 0.32 | 0.39 | 0.42 | 0.34 | 1.00 | 0.42 | 0.47 | 0.44 | 0.59 | 0.67 |
| DSY.PA | 0.33 | 0.35 | 0.36 | 0.50 | 0.38 | 0.36 | 0.42 | 1.00 | 0.45 | 0.46 | 0.50 | 0.69 |
| OR.PA | 0.35 | 0.50 | 0.49 | 0.41 | 0.48 | 0.45 | 0.47 | 0.45 | 1.00 | 0.58 | 0.62 | 0.75 |
| AI.PA | 0.36 | 0.45 | 0.51 | 0.45 | 0.47 | 0.54 | 0.44 | 0.46 | 0.58 | 1.00 | 0.60 | 0.74 |
| MC.PA | 0.40 | 0.47 | 0.44 | 0.51 | 0.47 | 0.50 | 0.59 | 0.50 | 0.62 | 0.60 | 1.00 | 0.80 |
| Portfolio | 0.45 | 0.61 | 0.63 | 0.68 | 0.64 | 0.64 | 0.67 | 0.69 | 0.75 | 0.74 | 0.80 | 1.00 |