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PEA Yannick
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

PEA Yannick

Currency in USD · Last updated May 7, 2025

Asset Allocation

TKTT.PA 15.95%AM.PA 10.21%FDJ.PA 10.03%VCT.PA 9.79%ASRNL.AS 7.12%ASOZY 7%AD.AS 6.91%SU.PA 6.68%DBG.PA 6.59%VIL.PA 6.44%ACOMO.AS 5.57%ES.PA 4.72%HEIJM.AS 2.99%EquityEquity
PositionCategory/SectorTarget Weight
ACOMO.AS
Amsterdam Commodities NV		Consumer Defensive
5.57%
AD.AS
Koninklijke Ahold Delhaize N.V.		Consumer Defensive
6.91%
AM.PA
Dassault Aviation SA		Industrials
10.21%
ASOZY
Asseco Poland SA ADR		Technology
7%
ASRNL.AS
ASR Nederland N.V.		Financial Services
7.12%
DBG.PA
Derichebourg		Industrials
6.59%
ES.PA
Esso S.A.F.		Energy
4.72%
FDJ.PA
La Francaise Des Jeux Sa		Consumer Cyclical
10.03%
HEIJM.AS
Heijmans NV		Industrials
2.99%
SU.PA
Schneider Electric S.E.		Industrials
6.68%
TKTT.PA
Tarkett S.A.		Industrials
15.95%
VCT.PA
Vicat S.A		Basic Materials
9.79%
VIL.PA
VIEL & Cie société anonyme		Financial Services
6.44%

Transactions

DateTypeSymbolQuantityPrice
Apr 29, 2025BuySchneider Electric S.E.1€203.95
Apr 22, 2025BuyHeijmans NV2€37.96
Apr 16, 2025BuyVicat S.A3€53.10
Apr 16, 2025BuyTarkett S.A.10€16.65
Apr 16, 2025BuyLa Francaise Des Jeux Sa10€30.00
Apr 11, 2025BuyTarkett S.A.8€16.65
Apr 10, 2025BuyEsso S.A.F.1€144.50
Apr 10, 2025BuyKoninklijke Ahold Delhaize N.V.6€32.76
Mar 27, 2025BuyVIEL & Cie société anonyme15€12.80
Mar 27, 2025BuyTarkett S.A.4€17.05

1–10 of 20

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PEA Yannick, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

0.00%50.00%100.00%Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
126.90%
-7.88%
PEA Yannick
Benchmark (^GSPC)
Portfolio components

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-4.67%10.50%-3.04%8.23%14.30%10.26%
PEA YannickN/A22.07%N/AN/AN/AN/A
Portfolio components:
ASOZY
Asseco Poland SA ADR		99.24%9.45%99.24%120.75%N/AN/A
VCT.PA
Vicat S.A		47.17%16.92%58.64%51.94%21.20%2.48%
TKTT.PA
Tarkett S.A.		60.95%6.99%60.95%88.20%13.83%-2.45%
ACOMO.AS
Amsterdam Commodities NV		33.07%17.38%32.31%34.63%8.11%3.71%
DBG.PA
Derichebourg		17.94%28.60%24.20%47.35%20.88%10.29%
AM.PA
Dassault Aviation SA		64.60%20.08%73.03%61.09%36.89%11.28%
ASRNL.AS
ASR Nederland N.V.		23.63%15.37%25.42%28.30%25.38%N/A
VIL.PA
VIEL & Cie société anonyme		18.70%14.87%26.39%36.45%27.02%21.65%
ES.PA
Esso S.A.F.		38.38%18.16%51.21%-4.35%56.73%14.15%
AD.AS
Koninklijke Ahold Delhaize N.V.		18.60%12.14%21.14%35.22%13.62%11.28%
FDJ.PA
La Francaise Des Jeux Sa		-14.13%15.22%-19.21%-6.06%7.30%N/A
HEIJM.AS
Heijmans NV		57.26%48.85%101.28%203.64%57.39%18.62%
SU.PA
Schneider Electric S.E.		-11.81%16.04%-11.35%-1.81%23.25%14.42%
*Annualized

Monthly Returns

The table below presents the monthly returns of PEA Yannick, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-9.44%69.58%26.43%14.29%2.26%126.90%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, PEA Yannick is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of PEA Yannick is 9898
Overall Rank
The Sharpe Ratio Rank of PEA Yannick is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of PEA Yannick is 9898
Sortino Ratio Rank
The Omega Ratio Rank of PEA Yannick is 9898
Omega Ratio Rank
The Calmar Ratio Rank of PEA Yannick is 9797
Calmar Ratio Rank
The Martin Ratio Rank of PEA Yannick is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

No data
No data
No data
No data
No data
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ASOZY
Asseco Poland SA ADR		2.454.652.407.3521.22
VCT.PA
Vicat S.A		1.852.551.320.956.70
TKTT.PA
Tarkett S.A.		2.453.961.501.0612.37
ACOMO.AS
Amsterdam Commodities NV		1.712.821.361.1911.92
DBG.PA
Derichebourg		1.271.911.240.535.72
AM.PA
Dassault Aviation SA		1.862.871.382.696.73
ASRNL.AS
ASR Nederland N.V.		1.211.731.232.027.19
VIL.PA
VIEL & Cie société anonyme		1.472.351.320.4810.01
ES.PA
Esso S.A.F.		-0.190.061.01-0.20-0.30
AD.AS
Koninklijke Ahold Delhaize N.V.		1.642.241.322.938.67
FDJ.PA
La Francaise Des Jeux Sa		-0.25-0.170.97-0.16-0.56
HEIJM.AS
Heijmans NV		4.375.071.6411.4032.20
SU.PA
Schneider Electric S.E.		-0.18-0.031.00-0.20-0.59

There is not enough data available to calculate the Sharpe ratio for PEA Yannick. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

PEA Yannick provided a 0.72% dividend yield over the last twelve months.

TTM
Portfolio0.72%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$25.98$0.00$25.98

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.

-20.00%-15.00%-10.00%-5.00%0.00%Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 040
-8.74%
PEA Yannick
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PEA Yannick. 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 Yannick was 9.44%, occurring on Jan 23, 2025. Recovery took 10 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.44%Jan 23, 20251Jan 23, 202510Feb 6, 202511
-8.3%Mar 28, 20257Apr 7, 20254Apr 11, 202511
-0.71%Mar 7, 20251Mar 7, 20251Mar 10, 20252
-0.68%Feb 27, 20251Feb 27, 20252Mar 3, 20253
-0.66%Feb 24, 20251Feb 24, 20252Feb 26, 20253

Volatility

Volatility Chart

The current PEA Yannick volatility is 8.33%, 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.

0.00%10.00%20.00%30.00%40.00%Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
8.33%
11.45%
PEA Yannick
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 11.18, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCVIL.PAASOZYTKTT.PAAD.ASFDJ.PAAM.PAACOMO.ASES.PAHEIJM.ASSU.PAASRNL.ASVCT.PADBG.PAPortfolio
^GSPC1.00-0.05-0.08-0.13-0.060.140.030.120.080.210.310.030.220.100.03
VIL.PA-0.051.00-0.200.150.090.130.230.030.100.21-0.030.10-0.010.020.12
ASOZY-0.08-0.201.00-0.08-0.06-0.180.080.180.190.120.140.120.250.210.42
TKTT.PA-0.130.15-0.081.000.310.230.140.140.250.000.100.200.180.100.43
AD.AS-0.060.09-0.060.311.000.390.220.450.370.11-0.030.350.050.190.26
FDJ.PA0.140.13-0.180.230.391.000.420.260.120.400.180.330.290.410.25
AM.PA0.030.230.080.140.220.421.000.120.180.410.250.390.380.480.41
ACOMO.AS0.120.030.180.140.450.260.121.000.480.250.280.400.290.370.38
ES.PA0.080.100.190.250.370.120.180.481.000.290.440.350.300.490.44
HEIJM.AS0.210.210.120.000.110.400.410.250.291.000.510.360.390.390.43
SU.PA0.31-0.030.140.10-0.030.180.250.280.440.511.000.340.610.440.44
ASRNL.AS0.030.100.120.200.350.330.390.400.350.360.341.000.490.460.42
VCT.PA0.22-0.010.250.180.050.290.380.290.300.390.610.491.000.480.56
DBG.PA0.100.020.210.100.190.410.480.370.490.390.440.460.481.000.41
Portfolio0.030.120.420.430.260.250.410.380.440.430.440.420.560.411.00
The correlation results are calculated based on daily price changes starting from Jan 23, 2025