b
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AI.PA L'Air Liquide S.A. | Basic Materials | 12.50% |
ASML.AS ASML Holding NV | Technology | 12.50% |
BOL.PA Bollore SA | Communication Services | 12.50% |
FDJ.PA La Francaise Des Jeux Sa | Consumer Cyclical | 12.50% |
LRLCY L'Oréal S.A. | Consumer Defensive | 12.50% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 12.50% |
SAN.PA Sanofi | Healthcare | 12.50% |
TTE TotalEnergies SE | Energy | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in b, 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 Nov 21, 2019, corresponding to the inception date of FDJ.PA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| b | 3.54% | 4.84% | -5.18% | -8.57% | 10.11% | N/A |
| Portfolio components: | ||||||
FDJ.PA La Francaise Des Jeux Sa | -3.79% | -2.37% | -1.23% | -4.44% | 10.64% | N/A |
BOL.PA Bollore SA | -4.36% | -2.04% | -2.19% | -9.64% | 8.63% | 4.92% |
ASML.AS ASML Holding NV | 3.89% | 2.93% | -14.19% | -17.33% | 19.37% | 23.78% |
AI.PA L'Air Liquide S.A. | 6.14% | 8.18% | -2.20% | 7.06% | 8.88% | 10.65% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 7.88% | 12.65% | 5.39% | -13.74% | 10.47% | 18.05% |
LRLCY L'Oréal S.A. | 3.34% | 6.28% | -13.64% | -24.64% | 5.07% | 9.23% |
SAN.PA Sanofi | 8.42% | 9.91% | 3.09% | 16.74% | 4.27% | 5.82% |
TTE TotalEnergies SE | 8.61% | 6.69% | -6.31% | -2.28% | 9.86% | 6.71% |
Monthly Returns
The table below presents the monthly returns of b, 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 | 5.51% | 3.54% | |||||||||||
| 2024 | 4.34% | 4.13% | 1.09% | -3.87% | 2.28% | -2.58% | -0.43% | 2.45% | -0.70% | -9.52% | -4.44% | -0.24% | -8.08% |
| 2023 | 10.41% | -3.36% | 8.03% | 3.79% | -4.12% | 4.06% | 0.05% | -4.46% | -6.42% | -1.78% | 8.71% | 5.61% | 20.40% |
| 2022 | -5.62% | -3.60% | 0.03% | -6.94% | 3.45% | -9.40% | 7.13% | -8.80% | -8.18% | 9.25% | 16.65% | -1.65% | -10.75% |
| 2021 | -1.08% | 4.23% | 4.77% | 7.23% | 6.18% | 1.41% | 0.94% | 1.80% | -5.40% | 5.39% | -4.16% | 3.36% | 26.56% |
| 2020 | -4.77% | -4.29% | -8.46% | 5.69% | 8.23% | 5.45% | 4.84% | 3.57% | -2.30% | -3.58% | 16.19% | 5.35% | 26.03% |
| 2019 | -0.33% | 5.82% | 5.47% |
Expense Ratio
b 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 b is 1, meaning it’s performing worse than 99% 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 | |
|---|---|---|---|---|---|
FDJ.PA La Francaise Des Jeux Sa | -0.25 | -0.20 | 0.97 | -0.15 | -0.63 |
BOL.PA Bollore SA | -0.53 | -0.60 | 0.92 | -0.69 | -1.34 |
ASML.AS ASML Holding NV | -0.46 | -0.39 | 0.95 | -0.48 | -0.84 |
AI.PA L'Air Liquide S.A. | 0.36 | 0.66 | 1.08 | 0.37 | 0.79 |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.52 | -0.63 | 0.93 | -0.40 | -0.72 |
LRLCY L'Oréal S.A. | -0.80 | -1.07 | 0.88 | -0.59 | -1.11 |
SAN.PA Sanofi | 1.02 | 1.68 | 1.19 | 0.96 | 2.28 |
TTE TotalEnergies SE | -0.16 | -0.09 | 0.99 | -0.12 | -0.27 |
Dividends
Dividend yield
b provided a 2.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.72% | 2.88% | 2.43% | 2.62% | 2.19% | 2.56% | 1.84% | 2.24% | 2.02% | 2.18% | 2.19% | 2.30% |
| Portfolio components: | ||||||||||||
FDJ.PA La Francaise Des Jeux Sa | 4.92% | 4.78% | 4.17% | 3.30% | 2.31% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BOL.PA Bollore SA | 1.22% | 1.18% | 1.06% | 1.15% | 1.22% | 1.77% | 1.54% | 1.71% | 1.33% | 1.79% | 1.40% | 0.82% |
ASML.AS ASML Holding NV | 0.67% | 0.92% | 0.87% | 1.28% | 0.47% | 0.64% | 1.19% | 1.02% | 0.83% | 0.98% | 0.85% | 0.68% |
AI.PA L'Air Liquide S.A. | 1.73% | 1.85% | 1.67% | 1.99% | 1.79% | 2.01% | 1.91% | 2.44% | 2.25% | 2.40% | 2.46% | 2.25% |
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.88% | 2.05% | 1.70% | 1.76% | 0.96% | 0.90% | 1.50% | 2.09% | 1.71% | 1.98% | 2.28% | 3.58% |
LRLCY L'Oréal S.A. | 1.95% | 2.02% | 1.29% | 1.53% | 1.00% | 1.13% | 1.48% | 1.91% | 1.58% | 1.95% | 1.82% | 2.09% |
SAN.PA Sanofi | 3.66% | 4.01% | 3.97% | 3.71% | 3.63% | 4.02% | 3.44% | 4.03% | 4.14% | 3.83% | 3.65% | 3.72% |
TTE TotalEnergies SE | 5.70% | 6.19% | 4.67% | 6.21% | 6.10% | 8.97% | 3.64% | 4.75% | 4.29% | 4.47% | 5.06% | 5.21% |
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 b. 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 b was 33.56%, occurring on Sep 26, 2022. Recovery took 140 trading sessions.
The current b drawdown is 12.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.56% | Nov 10, 2021 | 228 | Sep 26, 2022 | 140 | Apr 12, 2023 | 368 |
| -31.3% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 5, 2020 | 76 |
| -19.27% | Mar 8, 2024 | 183 | Nov 20, 2024 | — | — | — |
| -16.27% | Jul 17, 2023 | 75 | Oct 27, 2023 | 62 | Jan 25, 2024 | 137 |
| -8.35% | Sep 7, 2021 | 26 | Oct 12, 2021 | 18 | Nov 5, 2021 | 44 |
Volatility
Volatility Chart
The current b volatility is 4.95%, 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
| TTE | SAN.PA | FDJ.PA | ASML.AS | BOL.PA | LRLCY | AI.PA | MC.PA | |
|---|---|---|---|---|---|---|---|---|
| TTE | 1.00 | 0.21 | 0.20 | 0.23 | 0.35 | 0.29 | 0.31 | 0.34 |
| SAN.PA | 0.21 | 1.00 | 0.26 | 0.25 | 0.31 | 0.34 | 0.45 | 0.32 |
| FDJ.PA | 0.20 | 0.26 | 1.00 | 0.41 | 0.42 | 0.38 | 0.45 | 0.46 |
| ASML.AS | 0.23 | 0.25 | 0.41 | 1.00 | 0.43 | 0.43 | 0.53 | 0.59 |
| BOL.PA | 0.35 | 0.31 | 0.42 | 0.43 | 1.00 | 0.42 | 0.50 | 0.52 |
| LRLCY | 0.29 | 0.34 | 0.38 | 0.43 | 0.42 | 1.00 | 0.53 | 0.62 |
| AI.PA | 0.31 | 0.45 | 0.45 | 0.53 | 0.50 | 0.53 | 1.00 | 0.62 |
| MC.PA | 0.34 | 0.32 | 0.46 | 0.59 | 0.52 | 0.62 | 0.62 | 1.00 |