USA UK IRE portfolio

Asset Allocation

Position	Category/Sector	Target Weight
ACN Accenture plc	Technology	6.67%
ALLE Allegion plc	Industrials	6.67%
AMCR Amcor plc	Consumer Cyclical	6.67%
AON Aon plc	Financial Services	6.67%
APTV Aptiv PLC	Consumer Cyclical	6.67%
ETN Eaton Corporation plc	Industrials	6.67%
JCI Johnson Controls International plc	Industrials	6.67%
LIN Linde plc	Basic Materials	6.67%
MDT Medtronic plc	Healthcare	6.67%
PNR Pentair plc	Industrials	6.67%
STE STERIS plc	Healthcare	6.67%
STX Seagate Technology plc	Technology	6.67%
TEL TE Connectivity Ltd.	Technology	6.67%
TT Trane Technologies plc	Industrials	6.67%
WTW Willis Towers Watson Public Limited Company	Financial Services	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in USA UK IRE portfolio, 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.

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The earliest data available for this chart is Jun 11, 2019, corresponding to the inception date of AMCR

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio USA UK IRE portfolio	-0.29%	-4.91%	-1.65%	-3.49%	27.37%	16.43%	10.65%	—
Portfolio components:
LIN Linde plc	1.78%	1.02%	18.27%	8.45%	9.02%	13.42%	13.89%	—
AON Aon plc	0.56%	-5.29%	-8.23%	-10.79%	-17.34%	1.46%	7.72%	12.97%
PNR Pentair plc	-1.08%	-11.46%	-17.39%	-23.17%	6.33%	17.26%	7.97%	10.95%
WTW Willis Towers Watson Public Limited Company	0.39%	-4.89%	-11.87%	-16.34%	-12.14%	8.71%	5.71%	10.93%
AMCR Amcor plc	-1.89%	-12.97%	-2.99%	0.42%	-11.60%	-6.10%	-2.76%	—
ETN Eaton Corporation plc	-1.22%	2.19%	13.73%	-2.75%	40.13%	30.19%	22.96%	22.03%
MDT Medtronic plc	0.66%	-8.64%	-9.08%	-9.95%	1.70%	6.23%	-3.11%	3.97%
TT Trane Technologies plc	-0.25%	-3.81%	9.99%	1.18%	30.20%	33.97%	22.45%	23.36%
JCI Johnson Controls International plc	-1.30%	-4.73%	11.38%	23.01%	74.56%	32.63%	19.69%	16.06%
TEL TE Connectivity Ltd.	-1.23%	0.02%	-7.82%	-4.72%	63.16%	18.84%	11.61%	15.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 12, 2019, USA UK IRE portfolio's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, your investment would double in approximately 4.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +13.9%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, USA UK IRE portfolio closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -11.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.81%	1.11%	-8.07%	0.00%									-1.65%
2025	4.52%	1.01%	-4.76%	0.40%	9.22%	3.61%	2.93%	1.94%	5.42%	-1.28%	1.52%	-1.35%	24.93%
2024	-0.05%	5.96%	3.67%	-6.39%	4.96%	-1.28%	5.89%	3.39%	3.70%	-3.35%	4.30%	-6.94%	13.39%
2023	10.17%	-2.11%	0.40%	-0.40%	-3.27%	10.94%	1.08%	-0.72%	-4.77%	-3.58%	8.40%	5.80%	22.31%
2022	-8.45%	-3.93%	0.10%	-6.02%	-0.13%	-9.41%	10.13%	-6.20%	-8.90%	9.26%	8.53%	-4.44%	-20.16%
2021	-1.85%	6.06%	6.05%	7.03%	1.98%	-1.18%	4.63%	3.24%	-5.96%	6.95%	-1.58%	6.70%	35.85%

Benchmark Metrics

USA UK IRE portfolio has an annualized alpha of 2.27%, beta of 0.98, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since June 12, 2019.

This portfolio captured 113.34% of S&P 500 Index gains and 106.77% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 2.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.98 and R² of 0.81, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 2.27%

Beta: 0.98

R²: 0.81

Upside Capture: 113.34%

Downside Capture: 106.77%

Expense Ratio

USA UK IRE portfolio 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.

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

Return for Risk

Risk / Return Rank

USA UK IRE portfolio ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.08	0.88	+0.20
Sortino ratio Return per unit of downside risk	1.61	1.37	+0.24
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.77	1.39	+0.38
Martin ratio Return relative to average drawdown	5.89	6.43	-0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
LIN Linde plc	50	0.42	0.74	1.09	0.47	1.29
AON Aon plc	10	-0.70	-0.81	0.89	-0.87	-1.58
PNR Pentair plc	34	-0.09	0.09	1.01	-0.06	-0.19
WTW Willis Towers Watson Public Limited Company	15	-0.53	-0.55	0.92	-0.68	-1.47
AMCR Amcor plc	19	-0.47	-0.46	0.94	-0.58	-1.16
ETN Eaton Corporation plc	66	0.84	1.35	1.18	1.68	3.73
MDT Medtronic plc	38	0.03	0.19	1.02	0.06	0.16
TT Trane Technologies plc	64	0.81	1.32	1.18	1.31	2.63
JCI Johnson Controls International plc	90	2.10	2.69	1.40	4.64	13.90
TEL TE Connectivity Ltd.	80	1.44	1.96	1.29	2.43	6.96

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

USA UK IRE portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.08
5-Year: 0.58
All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of USA UK IRE portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

USA UK IRE portfolio provided a 1.69% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.69%	1.58%	1.73%	1.79%	2.00%	1.41%	1.71%	1.77%	2.12%	3.25%	2.11%	2.07%
Portfolio components:
LIN Linde plc	1.21%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
AON Aon plc	0.92%	0.82%	0.74%	0.83%	0.73%	0.66%	0.84%	0.83%	1.35%	1.05%	1.16%	1.25%
PNR Pentair plc	1.19%	0.96%	0.91%	1.21%	1.87%	1.10%	1.43%	1.57%	2.17%	1.95%	2.39%	2.58%
WTW Willis Towers Watson Public Limited Company	1.29%	1.12%	1.12%	1.39%	1.34%	1.27%	1.31%	1.29%	1.58%	1.41%	1.57%	0.00%
AMCR Amcor plc	6.45%	6.15%	5.34%	5.11%	4.05%	3.93%	3.93%	2.17%	0.00%	0.00%	0.00%	0.00%
ETN Eaton Corporation plc	1.17%	1.31%	1.13%	1.43%	2.06%	1.76%	1.88%	3.00%	3.85%	3.04%	3.40%	4.23%
MDT Medtronic plc	3.28%	2.95%	3.49%	3.34%	3.44%	2.39%	1.95%	1.87%	2.15%	2.24%	2.34%	1.88%
TT Trane Technologies plc	0.91%	0.97%	0.91%	1.23%	1.59%	1.17%	1.46%	1.59%	2.15%	1.91%	1.81%	2.10%
JCI Johnson Controls International plc	1.18%	1.29%	1.88%	2.55%	2.19%	1.41%	2.23%	2.55%	3.51%	2.65%	4.23%	5.85%
TEL TE Connectivity Ltd.	1.36%	1.22%	1.78%	1.66%	1.90%	1.23%	1.57%	1.90%	2.27%	1.65%	2.08%	1.98%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the USA UK IRE portfolio. 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 USA UK IRE portfolio was 39.28%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current USA UK IRE portfolio drawdown is 9.83%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39.28%	Feb 13, 2020	27	Mar 23, 2020	114	Sep 2, 2020	141
-29.59%	Jan 5, 2022	186	Sep 30, 2022	338	Feb 6, 2024	524
-17.49%	Oct 21, 2024	116	Apr 8, 2025	24	May 13, 2025	140
-12.16%	Feb 17, 2026	30	Mar 30, 2026	—	—	—
-7.1%	Oct 13, 2020	12	Oct 28, 2020	8	Nov 9, 2020	20

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	AON	STX	MDT	WTW	STE	AMCR	APTV	ACN	LIN	TT	ETN	JCI	ALLE	PNR	TEL	Portfolio
Benchmark	1.00	0.46	0.57	0.51	0.48	0.53	0.52	0.61	0.67	0.60	0.63	0.68	0.64	0.60	0.65	0.75	0.84
AON	0.46	1.00	0.25	0.39	0.74	0.41	0.34	0.26	0.45	0.45	0.36	0.31	0.33	0.39	0.35	0.33	0.54
STX	0.57	0.25	1.00	0.27	0.28	0.30	0.32	0.43	0.37	0.36	0.39	0.48	0.43	0.40	0.43	0.55	0.63
MDT	0.51	0.39	0.27	1.00	0.39	0.55	0.43	0.35	0.44	0.45	0.35	0.35	0.35	0.44	0.41	0.42	0.58
WTW	0.48	0.74	0.28	0.39	1.00	0.42	0.37	0.33	0.46	0.47	0.37	0.33	0.36	0.43	0.38	0.37	0.58
STE	0.53	0.41	0.30	0.55	0.42	1.00	0.42	0.35	0.46	0.45	0.39	0.36	0.39	0.46	0.45	0.45	0.61
AMCR	0.52	0.34	0.32	0.43	0.37	0.42	1.00	0.44	0.42	0.51	0.42	0.43	0.44	0.52	0.51	0.46	0.63
APTV	0.61	0.26	0.43	0.35	0.33	0.35	0.44	1.00	0.44	0.41	0.45	0.51	0.52	0.50	0.54	0.64	0.70
ACN	0.67	0.45	0.37	0.44	0.46	0.46	0.42	0.44	1.00	0.53	0.44	0.45	0.45	0.51	0.51	0.53	0.68
LIN	0.60	0.45	0.36	0.45	0.47	0.45	0.51	0.41	0.53	1.00	0.49	0.47	0.47	0.50	0.50	0.51	0.67
TT	0.63	0.36	0.39	0.35	0.37	0.39	0.42	0.45	0.44	0.49	1.00	0.71	0.72	0.60	0.62	0.57	0.74
ETN	0.68	0.31	0.48	0.35	0.33	0.36	0.43	0.51	0.45	0.47	0.71	1.00	0.71	0.57	0.62	0.63	0.76
JCI	0.64	0.33	0.43	0.35	0.36	0.39	0.44	0.52	0.45	0.47	0.72	0.71	1.00	0.59	0.62	0.61	0.75
ALLE	0.60	0.39	0.40	0.44	0.43	0.46	0.52	0.50	0.51	0.50	0.60	0.57	0.59	1.00	0.65	0.57	0.75
PNR	0.65	0.35	0.43	0.41	0.38	0.45	0.51	0.54	0.51	0.50	0.62	0.62	0.62	0.65	1.00	0.62	0.77
TEL	0.75	0.33	0.55	0.42	0.37	0.45	0.46	0.64	0.53	0.51	0.57	0.63	0.61	0.57	0.62	1.00	0.79
Portfolio	0.84	0.54	0.63	0.58	0.58	0.61	0.63	0.70	0.68	0.67	0.74	0.76	0.75	0.75	0.77	0.79	1.00

The correlation results are calculated based on daily price changes starting from Jun 12, 2019

USA UK IRE portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table