Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
REN.AS Relx PLC | Industrials | 33.33% |
SHELL.AS Shell plc | Energy | 33.33% |
UNA.AS Unilever PLC | Consumer Defensive | 33.33% |
Find the right asset allocation for 3 Brit stocks on euronext amsterdam
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3 Brit stocks on euronext amsterdam, 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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Returns By Period
As of Jul 2, 2026, the 3 Brit stocks on euronext amsterdam returned -5.61% Year-To-Date and 8.66% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.22% | -1.54% | 9.32% | 9.32% | 20.74% | 18.91% | 11.45% | 13.53% |
Portfolio 3 Brit stocks on euronext amsterdam | -0.35% | -3.76% | -5.61% | -5.61% | -13.03% | 7.22% | 9.35% | 8.66% |
| Portfolio components: | ||||||||
REN.AS Relx PLC | -0.03% | -8.35% | -21.24% | -21.24% | -40.22% | 0.08% | 4.85% | 8.38% |
SHELL.AS Shell plc | -1.77% | -11.10% | 5.32% | 5.32% | 11.54% | 12.83% | 18.01% | 8.80% |
UNA.AS Unilever PLC | 0.78% | 8.83% | -5.77% | -5.77% | -9.55% | 4.68% | 1.72% | 4.70% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 25, 2007, 3 Brit stocks on euronext amsterdam's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.
Historically, 60% of months were positive and 40% were negative. The best month was Jul 2015 with a return of +25.2%, while the worst month was Jan 2008 at -14.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 3 Brit stocks on euronext amsterdam closed higher 53% of trading days. The best single day was Jul 1, 2015 with a return of +19.9%, while the worst single day was Mar 12, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.73% | 5.77% | -4.79% | 3.32% | -5.55% | -1.92% | -0.35% | -5.61% | |||||
| 2025 | 5.97% | -1.26% | 6.75% | 1.16% | 1.37% | 0.72% | -2.15% | 0.66% | -2.11% | -0.40% | 1.52% | -5.06% | 6.79% |
| 2024 | 0.38% | 2.65% | 2.50% | 2.07% | 4.51% | 2.16% | 5.22% | 0.97% | -1.54% | -1.65% | -0.63% | -4.33% | 12.58% |
| 2023 | 3.78% | 2.22% | 1.54% | 6.54% | -7.97% | 6.11% | 2.12% | -1.48% | 1.74% | -0.34% | 4.70% | 1.70% | 21.73% |
| 2022 | 1.51% | 1.76% | -0.52% | -0.32% | 3.53% | -8.23% | 6.18% | -5.14% | -4.92% | 7.53% | 7.12% | -1.45% | 5.80% |
| 2021 | 0.71% | -1.28% | 3.09% | 2.23% | 1.76% | 1.62% | 3.55% | -0.36% | 1.89% | 3.01% | -3.44% | 4.31% | 18.17% |
Benchmark Metrics
3 Brit stocks on euronext amsterdam has an annualized alpha of 4.99%, beta of 0.52, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since June 25, 2007.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (72.68%) than losses (71.97%) - typical of diversified or defensive assets.
- Beta of 0.52 may look defensive, but with R2 of 0.24 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.24 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.99%
- Beta
- 0.52
- R²
- 0.24
- Upside Capture
- 72.68%
- Downside Capture
- 71.97%
Expense Ratio
3 Brit stocks on euronext amsterdam 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.
Return for Risk
Risk / Return Rank
3 Brit stocks on euronext amsterdam ranks 1 for risk / return — in the bottom 1% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 3 Brit stocks on euronext amsterdam and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | 1.66 | -2.54 |
| Sortino ratioReturn per unit of downside risk | -1.17 | 2.29 | -3.46 |
| Omega ratioGain probability vs. loss probability | 0.86 | 1.30 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.89 | 2.29 | -3.18 |
| Martin ratioReturn relative to average drawdown | -1.69 | 9.98 | -11.66 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
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Dividends
Dividend yield
3 Brit stocks on euronext amsterdam provided a 3.42% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.42% | 3.24% | 3.07% | 3.28% | 3.23% | 3.26% | 3.94% | 3.97% | 4.36% | 3.97% | 3.04% | 3.19% |
| Portfolio components: | ||||||||||||
REN.AS Relx PLC | 2.83% | 2.13% | 1.61% | 1.79% | 2.29% | 1.92% | 2.59% | 1.93% | 2.54% | 2.26% | 2.56% | 2.57% |
SHELL.AS Shell plc | 3.78% | 3.94% | 4.44% | 4.15% | 3.74% | 4.25% | 5.91% | 6.83% | 7.33% | 6.67% | 6.55% | 6.99% |
UNA.AS Unilever PLC | 3.66% | 3.66% | 3.16% | 3.89% | 3.64% | 3.63% | 3.31% | 3.16% | 3.21% | 2.97% | 0.00% | 0.00% |
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 3 Brit stocks on euronext amsterdam. 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 3 Brit stocks on euronext amsterdam was 49.96%, occurring on Mar 9, 2009. Recovery took 905 trading sessions.
The current 3 Brit stocks on euronext amsterdam drawdown is 13.63%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -49.96%Mar 2009 | 1y 2mo | 3y 6mo | 4y 8moDec 2007 - Sep 2012 |
COVID crash2020 | -38.50%Mar 2020 | 9mo 2d | 1y 4mo | 2y 1moJun 2019 - Aug 2021 |
2016 correction2016 | -18.90%Jan 2016 | 3mo | 2mo 25d | 5mo 25dOct 2015 - Apr 2016 |
Bear market2022 | -15.91%Sep 2022 | 7mo 20d | 2mo 5d | 9mo 25dFeb 2022 - Nov 2022 |
2007 correction2007 | -15.10%Aug 2007 | 1mo 1d | 2mo 14d | 3mo 15dJul 2007 - Oct 2007 |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.74 | 1.52 | 1.47 | 1.36 | 1.28 |
The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
3 Brit stocks on euronext amsterdam correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2007 | 0.43 |
Benchmark Correlations
Correlation vs. S&P 500 Index. REN.AS has the highest benchmark correlation at 0.37, while UNA.AS has the lowest at 0.33.
Asset Correlations Table
Find what 3 Brit stocks on euronext amsterdam is missing
See which holdings overlap, where 3 Brit stocks on euronext amsterdam is concentrated, and which low-correlation assets could fill the gaps.
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