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3 Brit stocks on euronext amsterdam

Last updated Feb 21, 2024

Asset Allocation


REN.AS 33.33%SHELL.AS 33.33%UNA.AS 33.33%EquityEquity
PositionCategory/SectorWeight
REN.AS
Relx PLC
Industrials

33.33%

SHELL.AS
Shell plc
Energy

33.33%

UNA.AS
Unilever PLC
Consumer Defensive

33.33%

Performance

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 Quarterly


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
14.74%
13.40%
3 Brit stocks on euronext amsterdam
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 9, 1990, corresponding to the inception date of UNA.AS

Returns

As of Feb 21, 2024, the 3 Brit stocks on euronext amsterdam returned 4.08% Year-To-Date and 9.13% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
3 Brit stocks on euronext amsterdam4.08%5.72%14.74%19.61%8.67%9.13%
REN.AS
Relx PLC
12.14%5.21%38.52%46.69%0.75%0.76%
SHELL.AS
Shell plc
-0.21%6.28%6.53%7.71%5.65%6.39%
UNA.AS
Unilever PLC
8.03%9.51%2.88%3.51%0.51%1.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.36%
20232.07%-1.49%1.73%-0.30%4.66%1.69%

Sharpe Ratio

The current 3 Brit stocks on euronext amsterdam Sharpe ratio is 1.47. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.47

The Sharpe ratio of 3 Brit stocks on euronext amsterdam lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
1.47
1.75
3 Brit stocks on euronext amsterdam
Benchmark (^GSPC)
Portfolio components

Dividend yield

3 Brit stocks on euronext amsterdam granted a 3.10% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
3 Brit stocks on euronext amsterdam3.10%3.19%3.18%3.06%3.87%3.93%4.00%3.72%4.12%4.53%3.74%3.94%
REN.AS
Relx PLC
1.61%1.80%2.34%1.93%2.58%2.21%2.55%2.26%2.56%2.57%2.65%3.04%
SHELL.AS
Shell plc
4.08%3.86%3.56%3.61%5.72%6.43%6.24%5.96%6.55%8.08%5.12%5.18%
UNA.AS
Unilever PLC
3.60%3.89%3.64%3.63%3.31%3.16%3.21%2.95%3.23%2.92%3.46%3.59%

Expense Ratio

The 3 Brit stocks on euronext amsterdam 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
REN.AS
Relx PLC
2.61
SHELL.AS
Shell plc
0.42
UNA.AS
Unilever PLC
0.17

Asset Correlations Table

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

UNA.ASSHELL.ASREN.AS
UNA.AS1.000.320.37
SHELL.AS0.321.000.39
REN.AS0.370.391.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.07%
-1.08%
3 Brit stocks on euronext amsterdam
Benchmark (^GSPC)
Portfolio components

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 48.80%, occurring on Mar 3, 2009. Recovery took 909 trading sessions.

The current 3 Brit stocks on euronext amsterdam drawdown is 0.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.8%Dec 31, 2007300Mar 3, 2009909Sep 13, 20121209
-45.47%Apr 7, 1998491Mar 13, 20001629Jul 28, 20062120
-38.5%Jun 26, 2019191Mar 23, 2020349Aug 3, 2021540
-20%Jul 4, 2014396Jan 20, 201662Apr 19, 2016458
-16.56%Aug 3, 1990239Aug 19, 199149Nov 6, 1991288

Volatility Chart

The current 3 Brit stocks on euronext amsterdam volatility is 3.70%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.70%
3.37%
3 Brit stocks on euronext amsterdam
Benchmark (^GSPC)
Portfolio components
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