3 Brit stocks on euronext amsterdam
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% |
Performance
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.
The earliest data available for this chart is Jul 9, 1990, corresponding to the inception date of UNA.AS
Returns By Period
As of Feb 5, 2025, the 3 Brit stocks on euronext amsterdam returned 4.78% Year-To-Date and 9.71% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| 3 Brit stocks on euronext amsterdam | 6.75% | 4.86% | 3.19% | 14.97% | 11.05% | 8.54% |
| Portfolio components: | ||||||
REN.AS Relx PLC | 8.98% | 8.71% | 12.43% | 21.41% | 14.98% | 14.26% |
SHELL.AS Shell plc | 5.40% | 1.90% | -3.48% | 9.09% | 8.89% | 5.29% |
UNA.AS Unilever PLC | -0.05% | 0.20% | -5.17% | 19.52% | 2.50% | 6.37% |
Monthly Returns
The table below presents the monthly returns of 3 Brit stocks on euronext amsterdam, 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 | 8.48% | 6.75% | |||||||||||
| 2024 | -0.43% | 3.04% | 2.93% | 2.16% | 3.48% | 2.52% | 2.43% | -1.27% | -3.17% | 0.07% | -0.39% | -4.07% | 7.17% |
| 2023 | 4.59% | 3.63% | -0.63% | 6.42% | -7.66% | 7.03% | 1.67% | -0.15% | 3.68% | 1.47% | 5.01% | 1.44% | 28.89% |
| 2022 | 4.27% | 2.64% | 2.87% | -1.57% | 4.35% | -9.96% | 4.99% | -3.83% | -5.81% | 9.48% | 6.15% | -2.42% | 9.81% |
| 2021 | 2.50% | 1.84% | 1.45% | 1.00% | 1.23% | 3.11% | 5.19% | 0.24% | 4.13% | 4.32% | -3.95% | 4.28% | 28.06% |
| 2020 | -3.98% | -13.97% | -12.69% | 0.03% | -1.86% | 1.62% | -6.05% | 3.01% | -6.78% | -5.90% | 24.66% | 4.11% | -20.72% |
| 2019 | 5.45% | 2.67% | -1.38% | 3.66% | 0.28% | 4.33% | -2.94% | -5.51% | 2.91% | -0.30% | 0.39% | 2.57% | 12.22% |
| 2018 | 2.34% | -7.61% | 0.28% | 8.03% | 0.93% | -0.57% | -0.16% | -1.76% | 1.83% | -6.58% | -0.60% | -2.05% | -6.62% |
| 2017 | -0.65% | 0.64% | 2.81% | 2.02% | 6.83% | -1.86% | 5.06% | -0.21% | 5.98% | 4.26% | 2.38% | 2.73% | 33.94% |
| 2016 | -3.64% | 4.24% | 5.63% | 4.30% | -2.14% | 7.26% | -1.94% | -2.43% | 1.35% | -2.61% | 0.57% | 6.23% | 17.20% |
| 2015 | -5.04% | 6.53% | -6.08% | 4.35% | -3.28% | -4.28% | 4.02% | -7.66% | -4.06% | 9.00% | -1.76% | -5.59% | -14.49% |
| 2014 | -3.12% | 6.87% | -0.12% | 5.41% | 2.68% | 4.40% | -0.91% | -0.21% | -3.98% | -4.70% | -1.44% | -0.84% | 3.33% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 3 Brit stocks on euronext amsterdam is 28, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
REN.AS Relx PLC | 1.23 | 1.75 | 1.22 | 2.36 | 5.77 |
SHELL.AS Shell plc | 0.47 | 0.73 | 1.09 | 0.49 | 1.16 |
UNA.AS Unilever PLC | 0.95 | 1.63 | 1.19 | 0.23 | 2.42 |
Dividends
Dividend yield
3 Brit stocks on euronext amsterdam provided a 2.93% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.93% | 3.09% | 3.27% | 3.33% | 3.16% | 3.98% | 4.04% | 4.12% | 3.85% | 4.33% | 4.85% | 3.95% |
| Portfolio components: | ||||||||||||
REN.AS Relx PLC | 1.72% | 1.89% | 2.06% | 2.78% | 2.24% | 2.92% | 2.53% | 2.91% | 2.63% | 3.22% | 3.56% | 3.25% |
SHELL.AS Shell plc | 3.95% | 4.21% | 3.86% | 3.56% | 3.61% | 5.72% | 6.43% | 6.24% | 5.96% | 6.55% | 8.08% | 5.12% |
UNA.AS Unilever PLC | 3.13% | 3.16% | 3.89% | 3.64% | 3.63% | 3.31% | 3.16% | 3.21% | 2.95% | 3.23% | 2.92% | 3.46% |
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 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 51.75%, occurring on Mar 3, 2009. Recovery took 905 trading sessions.
The current 3 Brit stocks on euronext amsterdam drawdown is 4.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.75% | May 22, 2008 | 201 | Mar 3, 2009 | 905 | Sep 7, 2012 | 1106 |
| -48.62% | Jun 25, 2019 | 189 | Mar 18, 2020 | 468 | Jan 12, 2022 | 657 |
| -46.27% | Apr 7, 1998 | 1252 | Mar 12, 2003 | 1107 | Jul 6, 2007 | 2359 |
| -36.85% | Jul 3, 2014 | 397 | Jan 20, 2016 | 390 | Jul 27, 2017 | 787 |
| -20.21% | Nov 1, 2007 | 68 | Feb 7, 2008 | 71 | May 21, 2008 | 139 |
Volatility
Volatility Chart
The current 3 Brit stocks on euronext amsterdam volatility is 3.96%, 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
| UNA.AS | SHELL.AS | REN.AS | |
|---|---|---|---|
| UNA.AS | 1.00 | 0.31 | 0.37 |
| SHELL.AS | 0.31 | 1.00 | 0.38 |
| REN.AS | 0.37 | 0.38 | 1.00 |