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.
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The earliest data available for this chart is Dec 4, 2020, corresponding to the inception date of UNA.AS
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 3 Brit stocks on euronext amsterdam | 0.67% | -2.82% | -1.40% | -0.97% | -2.52% | 10.95% | 12.70% | — |
| Portfolio components: | ||||||||
REN.AS Relx PLC | 0.65% | -3.24% | -17.69% | -27.99% | -32.78% | 3.25% | 7.77% | 9.10% |
SHELL.AS Shell plc | 2.27% | 12.84% | 27.94% | 32.60% | 34.47% | 20.71% | 23.56% | 12.33% |
UNA.AS Unilever PLC | -0.99% | -19.26% | -14.64% | -5.96% | -6.06% | 5.17% | 3.50% | — |
Monthly Returns
Based on dividend-adjusted daily data since Dec 7, 2020, 3 Brit stocks on euronext amsterdam's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was Oct 2022 with a return of +7.5%, while the worst month was Jun 2022 at -8.2%. 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 Apr 10, 2025 with a return of +4.9%, while the worst single day was Apr 7, 2025 at -6.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.73% | 5.77% | -4.80% | -0.36% | -1.40% | ||||||||
| 2025 | 5.97% | -1.23% | 6.75% | 1.16% | 1.42% | 0.72% | -2.15% | 0.71% | -2.12% | -0.40% | -2.75% | 2.79% | 10.89% |
| 2024 | 0.38% | 2.66% | 2.50% | 2.06% | 4.51% | 2.16% | 5.23% | 1.01% | -1.55% | -1.65% | -0.62% | -4.32% | 12.63% |
| 2023 | 3.78% | 2.24% | 1.53% | 6.53% | -7.96% | 6.11% | 2.11% | -1.48% | 1.74% | -0.35% | 4.70% | 1.70% | 21.75% |
| 2022 | 1.51% | 1.75% | -0.52% | -0.31% | 3.54% | -8.22% | 6.18% | -5.11% | -4.93% | 7.53% | 7.15% | -1.45% | 5.89% |
| 2021 | 0.69% | -1.31% | 3.09% | 2.23% | 1.74% | 1.61% | 3.55% | -0.39% | 1.87% | 3.00% | -3.45% | 4.31% | 18.02% |
Benchmark Metrics
3 Brit stocks on euronext amsterdam has an annualized alpha of 8.99%, beta of 0.26, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since December 07, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (40.89%) than losses (14.65%) — typical of diversified or defensive assets.
- Beta of 0.26 may look defensive, but with R² of 0.08 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 0.08 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
- 8.99%
- Beta
- 0.26
- R²
- 0.08
- Upside Capture
- 40.89%
- Downside Capture
- 14.65%
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 7 for risk / return — in the bottom 7% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.15 | 0.88 | -1.03 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.37 | -1.45 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.39 | -0.43 |
Martin ratioReturn relative to average drawdown | 2.08 | 6.43 | -4.36 |
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 | |
|---|---|---|---|---|---|---|
REN.AS Relx PLC | 12 | -1.01 | -1.35 | 0.81 | -0.48 | -1.03 |
SHELL.AS Shell plc | 85 | 1.48 | 1.87 | 1.29 | 6.20 | 23.25 |
UNA.AS Unilever PLC | 30 | -0.28 | -0.25 | 0.97 | -0.03 | -0.14 |
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Dividends
Dividend yield
3 Brit stocks on euronext amsterdam provided a 3.27% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.27% | 3.28% | 3.10% | 3.31% | 3.31% | 3.19% | 2.76% | 2.88% | 2.93% | 2.75% | 3.03% | 3.28% |
| Portfolio components: | ||||||||||||
REN.AS Relx PLC | 2.59% | 2.17% | 1.61% | 1.78% | 2.35% | 1.94% | 2.58% | 2.21% | 2.55% | 2.28% | 2.55% | 1.77% |
SHELL.AS Shell plc | 3.07% | 4.01% | 4.18% | 3.84% | 3.56% | 3.61% | 5.72% | 6.43% | 6.24% | 5.96% | 6.55% | 8.08% |
UNA.AS Unilever PLC | 4.15% | 3.66% | 3.50% | 4.31% | 4.03% | 4.02% | 0.00% | 0.00% | 0.00% | 0.00% | 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 15.85%, occurring on Sep 26, 2022. Recovery took 47 trading sessions.
The current 3 Brit stocks on euronext amsterdam drawdown is 6.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.85% | Feb 8, 2022 | 163 | Sep 26, 2022 | 47 | Nov 30, 2022 | 210 |
| -12.53% | Apr 4, 2025 | 4 | Apr 9, 2025 | 14 | May 2, 2025 | 18 |
| -9.94% | Sep 25, 2024 | 64 | Dec 23, 2024 | 60 | Mar 20, 2025 | 124 |
| -9.82% | Jul 11, 2025 | 145 | Feb 3, 2026 | — | — | — |
| -7.96% | May 2, 2023 | 22 | May 31, 2023 | 41 | Jul 27, 2023 | 63 |
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SHELL.AS | UNA.AS | REN.AS | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.20 | 0.16 | 0.33 | 0.31 |
| SHELL.AS | 0.20 | 1.00 | 0.13 | 0.16 | 0.67 |
| UNA.AS | 0.16 | 0.13 | 1.00 | 0.42 | 0.63 |
| REN.AS | 0.33 | 0.16 | 0.42 | 1.00 | 0.68 |
| Portfolio | 0.31 | 0.67 | 0.63 | 0.68 | 1.00 |