UK LC High Beta

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

UK LC High Beta

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BCS Barclays PLC	Financial Services	9.09%
CNHI CNH Industrial N.V.	Industrials	9.09%
IHG InterContinental Hotels Group PLC	Consumer Cyclical	9.09%
LYB LyondellBasell Industries N.V.	Basic Materials	9.09%
LYG Lloyds Banking Group plc	Financial Services	9.09%
NVT nVent Electric plc	Industrials	9.09%
NWG NatWest Group plc	Financial Services	9.09%
PNR Pentair plc	Industrials	9.09%
PUK Prudential plc	Financial Services	9.09%
RTO Rentokil Initial PLC	Industrials	9.09%
WPP WPP plc	Communication Services	9.09%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 1, 2018, corresponding to the inception date of NVT

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
UK LC High Beta	11.41%	5.21%	7.04%	14.48%	17.65%	N/A
Portfolio components:
BCS Barclays PLC	36.55%	9.72%	34.62%	61.92%	27.31%	4.02%
LYG Lloyds Banking Group plc	59.41%	12.27%	60.59%	56.79%	25.93%	2.39%
NWG NatWest Group plc	45.47%	10.00%	43.08%	82.34%	41.85%	7.71%
LYB LyondellBasell Industries N.V.	-22.60%	-3.24%	-29.90%	-39.61%	1.70%	1.32%
PUK Prudential plc	45.45%	4.63%	41.80%	21.11%	-2.95%	-3.61%
IHG InterContinental Hotels Group PLC	-6.25%	2.09%	-7.24%	15.94%	18.62%	13.02%
PNR Pentair plc	-0.91%	6.31%	-8.50%	23.18%	21.32%	10.64%
CNHI CNH Industrial N.V.	0.00%	0.00%	0.00%	0.00%	11.99%	N/A
NVT nVent Electric plc	-2.84%	10.37%	-15.43%	-18.21%	29.89%	N/A
RTO Rentokil Initial PLC	-4.52%	-0.34%	-5.34%	-9.79%	-4.44%	9.13%
WPP WPP plc	-21.38%	3.22%	-26.08%	-18.47%	3.84%	-6.10%

*Annualized

Monthly Returns

The table below presents the monthly returns of UK LC High Beta, 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	3.00%	2.46%	-2.75%	1.17%	7.31%	0.00%							11.41%
2024	-2.23%	6.53%	7.03%	-2.05%	6.49%	-2.63%	5.45%	-0.09%	1.32%	-1.15%	4.09%	-3.92%	19.49%
2023	15.54%	-1.37%	-3.72%	3.88%	-5.83%	6.23%	3.84%	-3.47%	-4.36%	-11.44%	8.79%	8.46%	14.23%
2022	-2.29%	-5.30%	-2.25%	-4.87%	2.66%	-11.78%	8.11%	-8.71%	-9.38%	8.79%	14.82%	-0.95%	-13.78%
2021	-5.68%	15.46%	6.79%	2.15%	6.40%	-4.94%	1.29%	3.25%	-1.36%	5.48%	-6.98%	5.94%	28.82%
2020	-8.66%	-9.06%	-30.99%	14.28%	1.49%	4.85%	-1.84%	9.90%	-5.56%	2.85%	22.81%	9.42%	-1.85%
2019	11.65%	5.71%	-2.29%	6.09%	-11.69%	7.57%	-1.79%	-7.07%	7.32%	6.57%	3.68%	5.73%	32.98%
2018					0.72%	-4.27%	2.65%	-1.48%	-2.36%	-9.85%	-0.50%	-6.10%	-19.81%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

UK LC High Beta 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of UK LC High Beta is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BCS Barclays PLC	1.74	2.37	1.32	3.08	13.92
LYG Lloyds Banking Group plc	1.80	2.48	1.33	3.02	7.66
NWG NatWest Group plc	2.51	3.08	1.43	6.19	21.73
LYB LyondellBasell Industries N.V.	-1.27	-1.79	0.77	-0.82	-1.80
PUK Prudential plc	0.62	1.10	1.14	0.33	1.84
IHG InterContinental Hotels Group PLC	0.67	1.30	1.17	0.70	1.94
PNR Pentair plc	0.75	1.48	1.19	0.92	2.67
CNHI CNH Industrial N.V.	—	—	—	0.00	—
NVT nVent Electric plc	-0.40	-0.33	0.95	-0.42	-0.97
RTO Rentokil Initial PLC	-0.24	0.08	1.01	-0.12	-0.26
WPP WPP plc	-0.60	-0.55	0.92	-0.30	-0.92

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.

UK LC High Beta Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.67
5-Year: 0.72
All Time: 0.30

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 0.59 to 1.12, 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 UK LC High Beta compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

UK LC High Beta provided a 3.34% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.34%	3.43%	3.67%	4.26%	1.83%	3.05%	7.05%	3.19%	2.19%	3.86%	2.15%	2.60%
Portfolio components:
BCS Barclays PLC	2.37%	3.13%	4.87%	4.17%	1.60%	3.90%	3.72%	3.21%	1.39%	2.25%	3.09%	2.87%
LYG Lloyds Banking Group plc	3.78%	5.44%	5.27%	4.95%	2.71%	5.35%	5.05%	6.64%	4.29%	5.03%	2.13%	0.00%
NWG NatWest Group plc	3.80%	4.37%	9.24%	11.32%	2.73%	4.58%	9.76%	0.91%	0.00%	0.00%	0.00%	0.00%
LYB LyondellBasell Industries N.V.	11.91%	7.10%	5.20%	11.92%	4.81%	4.58%	20.27%	4.81%	3.22%	3.88%	3.50%	3.40%
PUK Prudential plc	2.03%	2.64%	1.72%	1.28%	0.91%	1.70%	17.09%	3.71%	2.21%	3.50%	2.54%	2.53%
IHG InterContinental Hotels Group PLC	1.45%	1.26%	1.57%	2.22%	0.00%	1.32%	9.36%	1.97%	4.90%	19.37%	2.05%	9.82%
PNR Pentair plc	0.97%	0.91%	1.21%	1.87%	1.10%	1.43%	1.57%	2.17%	1.95%	2.39%	2.58%	1.66%
CNHI CNH Industrial N.V.	0.00%	4.10%	3.14%	1.88%	0.68%	1.40%	1.59%	1.61%	0.77%	1.47%	3.14%	3.42%
NVT nVent Electric plc	1.19%	1.12%	1.18%	1.82%	1.84%	3.01%	2.74%	1.56%	0.00%	0.00%	0.00%	0.00%
RTO Rentokil Initial PLC	2.46%	2.29%	1.73%	1.40%	1.30%	0.61%	1.03%	1.28%	1.02%	1.56%	1.72%	2.14%
WPP WPP plc	6.78%	5.33%	5.20%	4.06%	2.43%	5.66%	5.34%	7.25%	4.32%	2.99%	2.86%	2.80%

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 UK LC High Beta. 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 UK LC High Beta was 53.52%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current UK LC High Beta drawdown is 0.93%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-53.52%	Dec 17, 2019	66	Mar 23, 2020	200	Jan 6, 2021	266
-33.27%	Jan 14, 2022	187	Oct 12, 2022	347	Mar 1, 2024	534
-28.05%	May 23, 2018	149	Dec 24, 2018	246	Dec 16, 2019	395
-16.61%	Feb 19, 2025	35	Apr 8, 2025	22	May 9, 2025	57
-12.29%	Jun 3, 2021	32	Jul 19, 2021	17	Aug 11, 2021	49

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 11 assets, with an effective number of assets of 11.00, 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.

	^GSPC	RTO	CNHI	LYB	PNR	IHG	NVT	WPP	LYG	PUK	NWG	BCS	Portfolio
^GSPC	1.00	0.42	0.53	0.52	0.66	0.58	0.63	0.53	0.48	0.56	0.48	0.51	0.71
RTO	0.42	1.00	0.28	0.24	0.31	0.33	0.29	0.31	0.25	0.36	0.25	0.26	0.46
CNHI	0.53	0.28	1.00	0.56	0.49	0.46	0.50	0.49	0.46	0.50	0.48	0.49	0.70
LYB	0.52	0.24	0.56	1.00	0.53	0.46	0.53	0.48	0.46	0.50	0.47	0.51	0.70
PNR	0.66	0.31	0.49	0.53	1.00	0.47	0.61	0.46	0.42	0.46	0.43	0.45	0.68
IHG	0.58	0.33	0.46	0.46	0.47	1.00	0.49	0.54	0.49	0.54	0.48	0.53	0.69
NVT	0.63	0.29	0.50	0.53	0.61	0.49	1.00	0.50	0.45	0.47	0.47	0.50	0.71
WPP	0.53	0.31	0.49	0.48	0.46	0.54	0.50	1.00	0.54	0.59	0.55	0.58	0.74
LYG	0.48	0.25	0.46	0.46	0.42	0.49	0.45	0.54	1.00	0.58	0.80	0.78	0.78
PUK	0.56	0.36	0.50	0.50	0.46	0.54	0.47	0.59	0.58	1.00	0.59	0.63	0.76
NWG	0.48	0.25	0.48	0.47	0.43	0.48	0.47	0.55	0.80	0.59	1.00	0.80	0.79
BCS	0.51	0.26	0.49	0.51	0.45	0.53	0.50	0.58	0.78	0.63	0.80	1.00	0.82
Portfolio	0.71	0.46	0.70	0.70	0.68	0.69	0.71	0.74	0.78	0.76	0.79	0.82	1.00

The correlation results are calculated based on daily price changes starting from May 2, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

UK LC High Beta

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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