UK LC High Beta
Asset Allocation
| Position | Category/Sector | 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% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in UK LC High Beta, 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
The earliest data available for this chart is May 1, 2018, corresponding to the inception date of NVT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| UK LC High Beta | 21.99% | 1.13% | 3.30% | 34.12% | 10.23% | N/A |
| Portfolio components: | ||||||
BCS Barclays PLC | 75.22% | 6.96% | 22.29% | 99.82% | 12.55% | 2.21% |
LYG Lloyds Banking Group plc | 21.63% | -11.58% | 2.33% | 38.42% | 3.46% | -0.76% |
NWG NatWest Group plc | 88.39% | 6.52% | 19.72% | 115.21% | 18.11% | 2.43% |
LYB LyondellBasell Industries N.V. | -8.68% | -10.70% | -14.48% | -8.70% | 3.23% | 6.54% |
PUK Prudential plc | -29.25% | -13.20% | -23.79% | -31.06% | -12.54% | -6.57% |
IHG InterContinental Hotels Group PLC | 36.18% | 8.66% | 23.38% | 64.83% | 16.66% | 14.10% |
PNR Pentair plc | 47.90% | 7.84% | 25.62% | 70.02% | 21.44% | 10.69% |
CNHI CNH Industrial N.V. | -2.10% | 0.00% | -3.29% | 16.91% | 2.92% | N/A |
NVT nVent Electric plc | 31.06% | 2.21% | -8.48% | 45.57% | 28.97% | N/A |
RTO Rentokil Initial PLC | -7.96% | 9.73% | -6.55% | -9.57% | -1.09% | 12.50% |
WPP WPP plc | 15.79% | 5.69% | 2.78% | 23.39% | 0.85% | -1.99% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.23% | 6.54% | 7.03% | -2.05% | 6.49% | -2.63% | 5.45% | -0.09% | 1.32% | -1.15% | 21.99% | ||
| 2023 | 15.54% | -1.37% | -3.72% | 3.88% | -5.83% | 6.23% | 3.84% | -3.49% | -4.36% | -11.44% | 8.79% | 8.46% | 14.21% |
| 2022 | -2.29% | -5.30% | -2.26% | -4.89% | 2.66% | -11.78% | 8.11% | -8.07% | -10.03% | 8.79% | 14.82% | -0.95% | -13.82% |
| 2021 | -5.68% | 15.46% | 6.77% | 2.16% | 6.40% | -4.94% | 1.29% | 3.24% | -1.36% | 5.48% | -6.98% | 5.94% | 28.80% |
| 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% | 6.08% | -11.69% | 7.57% | -1.79% | -7.07% | 7.32% | 6.57% | 3.68% | 5.73% | 32.97% |
| 2018 | 0.72% | -4.27% | 2.65% | -1.49% | -2.36% | -9.85% | -0.50% | -6.10% | -19.82% |
Expense Ratio
UK LC High Beta 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 UK LC High Beta is 33, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
BCS Barclays PLC | 3.34 | 3.90 | 1.52 | 2.79 | 24.74 |
LYG Lloyds Banking Group plc | 1.56 | 2.08 | 1.27 | 1.41 | 7.09 |
NWG NatWest Group plc | 4.25 | 4.85 | 1.63 | 4.01 | 34.01 |
LYB LyondellBasell Industries N.V. | -0.34 | -0.37 | 0.96 | -0.32 | -0.87 |
PUK Prudential plc | -0.86 | -1.16 | 0.87 | -0.45 | -1.43 |
IHG InterContinental Hotels Group PLC | 3.08 | 4.24 | 1.54 | 3.86 | 10.17 |
PNR Pentair plc | 3.02 | 3.81 | 1.50 | 3.98 | 18.01 |
CNHI CNH Industrial N.V. | 1.03 | 1.60 | 1.28 | 0.47 | 2.92 |
NVT nVent Electric plc | 1.46 | 1.95 | 1.27 | 1.76 | 4.29 |
RTO Rentokil Initial PLC | -0.14 | 0.10 | 1.02 | -0.14 | -0.43 |
WPP WPP plc | 1.15 | 1.66 | 1.21 | 0.67 | 4.32 |
Dividends
Dividend yield
UK LC High Beta provided a 3.46% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.46% | 3.67% | 4.27% | 1.83% | 3.05% | 7.04% | 3.19% | 2.19% | 3.85% | 2.15% | 2.60% | 1.60% |
| Portfolio components: | ||||||||||||
BCS Barclays PLC | 3.15% | 4.87% | 4.17% | 1.60% | 3.90% | 3.72% | 3.21% | 1.39% | 2.25% | 3.09% | 2.87% | 2.09% |
LYG Lloyds Banking Group plc | 5.38% | 5.27% | 4.95% | 2.71% | 5.35% | 5.05% | 6.64% | 4.29% | 5.03% | 2.13% | 0.00% | 0.00% |
NWG NatWest Group plc | 5.85% | 9.24% | 11.32% | 2.73% | 4.58% | 9.75% | 0.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LYB LyondellBasell Industries N.V. | 6.21% | 5.20% | 11.92% | 4.81% | 4.58% | 20.27% | 4.81% | 3.22% | 3.88% | 3.50% | 3.40% | 2.49% |
PUK Prudential plc | 2.71% | 1.72% | 1.28% | 0.91% | 1.70% | 17.08% | 3.72% | 2.21% | 3.48% | 2.56% | 2.53% | 2.06% |
IHG InterContinental Hotels Group PLC | 1.29% | 1.57% | 2.22% | 0.00% | 1.32% | 9.36% | 1.97% | 4.90% | 19.34% | 2.05% | 9.81% | 5.95% |
PNR Pentair plc | 0.87% | 1.21% | 1.87% | 1.10% | 1.43% | 1.57% | 2.17% | 1.95% | 2.39% | 2.58% | 1.66% | 1.24% |
CNHI CNH Industrial N.V. | 4.10% | 3.14% | 1.88% | 0.68% | 1.40% | 1.59% | 1.61% | 0.77% | 1.47% | 3.14% | 3.42% | 0.00% |
NVT nVent Electric plc | 0.99% | 1.18% | 1.82% | 1.84% | 3.01% | 2.74% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RTO Rentokil Initial PLC | 2.25% | 1.73% | 1.40% | 1.30% | 0.61% | 1.03% | 1.28% | 1.02% | 1.56% | 1.72% | 2.14% | 1.73% |
WPP WPP plc | 5.25% | 5.20% | 4.17% | 2.44% | 5.66% | 5.34% | 7.25% | 4.32% | 2.99% | 2.86% | 2.80% | 2.01% |
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 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 2.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.52% | Dec 17, 2019 | 66 | Mar 23, 2020 | 200 | Jan 6, 2021 | 266 |
| -33.3% | Jan 14, 2022 | 187 | Oct 12, 2022 | 347 | Mar 1, 2024 | 534 |
| -28.06% | May 23, 2018 | 149 | Dec 24, 2018 | 246 | Dec 16, 2019 | 395 |
| -12.29% | Jun 3, 2021 | 32 | Jul 19, 2021 | 17 | Aug 11, 2021 | 49 |
| -9.6% | Jan 13, 2021 | 12 | Jan 29, 2021 | 11 | Feb 16, 2021 | 23 |
Volatility
Volatility Chart
The current UK LC High Beta volatility is 5.11%, 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
| RTO | PNR | IHG | LYB | NVT | CNHI | WPP | PUK | LYG | NWG | BCS | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| RTO | 1.00 | 0.31 | 0.34 | 0.23 | 0.30 | 0.29 | 0.31 | 0.36 | 0.24 | 0.25 | 0.26 |
| PNR | 0.31 | 1.00 | 0.47 | 0.54 | 0.61 | 0.51 | 0.46 | 0.47 | 0.43 | 0.43 | 0.44 |
| IHG | 0.34 | 0.47 | 1.00 | 0.47 | 0.49 | 0.48 | 0.56 | 0.55 | 0.49 | 0.49 | 0.53 |
| LYB | 0.23 | 0.54 | 0.47 | 1.00 | 0.56 | 0.58 | 0.49 | 0.50 | 0.48 | 0.49 | 0.53 |
| NVT | 0.30 | 0.61 | 0.49 | 0.56 | 1.00 | 0.53 | 0.51 | 0.49 | 0.46 | 0.47 | 0.49 |
| CNHI | 0.29 | 0.51 | 0.48 | 0.58 | 0.53 | 1.00 | 0.52 | 0.53 | 0.49 | 0.50 | 0.52 |
| WPP | 0.31 | 0.46 | 0.56 | 0.49 | 0.51 | 0.52 | 1.00 | 0.60 | 0.56 | 0.57 | 0.60 |
| PUK | 0.36 | 0.47 | 0.55 | 0.50 | 0.49 | 0.53 | 0.60 | 1.00 | 0.58 | 0.60 | 0.64 |
| LYG | 0.24 | 0.43 | 0.49 | 0.48 | 0.46 | 0.49 | 0.56 | 0.58 | 1.00 | 0.81 | 0.79 |
| NWG | 0.25 | 0.43 | 0.49 | 0.49 | 0.47 | 0.50 | 0.57 | 0.60 | 0.81 | 1.00 | 0.80 |
| BCS | 0.26 | 0.44 | 0.53 | 0.53 | 0.49 | 0.52 | 0.60 | 0.64 | 0.79 | 0.80 | 1.00 |