UK LC High Beta

Asset Allocation

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

Benchmark

S&P 500 Index

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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 Every 3 months.

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Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.19%	-0.76%	7.25%	8.73%	18.21%	17.95%	11.30%	13.09%	8.08%
Portfolio UK LC High Beta	-0.57%	-0.09%	6.81%	12.57%	24.72%	18.16%	12.97%	—	10.34%
Portfolio components:
BCS Barclays PLC	-2.08%	3.53%	5.34%	8.32%	47.20%	52.81%	28.43%	16.52%	7.91%
CNH CNH Industrial NV	-2.91%	-1.24%	-4.49%	13.12%	-19.52%	-10.34%	-6.41%	6.28%	0.21%
IHG InterContinental Hotels Group PLC	-1.06%	-8.55%	13.35%	12.04%	35.43%	30.86%	21.00%	16.75%	20.92%
LYB LyondellBasell Industries N.V.	2.64%	1.10%	22.00%	43.44%	3.50%	-6.89%	-2.47%	5.20%	13.97%
LYG Lloyds Banking Group plc	-1.34%	6.14%	9.73%	13.66%	46.32%	43.14%	24.82%	12.22%	-0.85%
NVT nVent Electric plc	-0.09%	-12.56%	38.04%	52.30%	104.99%	44.00%	40.30%	—	29.94%
NWG NatWest Group plc	-1.34%	5.43%	5.25%	5.37%	40.87%	49.46%	34.45%	19.52%	-5.82%
PNR Pentair plc	-0.53%	-16.42%	-41.78%	-40.02%	-40.98%	-1.16%	-0.90%	5.59%	9.63%
PUK Prudential plc	-0.07%	5.52%	-10.71%	-7.96%	16.89%	3.76%	-2.76%	2.03%	3.95%
RTO Rentokil Initial PLC	-0.92%	5.72%	-3.36%	3.47%	29.32%	-7.93%	-2.02%	9.67%	4.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 1, 2018, UK LC High Beta's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +22.8%, while the worst month was Mar 2020 at -31.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, UK LC High Beta closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -17.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.09%	-0.53%	-1.49%	6.63%	-0.23%	1.29%	0.50%						12.57%
2025	4.25%	2.43%	-3.18%	0.64%	8.21%	2.56%	-0.54%	2.36%	1.12%	0.74%	2.70%	3.02%	26.70%
2024	-2.23%	6.53%	7.03%	-2.05%	5.83%	-2.99%	5.92%	-0.35%	1.96%	-1.05%	5.19%	-4.84%	19.48%
2023	15.54%	-1.37%	-3.71%	3.88%	-5.83%	6.22%	3.84%	-3.47%	-4.36%	-11.43%	8.79%	8.46%	14.24%
2022	-2.29%	-5.30%	-2.25%	-4.87%	2.66%	-11.77%	8.11%	-7.99%	-10.04%	8.80%	14.82%	-0.95%	-13.70%
2021	-5.68%	15.57%	6.69%	2.15%	6.40%	-4.94%	1.29%	3.25%	-1.09%	5.48%	-6.98%	5.94%	29.18%

Benchmark Metrics

UK LC High Beta has an annualized alpha of -2.24%, beta of 1.09, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 01, 2018.

This portfolio participated in 118.85% of S&P 500 Index downside but only 107.79% of its upside - more exposed to losses than it benefited from rallies.
This portfolio had an annualized alpha of -2.24% versus S&P 500 Index - delivering less than market exposure alone would predict.
With beta of 1.09 and R2 of 0.61, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: -2.24%

Beta: 1.09

R²: 0.61

Upside Capture: 107.79%

Downside Capture: 118.85%

See how alpha, beta & R² have trended over time →

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.

Return for Risk

Risk / Return Rank

UK LC High Beta ranks 40 for risk / return — below 40% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for UK LC High Beta and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.32	1.45	-0.13
Sortino ratioReturn per unit of downside risk	1.94	2.03	-0.08
Omega ratioGain probability vs. loss probability	1.23	1.26	-0.03
Calmar ratioReturn relative to maximum drawdown	2.69	2.01	+0.68
Martin ratioReturn relative to average drawdown	8.58	8.68	-0.10

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BCS Barclays PLC	82	1.59	2.22	1.27	1.81	5.11
CNH CNH Industrial NV	22	-0.53	-0.62	0.93	-0.63	-0.98
IHG InterContinental Hotels Group PLC	84	1.39	2.19	1.24	2.73	7.98
LYB LyondellBasell Industries N.V.	47	0.08	0.44	1.05	0.10	0.16
LYG Lloyds Banking Group plc	83	1.63	2.28	1.28	2.05	5.50
NVT nVent Electric plc	94	2.41	2.91	1.38	6.05	16.98
NWG NatWest Group plc	78	1.31	1.93	1.23	1.71	4.25
PNR Pentair plc	3	-1.29	-1.75	0.75	-0.93	-2.21
PUK Prudential plc	62	0.61	0.99	1.12	0.69	1.91
RTO Rentokil Initial PLC	75	0.97	1.67	1.20	1.65	4.07

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current UK LC High Beta Sharpe ratio is 1.32 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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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Dividends

Dividend yield

UK LC High Beta provided a 2.74% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.74%	3.61%	3.39%	3.68%	4.31%	2.17%	2.26%	6.71%	3.21%	2.85%	5.02%	2.16%
Portfolio components:
BCS Barclays PLC	1.71%	1.70%	3.13%	4.86%	4.18%	1.61%	3.91%	3.68%	3.21%	1.37%	2.26%	2.95%
CNH CNH Industrial NV	0.97%	2.71%	4.15%	3.25%	1.88%	0.68%	0.00%	1.85%	1.87%	1.64%	1.50%	2.92%
IHG InterContinental Hotels Group PLC	1.18%	1.23%	1.26%	1.57%	2.22%	0.00%	0.00%	5.52%	1.97%	8.04%	30.47%	2.72%
LYB LyondellBasell Industries N.V.	6.78%	12.59%	7.10%	5.20%	11.92%	4.81%	4.58%	20.27%	4.81%	3.22%	3.88%	3.50%
LYG Lloyds Banking Group plc	3.39%	3.19%	5.44%	5.23%	4.92%	2.70%	0.00%	5.04%	6.63%	6.81%	5.17%	2.11%
NVT nVent Electric plc	0.40%	0.78%	1.12%	1.18%	1.82%	1.84%	3.01%	2.74%	1.56%	0.00%	0.00%	0.00%
NWG NatWest Group plc	4.96%	3.69%	4.36%	9.42%	11.57%	2.74%	4.59%	9.75%	0.91%	0.00%	0.00%	0.00%
PNR Pentair plc	1.27%	0.96%	0.91%	1.21%	1.87%	1.10%	1.43%	1.57%	2.17%	1.95%	2.39%	2.58%
PUK Prudential plc	1.88%	1.54%	2.64%	1.72%	1.28%	4.60%	1.70%	17.06%	3.71%	2.33%	3.50%	2.62%
RTO Rentokil Initial PLC	2.28%	2.23%	2.28%	1.73%	1.38%	1.30%	0.00%	0.87%	1.14%	1.69%	2.99%	1.54%

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 204 trading sessions.

The current UK LC High Beta drawdown is 1.61%.

Drawdown	Fall	Recovery	Underwater	Related event
-53.52%Mar 2020	3mo 7d	9mo 25d	1y 27dDec 2019 - Jan 2021	COVID crash2020
-33.22%Oct 2022	9mo 1d	1y 4mo	2y 1moJan 2022 - Mar 2024	Bear market2022
-28.01%Dec 2018	7mo 5d	11mo 27d	1y 6moMay 2018 - Dec 2019	Rate-hike selloffLate 2018
-18.61%Apr 2025	1mo 18d	1mo 4d	2mo 22dFeb 2025 - May 2025	2025 selloff2025
-12.29%Jul 2021	1mo 16d	23d	2mo 9dJun 2021 - Aug 2021	—

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.83	1.61	1.47	1.36

The portfolio has a diversification ratio of 1.36, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

UK LC High Beta correlation to the S&P 500 Index

UK LC High Beta has a 0.65 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since May 1, 2018	0.70

Benchmark Correlations

Correlation vs. S&P 500 Index. PNR has the highest benchmark correlation at 0.63, while RTO has the lowest at 0.41.

0.41

0.45

0.48

0.49

0.49

0.52

0.53

0.55

0.56

0.62

Portfolio Correlations

Correlation vs. UK LC High Beta. BCS has the highest portfolio correlation at 0.81, while RTO has the lowest at 0.47.

0.47

0.64

0.67

0.67

0.69

0.69

0.72

0.75

0.77

0.78

Asset Correlations Table

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

	RTO	LYB	NVT	IHG	WPP	PNR	CNH	LYG	PUK	NWG	BCS
RTO	1.00	0.22	0.26	0.33	0.31	0.33	0.31	0.26	0.36	0.26	0.27
LYB	0.22	1.00	0.44	0.39	0.43	0.46	0.53	0.38	0.43	0.39	0.43
NVT	0.26	0.44	1.00	0.44	0.41	0.56	0.50	0.44	0.46	0.45	0.49
IHG	0.33	0.39	0.44	1.00	0.48	0.48	0.48	0.46	0.51	0.46	0.50
WPP	0.31	0.43	0.41	0.48	1.00	0.43	0.46	0.49	0.54	0.50	0.53
PNR	0.33	0.46	0.56	0.48	0.43	1.00	0.51	0.41	0.45	0.41	0.44
CNH	0.31	0.53	0.50	0.48	0.46	0.51	1.00	0.46	0.52	0.47	0.50
LYG	0.26	0.38	0.44	0.46	0.49	0.41	0.46	1.00	0.58	0.81	0.79
PUK	0.36	0.43	0.46	0.51	0.54	0.45	0.52	0.58	1.00	0.59	0.63
NWG	0.26	0.39	0.45	0.46	0.50	0.41	0.47	0.81	0.59	1.00	0.81
BCS	0.27	0.43	0.49	0.50	0.53	0.44	0.50	0.79	0.63	0.81	1.00

The correlation results are calculated based on daily price changes starting from May 1, 2018

Diversification Analysis

Find what UK LC High Beta is missing

See which holdings overlap, where UK LC High Beta is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification