PortfoliosLab logo
UK LC High Beta
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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.


40.00%60.00%80.00%100.00%120.00%140.00%NovemberDecember2025FebruaryMarchApril
59.86%
108.12%
UK LC High Beta
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
UK LC High Beta-0.94%-0.44%-1.38%7.47%19.75%N/A
BCS
Barclays PLC
21.15%-1.49%27.89%57.39%33.39%3.07%
LYG
Lloyds Banking Group plc
49.19%5.68%37.56%64.19%27.78%2.97%
NWG
NatWest Group plc
30.82%6.90%40.19%83.53%44.51%6.23%
LYB
LyondellBasell Industries N.V.
-18.56%-16.35%-29.74%-36.62%10.06%1.48%
PUK
Prudential plc
36.47%1.51%30.65%20.83%-1.37%-4.44%
IHG
InterContinental Hotels Group PLC
-14.04%-3.41%-3.97%7.19%22.14%11.76%
PNR
Pentair plc
-10.08%0.17%-8.55%14.86%25.02%9.85%
CNHI
CNH Industrial N.V.
0.00%0.00%0.00%4.79%15.01%N/A
NVT
nVent Electric plc
-19.08%-1.45%-24.79%-25.53%28.07%N/A
RTO
Rentokil Initial PLC
-7.49%2.28%-5.21%-9.54%-2.31%10.00%
WPP
WPP plc
-27.86%-5.62%-30.12%-21.86%6.86%-6.96%
*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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.73%0.39%-5.73%1.88%-0.94%
2024-1.14%7.99%7.61%-3.03%6.81%-2.54%4.30%-0.71%1.43%0.36%5.28%-5.36%21.81%
202313.63%-0.28%-2.68%3.02%-4.51%7.15%4.13%-1.81%-4.73%-12.21%9.07%8.93%18.11%
2022-4.53%-4.90%-1.36%-4.03%2.07%-12.35%8.78%-8.20%-9.28%10.12%13.48%-1.81%-14.53%
2021-4.86%13.42%6.19%2.07%6.10%-4.43%2.23%3.19%-1.91%5.00%-5.74%5.51%28.15%
2020-8.28%-8.53%-30.34%15.14%2.27%4.10%0.29%8.72%-4.77%1.45%18.84%8.36%-2.81%
201911.56%5.83%-2.06%5.56%-11.85%7.51%-1.42%-7.03%7.23%5.83%3.53%5.42%31.30%
20180.72%-4.22%2.58%-1.35%-2.49%-9.93%-0.30%-6.13%-19.75%

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 24, meaning it’s performing worse than 76% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of UK LC High Beta is 2424
Overall Rank
The Sharpe Ratio Rank of UK LC High Beta is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of UK LC High Beta is 2222
Sortino Ratio Rank
The Omega Ratio Rank of UK LC High Beta is 2020
Omega Ratio Rank
The Calmar Ratio Rank of UK LC High Beta is 2727
Calmar Ratio Rank
The Martin Ratio Rank of UK LC High Beta is 2828
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.35, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.35
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.66, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.66
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.09, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.09
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.41, compared to the broader market0.002.004.006.00
Portfolio: 0.41
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.63
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BCS
Barclays PLC
1.862.381.323.1114.07
LYG
Lloyds Banking Group plc
1.962.551.343.067.79
NWG
NatWest Group plc
2.573.041.426.1220.62
LYB
LyondellBasell Industries N.V.
-1.24-1.800.76-0.80-2.11
PUK
Prudential plc
0.490.911.110.271.07
IHG
InterContinental Hotels Group PLC
0.330.621.080.270.83
PNR
Pentair plc
0.520.961.130.531.58
CNHI
CNH Industrial N.V.
0.370.641.250.080.93
NVT
nVent Electric plc
-0.51-0.460.94-0.50-1.11
RTO
Rentokil Initial PLC
-0.29-0.130.98-0.23-0.57
WPP
WPP plc
-0.68-0.770.89-0.38-1.34

The current UK LC High Beta Sharpe ratio is 0.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.39 to 0.88, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of UK LC High Beta with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.35
0.46
UK LC High Beta
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

UK LC High Beta provided a 3.66% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.66%3.43%3.67%4.26%1.83%3.05%7.04%3.19%2.19%3.86%2.15%2.60%
BCS
Barclays PLC
2.67%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
4.04%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
4.23%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.
9.02%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
2.16%2.64%1.72%1.28%0.91%1.70%17.08%3.72%2.21%3.48%2.56%2.53%
IHG
InterContinental Hotels Group PLC
1.58%1.26%1.57%2.22%0.00%1.32%9.36%1.97%4.90%19.37%2.06%9.82%
PNR
Pentair plc
1.07%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.
4.10%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
1.42%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
2.54%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
7.40%5.34%5.20%4.06%2.43%5.65%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.51%
-10.07%
UK LC High Beta
Benchmark (^GSPC)
Portfolio components

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 52.39%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current UK LC High Beta drawdown is 6.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.39%Jan 3, 202055Mar 23, 2020200Jan 6, 2021255
-33.01%Nov 18, 2021215Sep 27, 2022201Jul 18, 2023416
-28.15%May 23, 2018149Dec 24, 2018246Dec 16, 2019395
-20.38%Dec 6, 202483Apr 8, 2025
-19.69%Jul 20, 202371Oct 27, 202378Feb 21, 2024149

Volatility

Volatility Chart

The current UK LC High Beta volatility is 15.18%, 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.18%
14.23%
UK LC High Beta
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.0010.00
Effective Assets: 11.00

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.

^GSPCRTOCNHILYBPNRIHGNVTWPPLYGPUKNWGBCSPortfolio
^GSPC1.000.420.540.520.650.580.630.530.490.560.480.510.73
RTO0.421.000.280.240.320.340.290.310.250.360.250.260.49
CNHI0.540.281.000.560.500.460.500.500.470.510.480.500.70
LYB0.520.240.561.000.530.460.530.490.470.500.480.510.70
PNR0.650.320.500.531.000.470.610.460.430.460.430.450.71
IHG0.580.340.460.460.471.000.490.540.490.540.490.530.70
NVT0.630.290.500.530.610.491.000.500.450.480.470.500.77
WPP0.530.310.500.490.460.540.501.000.540.590.550.580.71
LYG0.490.250.470.470.430.490.450.541.000.590.800.790.74
PUK0.560.360.510.500.460.540.480.590.591.000.600.630.73
NWG0.480.250.480.480.430.490.470.550.800.601.000.800.75
BCS0.510.260.500.510.450.530.500.580.790.630.801.000.78
Portfolio0.730.490.700.700.710.700.770.710.740.730.750.781.00
The correlation results are calculated based on daily price changes starting from May 2, 2018