Castellum AB

10-Year Study

0GT1.LSE · · GB · Common Stock

Executive Summary: Castellum AB has compounded at 5.4% annually over the last 10 years, with a maximum drawdown of 50.5% and an annualized volatility of 28.6%.

1Y CAGR
+5.6%
3Y CAGR
+8.2%
5Y CAGR
-5.5%
10Y CAGR
+5.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
50.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +39.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -44.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.29.4-9.715.7————————19.0%
2025-0.2-0.2-7.64.83.93.8-9.5-4.9-1.32.6-1.4-1.0-11.4%
2024-6.8-7.914.2-7.3-1.70.13.45.15.1-10.7-2.3-6.8-16.9%
202311.6-7.8-8.53.1-3.41.817.4-2.9-4.5-5.621.013.434.6%
2022-10.3-3.010.8-15.3-3.3-30.123.6-7.1-15.41.01.71.2-44.1%
2021-3.6-2.4-0.18.22.62.59.54.2-12.35.711.9-5.519.9%
20207.1-6.5-22.7-0.96.2-1.38.4-4.415.0-9.114.4-1.6-2.0%
20194.0-1.08.9-3.42.9-0.910.26.42.3-6.44.87.239.2%
2018-1.4-3.64.44.61.21.710.23.7-1.7-1.61.92.623.6%
2017-2.42.1-2.73.36.9-4.81.7-1.55.15.80.71.315.8%
2016———0.11.96.16.60.9-1.3-4.8-0.62.311.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 28.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 39.9% of variance. Idiosyncratic stock-specific factors contribute 27.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110009.734698823397
2016-05-0110201.024934443953
2016-06-0110818.259299700743
2016-07-0111536.475848416443
2016-08-0111637.471646838741
2016-09-0111480.368584288877
2016-10-0110930.473827955875
2016-11-0110863.134219032085
2016-12-0111110.027965134803
2017-01-0110840.696759366416
2017-02-0111065.139430840072
2017-03-0110765.052022775113
2017-04-0111120.443412127664
2017-05-0111888.558801665384
2017-06-0111315.341613046403
2017-07-0111510.22619900175
2017-08-0111338.269211394092
2017-09-0111913.297190143854
2017-10-0112603.072080339178
2017-11-0112696.606878824105
2017-12-0112860.28596869103
2018-01-0112684.925240236029
2018-02-0112231.301890029217
2018-03-0112769.855381858879
2018-04-0113354.195995566968
2018-05-0113511.612202274788
2018-06-0113740.575041593715
2018-07-0115140.642571812125
2018-08-0115705.908621811715
2018-09-0115446.080660489104
2018-10-0115201.201928968014
2018-11-0115489.716618152013
2018-12-0115889.75147245829
2019-01-0116532.22797983896
2019-02-0116364.940924673854
2019-03-0117822.47721535877
2019-04-0117210.797755164836
2019-05-0117713.952342182154
2019-06-0117548.707531525448
2019-07-0119346.74044161495
2019-08-0120579.95659549672
2019-09-0121052.736199192364
2019-10-0119700.307425873332
2019-11-0120641.99998366204
2019-12-0122124.655881800336
2020-01-0123702.480374030274
2020-02-0122164.72471905523
2020-03-0117142.69570829124
2020-04-0116983.98608006143
2020-05-0118033.49553293051
2020-06-0117792.878284950293
2020-07-0119285.20080709503
2020-08-0118437.928020411553
2020-09-0121203.90313770446
2020-10-0119280.05435093385
2020-11-0122051.434608692336
2020-12-0121692.653093455832
2021-01-0120907.518999681415
2021-02-0120410.967669907935
2021-03-0120396.998717470447
2021-04-0122076.690365779607
2021-05-0122658.63474593117
2021-06-0123235.282905324268
2021-07-0125441.369883156385
2021-08-0126504.72575379245
2021-09-0123250.613354100693
2021-10-0124582.90559656685
2021-11-0127516.099694207922
2021-12-0126006.513398485473
2022-01-0123336.564617977743
2022-02-0122638.185070920346
2022-03-0125093.24888425375
2022-04-0121250.466312496086
2022-05-0120549.06424356625
2022-06-0114373.983983357068
2022-07-0117766.41079612137
2022-08-0116512.09144898609
2022-09-0113976.372592534099
2022-10-0114112.957905256193
2022-11-0114352.676565652715
2022-12-0114528.459357972788
2023-01-0116209.07682379242
2023-02-0114947.201171976048
2023-03-0113674.025100546505
2023-04-0114098.417124356352
2023-05-0113621.689181277792
2023-06-0113869.576819707932
2023-07-0116277.72346920159
2023-08-0115812.935849015501
2023-09-0115095.549813066553
2023-10-0114256.908913171932
2023-11-0117244.358639919617
2023-12-0119554.831542057986
2024-01-0118234.56131226463
2024-02-0116786.296811647873
2024-03-0119167.499448593982
2024-04-0117776.499483992888
2024-05-0117480.115345969836
2024-06-0117503.696462560212
2024-07-0118103.20414548405
2024-08-0119022.67708302132
2024-09-0119989.31225373935
2024-10-0117843.86632284346
2024-11-0117432.966727752468
2024-12-0116254.155967574605
2025-01-0116223.835444106491
2025-02-0116196.891431558939
2025-03-0114967.555542243148
2025-04-0115688.318089112658
2025-05-0116297.642160640231
2025-06-0116923.399492978762
2025-07-0115313.430072186537
2025-08-0114561.203344924204
2025-09-0114367.190116625776
2025-10-0114734.794128138588
2025-11-0114533.973418145479
2025-12-0114394.420043404503
2026-01-0114993.478432536496
2026-02-0116409.434625030295
2026-03-0114809.67642678009
2026-04-0117131.027684666555
Annual Return Matrix
YearAnnual Return
20170.1575385776749474
20180.2355675069079053
20190.3923852692189054
2020-0.019525853448408514
20210.19886273414527755
2022-0.4413530512391225
20230.34596732249705964
2024-0.1687907956345407
2025-0.11441602553095254
20260.19011586663513835
Total Factor Risk
0.28564014382609443
VTI.US Exposure
-0.11278951718249526
VEA.US Exposure
0.3985030404383714
VWO.US Exposure
-0.10663428350937364
QQQ.US Exposure
0.0008570569016628235
VTV.US Exposure
-0.03413610052797688
IJR.US Exposure
0.041142490234441574
QUAL.US Exposure
0.12591130978729181
SHV.US Exposure
0.02866354438444782
TLT.US Exposure
-0.013261946216176355
LQD.US Exposure
0.24713386486911593
HYG.US Exposure
-0.014404465844070118
GLD.US Exposure
-0.012290591867543072
USO.US Exposure
0.003305913848063442
VNQ.US Exposure
0.17399521558645034
BTC-USD.CC Exposure
0.0123548187245499
CPER.US Exposure
0.062359593369706805
VIX.INDX Exposure
-0.05636649307353049
UUP.US Exposure
-0.02116064864946737
TIP.US Exposure
-0.0007507917834611143
Idiosyncratic Exposure
0.2775679905099923
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →0.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$41.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+12.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Castellum AB a high-risk investment?

Castellum AB (0GT1.LSE) has an annualized volatility of 28.6% and experienced a maximum drawdown of 50.5% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0GT1.LSE?

Over the past 10 years, 0GT1.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.4%. It has had a positive return in 60% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on Castellum AB

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest