Loomis AB ser. B

10-Year Study

0JYZ.LSE · · GB · Common Stock

Executive Summary: Loomis AB ser. B has compounded at 11.1% annually over the last 10 years, with a maximum drawdown of 48.1% and an annualized volatility of 31.9%.

1Y CAGR
+12.7%
3Y CAGR
+15.9%
5Y CAGR
+14.3%
10Y CAGR
+11.1%

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 →
48.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
29.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +40.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -40.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.322.7-5.4-0.43.4———————14.3%
20254.119.2-2.8-3.6-1.76.8-2.57.6-3.8-4.3-1.62.819.0%
20246.4-2.04.9-3.58.5-6.323.62.5-3.9-1.0-0.12.031.7%
20236.88.85.1-7.0-5.95.2-2.1-4.90.6-1.4-4.0-3.2-3.5%
2022-0.110.5-3.2-4.84.40.614.60.8-4.612.1-0.6-5.024.6%
2021-5.43.519.75.6-2.91.07.7-7.5-11.4-2.60.53.38.5%
2020-10.8-4.7-38.823.7-6.2-5.1-5.54.911.3-17.821.1-5.3-40.4%
201913.62.6-3.58.2-8.93.55.1-1.34.68.73.80.240.8%
2018-9.1-2.9-4.69.49.2-8.2-11.37.5-3.0-0.77.5-6.5-14.8%
2017-6.08.90.313.75.3-7.4-1.0-4.212.84.22.0-0.129.3%
2016————3.0-5.918.8-0.17.0-2.0-4.511.027.9%

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 31.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.1% of variance. Idiosyncratic stock-specific factors contribute 30.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-04-0110000
2016-05-0110304.447039373763
2016-06-019695.546736115606
2016-07-0111516.390381388215
2016-08-0111504.682076895115
2016-09-0112306.791190076636
2016-10-0112060.885673168375
2016-11-0111516.390381388215
2016-12-0112786.881470378798
2017-01-0112014.052455195972
2017-02-0113085.477469761327
2017-03-0113126.459647742495
2017-04-0114923.8866840289
2017-05-0115711.729218848814
2017-06-0114554.337487986695
2017-07-0114410.414353223548
2017-08-0113810.726325696272
2017-09-0115573.80028782137
2017-10-0116227.454822501852
2017-11-0116557.27919170995
2017-12-0116533.296152256506
2018-01-0115025.688555365778
2018-02-0114593.912926565714
2018-03-0113922.269556167492
2018-04-0115227.182188936305
2018-05-0116630.852907344422
2018-06-0115274.139897121288
2018-07-0113547.41085255877
2018-08-0114563.717825504558
2018-09-0114119.698584297303
2018-10-0114021.0276418068
2018-11-0115066.93216279336
2018-12-0114090.101036256528
2019-01-0116009.235928871272
2019-02-0116423.651397527123
2019-03-0115841.491591931042
2019-04-0117139.009506072634
2019-05-0115615.890428694494
2019-06-0116159.44581936968
2019-07-0116982.407043158266
2019-08-0116763.96406714504
2019-09-0117531.047859017322
2019-10-0119060.12379306739
2019-11-0119791.640731205713
2019-12-0119832.280561102285
2020-01-0117688.527977930375
2020-02-0116855.408352795304
2020-03-0110314.916666251698
2020-04-0112760.937710077234
2020-05-0111968.457914838735
2020-06-0111353.77504120626
2020-07-0110728.939990737928
2020-08-0111257.257779393383
2020-09-0112527.257132044278
2020-10-0110302.218664568592
2020-11-0112471.373475617347
2020-12-0111812.670862816765
2021-01-0111173.164640795942
2021-02-0111563.105333658668
2021-03-0113845.57113619727
2021-04-0114625.458746433354
2021-05-0114198.189663328669
2021-06-0114347.030161488703
2021-07-0115458.005716590562
2021-08-0114304.50430487155
2021-09-0112677.902738286715
2021-10-0112348.33357401441
2021-11-0112412.122358940138
2021-12-0112821.427504369607
2022-01-0112805.480308138172
2022-02-0114145.032342557226
2022-03-0113698.517072587752
2022-04-0113039.372519532513
2022-05-0113617.542413815425
2022-06-0113705.606790194153
2022-07-0115709.158495959045
2022-08-0115841.261285037768
2022-09-0115109.196589964096
2022-10-0116931.10462655426
2022-11-0116826.526623476864
2022-12-0115978.866541512507
2023-01-0117057.70494823697
2023-02-0118560.370283688295
2023-03-0119507.099676823407
2023-04-0118136.537130450804
2023-05-0117060.618019211328
2023-06-0117953.424476767635
2023-07-0117581.416599026983
2023-08-0116722.950766610727
2023-09-0116825.966417520256
2023-10-0116597.041365607838
2023-11-0115927.439634695918
2023-12-0115423.802030684348
2024-01-0116408.177264103495
2024-02-0116081.963111060208
2024-03-0116866.027367928335
2024-04-0116282.274087611231
2024-05-0117659.577778995015
2024-06-0116547.967323809
2024-07-0120447.6170083508
2024-08-0120958.356778990037
2024-09-0120135.165248308174
2024-10-0119936.877237711567
2024-11-0119912.844402173097
2024-12-0120309.414198855684
2025-01-0121132.605729537543
2025-02-0125182.471529088383
2025-03-0124467.43709509558
2025-04-0123590.167016069194
2025-05-0123180.077582300477
2025-06-0124755.79377449345
2025-07-0124126.203197904582
2025-08-0125956.20932282304
2025-09-0124974.591547612526
2025-10-0123889.671794003556
2025-11-0123509.976645636118
2025-12-0124169.7747723074
2026-01-0123136.50600789766
2026-02-0128377.54395749406
2026-03-0126833.86532150842
2026-04-0126721.824130186884
2026-05-0127618.153660759188
Annual Return Matrix
YearAnnual Return
20170.292988927015269
2018-0.14777423046804405
20190.40753288497151496
2020-0.40437153324739916
20210.08539615242545584
20220.24626267520265022
2023-0.034737414533510313
20240.3167579665799538
20250.19007739640610732
20260.14267319083183105
Total Factor Risk
0.31852757434768636
VTI.US Exposure
0.001979013790762767
VEA.US Exposure
0.036933378650665274
VWO.US Exposure
-0.0043373446907595545
QQQ.US Exposure
0.006157329227723119
VTV.US Exposure
-0.0014247317002433434
IJR.US Exposure
0.027053714445674955
QUAL.US Exposure
-0.0077764982497701115
SHV.US Exposure
0.4713173939446599
TLT.US Exposure
-0.0010907393806682405
LQD.US Exposure
0.002526133878829208
HYG.US Exposure
0.01206596096184249
GLD.US Exposure
-0.00031650951424768385
USO.US Exposure
0.0013034326205850371
VNQ.US Exposure
0.011422613818860628
BTC-USD.CC Exposure
-0.0008089594947710566
CPER.US Exposure
-0.00016200872774673616
VIX.INDX Exposure
-0.0041585093975598205
UUP.US Exposure
0.04245294375014946
TIP.US Exposure
0.1033292518201459
Idiosyncratic Exposure
0.3035341342458679
Value Score
49.9
Growth Score
48.9
Profit Score
49.7
Health Score
28.3
Yield Score
65.6
Moat Score
80

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.9%

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 →0.2x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.47%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →High
Market Cap$20.5B
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
3.0/ 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
1.41
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$934
Avg Yield on Cost
9.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$933.689.34%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+1.9%
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 →
+9.8%
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 →
4.2% 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 →
0.48
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
51
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+5.1%
50.0% retracement+8.4%
61.8% retracement+11.9%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Loomis AB ser. B a high-risk investment?

Loomis AB ser. B (0JYZ.LSE) has an annualized volatility of 31.9% and experienced a maximum drawdown of 48.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, 0JYZ.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.1%. It has had a positive return in 70% 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.

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