Investor AB Series B

10-Year Study

0NC6.LSE · · GB · Common Stock

Executive Summary: Investor AB Series B has compounded at 20.9% annually over the last 10 years, with a maximum drawdown of 13.9% and an annualized volatility of 43.8%.

1Y CAGR
+113.6%
3Y CAGR
+29.2%
5Y CAGR
+17.9%
10Y CAGR
+20.9%

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 →
13.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.76
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.22
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +79.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · 2.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.99.6-6.46.7————————13.8%
20250.00.00.00.02.00.00.00.00.00.071.82.679.8%
20240.00.00.00.01.90.00.00.00.00.00.60.02.6%
20230.00.00.00.01.80.00.00.00.00.00.60.02.4%
20220.00.00.00.01.60.00.00.00.00.00.50.02.2%
20213.01.610.63.76.30.00.00.00.00.02.20.030.4%
20203.6-10.7-3.68.01.6-0.75.77.65.1-7.99.91.419.4%
20195.63.32.27.2-6.07.33.5-0.74.53.42.81.740.1%
20182.9-2.9-3.24.4-2.10.04.98.4-0.6-4.62.0-5.13.1%
20173.31.95.47.12.70.6-5.6-2.87.73.9-5.2-4.813.6%
2016———1.82.4-4.55.72.53.13.1-3.910.221.6%

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 43.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 12.9% of variance. Idiosyncratic stock-specific factors contribute 57.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110176.645101462713
2016-05-0110420.684483920277
2016-06-019956.35038505843
2016-07-0110523.3788062102
2016-08-0110791.271525961558
2016-09-0111130.59747448037
2016-10-0111474.360831987016
2016-11-0111032.358673051705
2016-12-0112157.468249885897
2017-01-0112554.82464084155
2017-02-0112791.47437894386
2017-03-0113479.037317703995
2017-04-0114438.948497076743
2017-05-0114823.499793524641
2017-06-0114910.672240293847
2017-07-0114080.26095587223
2017-08-0113681.111489448022
2017-09-0114740.927762604053
2017-10-0115309.821706718056
2017-11-0114511.522773869638
2017-12-0113814.179423462845
2018-01-0114218.816787533235
2018-02-0113811.408306829624
2018-03-0113363.628460273416
2018-04-0113954.546442465822
2018-05-0113654.686266128621
2018-06-0113654.686266128621
2018-07-0114319.7180343546
2018-08-0115526.131810969999
2018-09-0115430.591678680876
2018-10-0114720.606240627103
2018-11-0115016.481804811961
2018-12-0114244.354529055068
2019-01-0115048.648492005419
2019-02-0115540.675645326048
2019-03-0115885.109142149227
2019-04-0117024.345980250815
2019-05-0116000.626670820322
2019-06-0117173.18935601423
2019-07-0117766.244539270163
2019-08-0117648.40869080134
2019-09-0118448.13846164992
2019-10-0119079.82627091016
2019-11-0119620.773594337505
2019-12-0119961.512268983053
2020-01-0120689.71825169708
2020-02-0118471.991798943713
2020-03-0117809.984713578833
2020-04-0119229.41223348378
2020-05-0119529.27240982098
2020-06-0119400.17097608508
2020-07-0120508.019937550256
2020-08-0122069.698111293837
2020-09-0123203.30215676188
2020-10-0121380.0160833436
2020-11-0123500.59044707348
2020-12-0123837.48940455405
2021-01-0124558.88532286225
2021-02-0124955.24556077982
2021-03-0127599.01761198571
2021-04-0128615.691402655924
2021-05-0130426.444059667756
2021-06-0130426.444059667756
2021-07-0130426.444059667756
2021-08-0130426.444059667756
2021-09-0130426.444059667756
2021-10-0130426.444059667756
2021-11-0131083.30737298143
2021-12-0131083.30737298143
2022-01-0131083.30737298143
2022-02-0131083.30737298143
2022-03-0131083.30737298143
2022-04-0131083.30737298143
2022-05-0131583.901442429597
2022-06-0131583.901442429597
2022-07-0131583.901442429597
2022-08-0131583.901442429597
2022-09-0131583.901442429597
2022-10-0131583.901442429597
2022-11-0131751.65361404322
2022-12-0131751.65361404322
2023-01-0131751.65361404322
2023-02-0131751.65361404322
2023-03-0131751.65361404322
2023-04-0131751.65361404322
2023-05-0132315.04154863762
2023-06-0132315.04154863762
2023-07-0132315.04154863762
2023-08-0132315.04154863762
2023-09-0132315.04154863762
2023-10-0132315.04154863762
2023-11-0132503.9483884055
2023-12-0132503.9483884055
2024-01-0132503.9483884055
2024-02-0132503.9483884055
2024-03-0132503.9483884055
2024-04-0132503.9483884055
2024-05-0133134.1329121719
2024-06-0133134.1329121719
2024-07-0133134.1329121719
2024-08-0133134.1329121719
2024-09-0133134.1329121719
2024-10-0133134.1329121719
2024-11-0133345.5346987271
2024-12-0133345.5346987271
2025-01-0133345.5346987271
2025-02-0133345.5346987271
2025-03-0133345.5346987271
2025-04-0133345.5346987271
2025-05-0134019.531844295845
2025-06-0134019.531844295845
2025-07-0134019.531844295845
2025-08-0134019.531844295845
2025-09-0134019.531844295845
2025-10-0134019.531844295845
2025-11-0158428.99421144526
2025-12-0159971.43757561706
2026-01-0162305.46036759858
2026-02-0168276.67335598524
2026-03-0163931.09156638726
2026-04-0168236.48310886684
Annual Return Matrix
YearAnnual Return
20170.1362710672588019
20180.03114011280768425
20190.4013630612932553
20200.19417251976412797
20210.3039673283312754
20220.021501773702586657
20230.02369308961060068
20240.02589181782671668
20250.7984848081595275
20260.137816365045919
Total Factor Risk
0.4377443657280022
VTI.US Exposure
0.12906189024491416
VEA.US Exposure
0.08626752644418692
VWO.US Exposure
0.006838751629783146
QQQ.US Exposure
0.021531719394945793
VTV.US Exposure
0.02525197056399128
IJR.US Exposure
0.002379917018320091
QUAL.US Exposure
0.002638080393047325
SHV.US Exposure
0.0024747245266142394
TLT.US Exposure
1.880966118543703e-8
LQD.US Exposure
0.013116383624922885
HYG.US Exposure
0.005830998947020869
GLD.US Exposure
0.004523114125685134
USO.US Exposure
0.00009612483775299209
VNQ.US Exposure
0.010606551775803524
BTC-USD.CC Exposure
-0.0003096065409270787
CPER.US Exposure
0.00211217648525078
VIX.INDX Exposure
0.02208850221269596
UUP.US Exposure
0.09280392832154154
TIP.US Exposure
0.0017952111588054893
Idiosyncratic Exposure
0.5708920160259839
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.8%

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 →0.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.17%
Market Cap$0
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 →
+5.7%
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 →
+38.7%
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 →
0.1% 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 →
0.81
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Investor AB Series B a high-risk investment?

Investor AB Series B (0NC6.LSE) has an annualized volatility of 43.8% and experienced a maximum drawdown of 13.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0NC6.LSE?

Over the past 10 years, 0NC6.LSE has generated a Compound Annual Growth Rate (CAGR) of 20.9%. It has had a positive return in 100% 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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