0P0000KKC4.LSE

10-Year Study

0P0000KKC4.LSE · Unknown · Unknown · Common Stock

Executive Summary: 0P0000KKC4.LSE has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 25.0% and an annualized volatility of 11.9%.

1Y CAGR
+14.7%
3Y CAGR
+16.4%
5Y CAGR
+11.0%
10Y CAGR
+9.1%

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 →
25.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.63.4-6.66.4————————3.3%
20256.10.5-3.72.65.21.21.9-0.20.84.4-0.21.621.7%
20240.1-0.15.91.01.90.33.70.8-1.5-2.35.3-0.415.1%
20234.72.1-3.52.6-3.6-0.82.5-1.52.0-3.74.44.89.8%
20220.7-1.72.5-1.00.8-7.35.9-2.4-7.26.07.1-1.70.5%
2021-1.43.64.62.01.9-1.51.52.3-1.60.6-1.75.216.2%
2020-1.9-9.3-15.86.31.81.9-3.43.1-1.0-4.115.03.7-6.8%
20195.92.21.83.4-3.73.92.9-2.22.9-0.31.92.623.0%
2018-1.4-1.9-0.36.71.8-0.30.9-2.4-1.0-5.4-2.3-4.1-9.8%
2017-0.72.61.81.34.0-1.40.81.2-0.51.6-0.41.812.6%
2016———0.52.0-1.45.72.6-0.20.1-0.63.512.6%

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 11.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 69.6% of variance. Idiosyncratic stock-specific factors contribute 17.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110048.127223268468
2016-05-0110244.12359628932
2016-06-0110096.254446536932
2016-07-0110670.991141800934
2016-08-0110953.47701750715
2016-09-0110927.669665899422
2016-10-0110942.31708167678
2016-11-0110879.542442630956
2016-12-0111256.887772895305
2017-01-0111179.46571807212
2017-02-0111466.83406570412
2017-03-0111677.477854502336
2017-04-0111833.716956127502
2017-05-0112303.829252981795
2017-06-0112134.337727558066
2017-07-0112230.592174094998
2017-08-0112371.486363953409
2017-09-0112308.711724907582
2017-10-0112499.825626002652
2017-11-0112448.908418776591
2017-12-0112676.29211132036
2018-01-0112501.918113970845
2018-02-0112269.651949501293
2018-03-0112229.197182116202
2018-04-0113044.569993722536
2018-05-0113274.743670223896
2018-06-0113231.498918881218
2018-07-0113349.375741089489
2018-08-0113032.71256190277
2018-09-0112904.373299853527
2018-10-0112201.99483852968
2018-11-0111923.693938759852
2018-12-0111436.144242170607
2019-01-0112112.017855897328
2019-02-0112378.461323847387
2019-03-0112599.567552486573
2019-04-0113033.410057892168
2019-05-0112550.045337239311
2019-06-0113037.595033828555
2019-07-0113417.032852061102
2019-08-0113119.20206458813
2019-09-0113502.127362767664
2019-10-0113461.672595382577
2019-11-0113713.468647555275
2019-12-0114065.704122201298
2020-01-0113804.143126177025
2020-02-0112526.330473599779
2020-03-0110550.32433563507
2020-04-0111218.525493478413
2020-05-0111420.79933040385
2020-06-0111632.140615191462
2020-07-0111231.777917276977
2020-08-0111583.3158959336
2020-09-0111467.53156169352
2020-10-0110993.931784892236
2020-11-0112642.114807839855
2020-12-0113108.04212875776
2021-01-0112924.60068354607
2021-02-0113396.107972379159
2021-03-0114012.694427007043
2021-04-0114286.810350840482
2021-05-0114553.951314779939
2021-06-0114334.240078119552
2021-07-0114553.951314779939
2021-08-0114887.354397712212
2021-09-0114650.205761316873
2021-10-0114734.602776034037
2021-11-0114484.899211829534
2021-12-0115236.799888400641
2022-01-0115340.029294831555
2022-02-0115082.653274743669
2022-03-0115462.091092976216
2022-04-0115312.826951245028
2022-05-0115435.586245379089
2022-06-0114314.710190416405
2022-07-0115156.587849619864
2022-08-0114796.679919090466
2022-09-0113729.511055311432
2022-10-0114554.648810769337
2022-11-0115584.850387110275
2022-12-0115312.129455255632
2023-01-0116030.550324335632
2023-02-0116370.23087117249
2023-03-0115796.191671897886
2023-04-0116208.41180163214
2023-05-0115626.002650484761
2023-06-0115502.545860361302
2023-07-0115886.866150519634
2023-08-0115649.020018134894
2023-09-0115956.615749459443
2023-10-0115361.651670502893
2023-11-0116044.500244123596
2023-12-0116814.535816419055
2024-01-0116825.695752249427
2024-02-0116804.073376578082
2024-03-0117792.425193555137
2024-04-0117970.98416684104
2024-05-0118305.78224175211
2024-06-0118357.396944967564
2024-07-0119033.27055869429
2024-08-0119179.047220478482
2024-09-0118897.956336751064
2024-10-0118457.836367440887
2024-11-0119434.330752598176
2024-12-0119357.606193764386
2025-01-0120534.979423868313
2025-02-0120636.11634233103
2025-03-0119881.425681802328
2025-04-0120401.060193903886
2025-05-0121461.25409778894
2025-06-0121708.16767803585
2025-07-0122118.99281579131
2025-08-0122077.84055241682
2025-09-0122254.307037734532
2025-10-0123232.196414870617
2025-11-0123186.85917555974
2025-12-0123553.742065983122
2026-01-0123683.476320011163
2026-02-0124493.26916370231
2026-03-0122868.103508404827
2026-04-0124328.660110204368
Annual Return Matrix
YearAnnual Return
20170.1260920750975898
2018-0.09783206778914932
20190.229934130275677
2020-0.06808489536844198
20210.1624008939498749
20220.004943923094529623
20230.09811870814922785
20240.15124237773260885
20250.2167693582675747
20260.032899997038704054
Total Factor Risk
0.1189557958077575
VTI.US Exposure
0.42463091931617636
VEA.US Exposure
0.69641017416822
VWO.US Exposure
-0.02883027078619394
QQQ.US Exposure
-0.10496012723272419
VTV.US Exposure
-0.07335106001742334
IJR.US Exposure
-0.0011779332501088327
QUAL.US Exposure
-0.14430593186044272
SHV.US Exposure
0.001199186758111183
TLT.US Exposure
0.032048190625045485
LQD.US Exposure
-0.053222846895297396
HYG.US Exposure
0.06487325944280749
GLD.US Exposure
-0.00015795247275440693
USO.US Exposure
-0.001984337767481413
VNQ.US Exposure
0.004681438883748443
BTC-USD.CC Exposure
-0.01035689614270628
CPER.US Exposure
0.008330641985707385
VIX.INDX Exposure
0.03143215863277325
UUP.US Exposure
-0.02715843431326554
TIP.US Exposure
0.007519674676697489
Idiosyncratic Exposure
0.174380146249111
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
11.9%

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 →N/A
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$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 →
+3.0%
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 →
+6.1%
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 →
0.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 0P0000KKC4.LSE a high-risk investment?

0P0000KKC4.LSE (0P0000KKC4.LSE) has an annualized volatility of 11.9% and experienced a maximum drawdown of 25.0% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0P0000KKC4.LSE?

Over the past 10 years, 0P0000KKC4.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.1%. It has had a positive return in 80% 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 0P0000KKC4.LSE

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

Start a Free Backtest