0P0000X4FW.LSE

10-Year Study

0P0000X4FW.LSE · Unknown · Unknown · Common Stock

Executive Summary: 0P0000X4FW.LSE has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 16.0% and an annualized volatility of 13.3%.

1Y CAGR
+15.2%
3Y CAGR
+10.9%
5Y CAGR
+10.2%
10Y CAGR
+12.4%

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 →
16.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +24.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -4.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.35.3-7.25.3————————3.1%
20255.6-2.0-4.9-3.25.31.94.8-0.51.93.0-0.2-0.910.7%
20240.73.03.0-1.40.23.0-0.2-0.30.41.62.4-1.910.7%
20232.61.8-1.6-0.5-0.51.01.4-0.9-0.2-2.23.34.68.7%
2022-1.9-1.44.9-0.8-0.5-3.95.01.6-3.62.23.5-1.13.6%
20210.01.44.83.10.21.91.52.6-1.22.21.44.424.4%
20202.0-7.3-9.37.74.02.0-0.43.7-0.6-2.712.60.911.2%
20194.41.92.85.3-1.94.95.6-2.10.5-2.42.10.623.5%
20180.2-2.1-4.75.12.60.53.70.70.3-5.02.1-6.7-4.0%
20170.41.70.4-1.62.7-0.90.71.7-1.34.0-0.31.89.8%
2016———-1.40.75.16.91.30.14.70.53.423.1%

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 13.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 47.0% of variance. Idiosyncratic stock-specific factors contribute 12.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019860.917941585536
2016-05-019930.458970792768
2016-06-0110438.108484005565
2016-07-0111161.335187760778
2016-08-0111307.371349095967
2016-09-0111314.325452016692
2016-10-0111842.837273991656
2016-11-0111898.470097357442
2016-12-0112308.762169680112
2017-01-0112357.440890125174
2017-02-0112573.018080667594
2017-03-0112628.65090403338
2017-04-0112426.981919332407
2017-05-0112767.732962447844
2017-06-0112649.51321279555
2017-07-0112739.916550764952
2017-08-0112955.493741307371
2017-09-0112788.595271210015
2017-10-0113303.198887343533
2017-11-0113268.428372739916
2017-12-0113511.82197496523
2018-01-0113539.638386648123
2018-02-0113261.474269819193
2018-03-0112635.605006954103
2018-04-0113275.38247566064
2018-05-0113623.0876216968
2018-06-0113692.628650904035
2018-07-0114200.27816411683
2018-08-0114297.635605006955
2018-09-0114339.360222531292
2018-10-0113616.13351877608
2018-11-0113908.205841446455
2018-12-0112976.356050069542
2019-01-0113553.546592489569
2019-02-0113817.802503477053
2019-03-0114207.232267037552
2019-04-0114958.27538247566
2019-05-0114673.157162726007
2019-06-0115389.429763560503
2019-07-0116244.784422809458
2019-08-0115897.079276773296
2019-09-0115980.528511821976
2019-10-0115598.052851182198
2019-11-0115931.849791376913
2019-12-0116029.20723226704
2020-01-0116349.095966620307
2020-02-0115152.99026425591
2020-03-0113741.307371349096
2020-04-0114805.28511821975
2020-05-0115396.383866481225
2020-06-0115702.364394993047
2020-07-0115632.823365785815
2020-08-0116216.968011126564
2020-09-0116112.656467315717
2020-10-0115681.502086230876
2020-11-0117656.467315716272
2020-12-0117823.365785813632
2021-01-0117823.365785813632
2021-02-0118066.759388038943
2021-03-0118942.976356050072
2021-04-0119527.12100139082
2021-05-0119568.845618915162
2021-06-0119937.41307371349
2021-07-0120229.485396383865
2021-08-0120751.043115438108
2021-09-0120500.69541029207
2021-10-0120959.666203059805
2021-11-0121244.78442280946
2021-12-0122169.68011126565
2022-01-0121752.433936022255
2022-02-0121453.407510431152
2022-03-0122503.477051460362
2022-04-0122329.62447844228
2022-05-0122218.35883171071
2022-06-0121349.095966620305
2022-07-0122406.119610570237
2022-08-0122774.68706536857
2022-09-0121961.05702364395
2022-10-0122454.7983310153
2022-11-0123233.6578581363
2022-12-0122976.35605006954
2023-01-0123567.454798331015
2023-02-0123984.70097357441
2023-03-0123609.179415855353
2023-04-0123490.959666203064
2023-05-0123365.785813630042
2023-06-0123609.179415855353
2023-07-0123929.068150208623
2023-08-0123706.536856745483
2023-09-0123650.90403337969
2023-10-0123122.39221140473
2023-11-0123880.389429763563
2023-12-0124979.137691237833
2024-01-0125159.944367176635
2024-02-0125904.03337969402
2024-03-0126675.9388038943
2024-04-0126307.371349095967
2024-05-0126363.00417246175
2024-06-0127141.863699582755
2024-07-0127079.276773296246
2024-08-0126995.82753824757
2024-09-0127107.093184979138
2024-10-0127531.293463143254
2024-11-0128191.933240611965
2024-12-0127649.513212795548
2025-01-0129193.324061196112
2025-02-0128616.13351877608
2025-03-0127204.450625869264
2025-04-0126328.233657858138
2025-05-0127712.100139082057
2025-06-0128247.56606397775
2025-07-0129617.524339360225
2025-08-0129464.53407510431
2025-09-0130034.770514603613
2025-10-0130931.849791376917
2025-11-0130883.17107093185
2025-12-0130605.006954102922
2026-01-0130695.410292072324
2026-02-0132315.716272600836
2026-03-0129979.13769123783
2026-04-0131564.673157162724
Annual Return Matrix
YearAnnual Return
20170.09774011299435026
2018-0.03962943901183735
20190.235262593783494
20200.11193058568329728
20210.24385485758876313
20220.03638644918444145
20230.0871670702179177
20240.10690423162583507
20250.10689134808853118
20260.03135650988411731
Total Factor Risk
0.13305566015144202
VTI.US Exposure
0.4697816272497178
VEA.US Exposure
0.2116806435009754
VWO.US Exposure
0.007363628913027474
QQQ.US Exposure
-0.17220064336454438
VTV.US Exposure
-0.05038735830238795
IJR.US Exposure
-0.018762092547607707
QUAL.US Exposure
0.11811909622446894
SHV.US Exposure
0.16453599538519387
TLT.US Exposure
0.04461844138876695
LQD.US Exposure
-0.01318212775460166
HYG.US Exposure
-0.025516141123198194
GLD.US Exposure
0.0016922271668966477
USO.US Exposure
-0.0002853883812552454
VNQ.US Exposure
0.008987693685737834
BTC-USD.CC Exposure
0.0013612495664546398
CPER.US Exposure
-0.0021488381885233694
VIX.INDX Exposure
-0.012358745937657093
UUP.US Exposure
0.1464120442560097
TIP.US Exposure
-0.0030675892144116095
Idiosyncratic Exposure
0.12335627747693807
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
13.3%

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 →
+1.3%
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 →
+3.9%
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 →
2.3% 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 0P0000X4FW.LSE a high-risk investment?

0P0000X4FW.LSE (0P0000X4FW.LSE) has an annualized volatility of 13.3% and experienced a maximum drawdown of 16.0% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0P0000X4FW.LSE?

Over the past 10 years, 0P0000X4FW.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.4%. It has had a positive return in 90% 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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