Lifco AB Series B

10-Year Study

0R4P.LSE · · GB · Common Stock

Executive Summary: Lifco AB Series B has compounded at 21.2% annually over the last 10 years, with a maximum drawdown of 42.7% and an annualized volatility of 27.0%.

1Y CAGR
-22.2%
3Y CAGR
+11.2%
5Y CAGR
+11.6%
10Y CAGR
+21.2%

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 →
42.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +75.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -35.2%
% 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.
2026-13.32.8-9.98.7————————-12.7%
202513.71.5-4.04.75.21.9-10.4-4.2-7.016.8-5.61.611.0%
20242.09.43.5-4.62.95.28.78.0-2.2-5.52.7-1.830.3%
20239.710.16.03.40.22.3-9.3-5.9-3.95.512.58.443.1%
2022-20.40.611.1-13.1-3.2-18.319.6-15.3-7.53.312.8-3.0-35.2%
2021-2.74.70.914.30.37.326.61.6-7.55.90.77.672.3%
2020-1.7-11.2-27.129.521.63.413.42.30.9-6.29.611.339.0%
201910.03.90.420.81.512.1-3.8-3.8-2.93.89.78.975.8%
201810.56.6-6.31.6-1.7-2.030.3-4.26.3-4.8-12.0-3.515.7%
20179.5-3.1-1.113.8-5.513.0—-8.52.011.7-1.7-0.929.8%
2016———3.119.8-1.97.3-5.3-5.8-1.5-4.02.712.5%

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 27.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 31.1% of variance. Idiosyncratic stock-specific factors contribute 31.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110307.50773847083
2016-05-0112344.858216048897
2016-06-0112106.651428942829
2016-07-0112991.179632723915
2016-08-0112304.750865923377
2016-09-0111586.095396456147
2016-10-0111411.367089224637
2016-11-0110952.123035592902
2016-12-0111252.372995648044
2017-01-0112324.899325405748
2017-02-0111945.62624066035
2017-03-0111818.913012275938
2017-04-0113452.129805908591
2017-05-0112706.041017280553
2017-06-0114362.358128034795
2017-08-0113144.107523445606
2017-09-0113410.397580018363
2017-10-0114981.029575447044
2017-11-0114726.465705642924
2017-12-0114600.077452411453
2018-01-0116127.866890177356
2018-02-0117189.56071483701
2018-03-0116102.572990773413
2018-04-0116360.54909968342
2018-05-0116078.931048396926
2018-06-0115756.095315212357
2018-07-0120533.907095020026
2018-08-0119663.406985340913
2018-09-0120905.16412599287
2018-10-0119893.814368776388
2018-11-0117512.72142317452
2018-12-0116898.22049022502
2019-01-0118588.064204257716
2019-02-0119304.959391646516
2019-03-0119381.76185279167
2019-04-0123417.140814441897
2019-05-0123779.488109971593
2019-06-0126657.440983158165
2019-07-0125653.267760569142
2019-08-0124669.784622717387
2019-09-0123955.462155289377
2019-10-0124856.130791666557
2019-11-0127278.603906742967
2019-12-0129711.422064188013
2020-01-0129219.680495262135
2020-02-0125958.663160545846
2020-03-0118934.568961081517
2020-04-0124516.017212850602
2020-05-0129814.926650399855
2020-06-0130813.791945490837
2020-07-0134939.70356849799
2020-08-0135749.2166744751
2020-09-0136062.601046961616
2020-10-0133842.93950858341
2020-11-0137081.01901375458
2020-12-0141285.276729883364
2021-01-0140162.37925141974
2021-02-0142068.656417311424
2021-03-0142462.28257131174
2021-04-0148520.30688486943
2021-05-0148655.5777922813
2021-06-0152215.138967499784
2021-07-0166100.32524596556
2021-08-0167133.36709464088
2021-09-0162074.641376378095
2021-10-0165723.81445002019
2021-11-0166152.80873316561
2021-12-0171147.94764650286
2022-01-0156666.052824711114
2022-02-0156981.44121064077
2022-03-0163315.64024167319
2022-04-0155018.48296182354
2022-05-0153264.294167508444
2022-06-0143506.34649392433
2022-07-0152043.497924221214
2022-08-0144084.666859846344
2022-09-0140787.712689467284
2022-10-0142143.31945869972
2022-11-0147547.98122726867
2022-12-0146119.41753620088
2023-01-0150587.79880788282
2023-02-0155704.12637200447
2023-03-0159042.97525585023
2023-04-0161022.398912416495
2023-05-0161148.164296604824
2023-06-0162545.31372288826
2023-07-0156733.86430662489
2023-08-0153386.53898753991
2023-09-0151281.70200320101
2023-10-0154126.019948058136
2023-11-0160881.84715876932
2023-12-0165999.17672961255
2024-01-0167314.02619841357
2024-02-0173612.66753146166
2024-03-0176171.90102340092
2024-04-0172637.037959806
2024-05-0174735.42960361157
2024-06-0178609.40423930087
2024-07-0185442.68386146308
2024-08-0192275.93640236255
2024-09-0190247.73939159236
2024-10-0185281.25245423944
2024-11-0187564.14874112752
2024-12-0185997.90391026353
2025-01-0197798.56415144925
2025-02-0199272.57020140334
2025-03-0195333.11307239634
2025-04-0199767.37195301942
2025-05-01104940.81390027054
2025-06-01106892.69591262501
2025-07-0195737.2738376045
2025-08-0191733.4174657896
2025-09-0185333.05890987086
2025-10-0199644.91048288599
2025-11-0194026.14425105414
2025-12-0195488.53243929059
2026-01-0182760.33894908453
2026-02-0185089.32754516478
2026-03-0176694.1360941778
2026-04-0183356.12672947715
Annual Return Matrix
YearAnnual Return
20170.29751097462358955
20180.15740622235082657
20190.758257449734127
20200.3895422656206562
20210.723324954607949
2022-0.3517814770238451
20230.43104965880818624
20240.30301479763274
20250.11035883547731884
2026-0.12705615428247308
Total Factor Risk
0.27012360016560644
VTI.US Exposure
0.07242311961341107
VEA.US Exposure
0.3105815553997265
VWO.US Exposure
-0.1372126695557691
QQQ.US Exposure
0.18646864487263629
VTV.US Exposure
-0.11205186097832207
IJR.US Exposure
-0.03578214178306601
QUAL.US Exposure
0.10002536963383343
SHV.US Exposure
0.0004181340272471138
TLT.US Exposure
0.0660624855213263
LQD.US Exposure
-0.04641497015148856
HYG.US Exposure
-0.013255423618665278
GLD.US Exposure
-0.013160473870003115
USO.US Exposure
-0.003128848128296177
VNQ.US Exposure
0.16726164705660887
BTC-USD.CC Exposure
0.0010870230123236372
CPER.US Exposure
0.11414820981956787
VIX.INDX Exposure
0.029075814592206786
UUP.US Exposure
-0.006067815906265941
TIP.US Exposure
0.003108468604463071
Idiosyncratic Exposure
0.31641373183852534
Value Score
49.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.0%

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 →0.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.83%
Market Cap$183.7M
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 →
+1.9%
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 →
-8.9%
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 →
24.0% 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 →
1.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Lifco AB Series B a high-risk investment?

Lifco AB Series B (0R4P.LSE) has an annualized volatility of 27.0% and experienced a maximum drawdown of 42.7% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of 0R4P.LSE?

Over the past 10 years, 0R4P.LSE has generated a Compound Annual Growth Rate (CAGR) of 21.2%. 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.

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