Ab Dynamics

10-Year Study

ABDP.LSE · Consumer Cyclical · GB · Common Stock

Executive Summary: Ab Dynamics has compounded at 9.4% annually over the last 10 years, with a maximum drawdown of 60.3% and an annualized volatility of 57.7%.

1Y CAGR
-38.0%
3Y CAGR
-18.2%
5Y CAGR
-12.2%
10Y CAGR
+9.4%

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 →
60.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.39
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +84.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -33.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.32.0-18.04.1————————-13.2%
2025-12.14.10.0-1.1-1.3-1.4-15.5-1.40.4-11.54.0-1.9-33.6%
2024-0.85.1-9.47.424.5-8.9-3.94.6-5.1-10.516.6-4.49.3%
202314.4-1.63.6-6.716.8-7.4-2.9-3.6-1.7-17.122.61.712.0%
2022-19.2-24.10.533.9-25.66.912.9-3.811.514.9-2.51.8-9.3%
2021-5.0-5.57.413.3-6.5-4.7-8.8-3.712.2-9.4-12.010.1-15.7%
20204.9-23.0-32.757.9-5.8-3.55.210.5-2.46.7-14.124.10.6%
201916.2-2.51.341.111.42.6-0.27.4-20.0-4.518.1-15.351.4%
2018-19.05.68.53.27.721.4-1.00.6-1.6-6.131.7-8.938.4%
20170.91.89.2-4.6-2.60.75.5-3.7-0.411.229.021.484.9%
2016———14.11.3-12.818.2-5.61.1-0.57.410.634.4%

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 57.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.9% of variance. Idiosyncratic stock-specific factors contribute 20.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111414.635805133727
2016-05-0111565.827168614482
2016-06-0110086.477358980392
2016-07-0111920.38256404088
2016-08-0111247.949217486104
2016-09-0111370.210748752274
2016-10-0111309.07998311919
2016-11-0112147.641622313937
2016-12-0113436.026624581376
2017-01-0113558.729716444504
2017-02-0113804.135900170762
2017-03-0115067.981299147406
2017-04-0114380.841954550218
2017-05-0114008.344987741619
2017-06-0114106.736869726175
2017-07-0114881.561520683941
2017-08-0114328.116066486844
2017-09-0114266.622409098789
2017-10-0115865.467652006602
2017-11-0120465.189164305964
2017-12-0124841.78300138889
2018-01-0120119.99536107603
2018-02-0121254.209734685526
2018-03-0123054.160452462576
2018-04-0123793.865809734583
2018-05-0125619.02354710703
2018-06-0131113.222481321864
2018-07-0130804.55893552429
2018-08-0130989.758078084666
2018-09-0130495.897927431295
2018-10-0128643.919190350432
2018-11-0137712.94196345756
2018-12-0134374.419024257666
2019-01-0139938.62307702263
2019-02-0138949.43090705936
2019-03-0139444.026992041
2019-04-0155642.04560305885
2019-05-0161959.29572607408
2019-06-0163570.23566901125
2019-07-0163446.3170166542
2019-08-0168155.22326851782
2019-09-0154524.17912235517
2019-10-0152045.80861291859
2019-11-0161463.62111664585
2019-12-0152045.80861291859
2020-01-0154596.714332371805
2020-02-0142064.288177671806
2020-03-0128291.025991424078
2020-04-0144670.03876851287
2020-05-0142064.288177671806
2020-06-0140575.284939814526
2020-07-0142684.70365574108
2020-08-0147151.70829390375
2020-09-0146034.95840321537
2020-10-0149137.04340667554
2020-11-0142188.37178082658
2020-12-0152363.21201329047
2021-01-0149745.62303058265
2021-02-0147009.614601343106
2021-03-0150491.807147647974
2021-04-0157207.4667389405
2021-05-0153514.60157149893
2021-06-0151025.549863484186
2021-07-0146545.25780413945
2021-08-0144802.92059344729
2021-09-0150278.8353661616
2021-10-0145549.63762847446
2021-11-0140073.72539346475
2021-12-0144136.31889201788
2022-01-0135658.15495173413
2022-02-0127055.31358542383
2022-03-0127179.993549154955
2022-04-0136406.22965871172
2022-05-0127088.537213788168
2022-06-0128961.01806617268
2022-07-0132705.97723323713
2022-08-0131457.657510882313
2022-09-0135077.784451940825
2022-10-0140320.72779337197
2022-11-0139322.06998532446
2022-12-0140034.25647412849
2023-01-0145789.1817146204
2023-02-0145038.53885060762
2023-03-0146664.93087673379
2023-04-0143537.25312258205
2023-05-0150851.92265380965
2023-06-0147094.391698254745
2023-07-0145716.63127837629
2023-08-0144088.36642626992
2023-09-0143336.86074269985
2023-10-0135947.04977885173
2023-11-0144088.36642626992
2023-12-0144839.87464754456
2024-01-0144464.12180575953
2024-02-0146709.701060938154
2024-03-0142314.97278692494
2024-04-0145454.065136278536
2024-05-0156575.70518369302
2024-06-0151546.75378098949
2024-07-0149535.17372744901
2024-08-0151798.20223932128
2024-09-0149158.002308803625
2024-10-0144003.325408081924
2024-11-0151295.30532265772
2024-12-0149032.27681078545
2025-01-0143120.07479122939
2025-02-0144885.22596609779
2025-03-0144885.22596609779
2025-04-0144380.89778405098
2025-05-0143820.1995701636
2025-06-0143188.785680443616
2025-07-0136495.78525334793
2025-08-0135990.655156653775
2025-09-0136116.936411975024
2025-10-0131949.59915687303
2025-11-0133212.42947401758
2025-12-0132581.01304659302
2026-01-0132482.618626903884
2026-02-0133117.044771960595
2026-03-0127153.439008427464
2026-04-0128270.029023727282
Annual Return Matrix
YearAnnual Return
20170.8488935527963706
20180.383733970397206
20190.5140854766502498
20200.006098539129875125
2021-0.15711207935801375
2022-0.092940746325613
20230.12003765266682609
20240.09349718740729052
2025-0.3355190669133623
2026-0.1323158373467621
Total Factor Risk
0.5774416698331448
VTI.US Exposure
0.03713199082101668
VEA.US Exposure
0.06380402687602793
VWO.US Exposure
-0.012059441101317177
QQQ.US Exposure
-0.012072533011532143
VTV.US Exposure
-0.004457601955153674
IJR.US Exposure
0.008879136594278508
QUAL.US Exposure
-0.021830292462850495
SHV.US Exposure
0.5487103730344141
TLT.US Exposure
0.005989689789742162
LQD.US Exposure
0.014159992598202161
HYG.US Exposure
-0.0025846635693083913
GLD.US Exposure
0.002142837671154995
USO.US Exposure
0.012420940920739594
VNQ.US Exposure
0.018900096716201863
BTC-USD.CC Exposure
-0.0018760738367664762
CPER.US Exposure
0.014179977248669729
VIX.INDX Exposure
0.0037858764098282383
UUP.US Exposure
0.036971931916852684
TIP.US Exposure
0.08226940511844134
Idiosyncratic Exposure
0.2055343302213584
Value Score
42
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.7%

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 →19.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.85%
Market Cap$236.9M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.610.02%Solid

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 →
-6.5%
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 →
-15.4%
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 →
40.3% 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 →
0.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Ab Dynamics a high-risk investment?

Ab Dynamics (ABDP.LSE) has an annualized volatility of 57.7% and experienced a maximum drawdown of 60.3% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ABDP.LSE?

Over the past 10 years, ABDP.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.4%. It has had a positive return in 60% 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 Ab Dynamics

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

Start a Free Backtest