Alliance Witan Ord

10-Year Study

ALW.LSE · Financial Services · GB · Common Stock

Executive Summary: Alliance Witan Ord has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 23.1% and an annualized volatility of 13.6%.

1Y CAGR
+9.6%
3Y CAGR
+11.6%
5Y CAGR
+8.0%
10Y CAGR
+11.7%

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 →
23.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -6.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.02.8-6.96.4————————-0.1%
20256.4-4.3-7.9-1.95.22.74.7-1.20.02.20.6-0.35.4%
20242.24.44.2-0.2-1.40.72.3-3.2-0.31.86.2-2.814.3%
20235.5-0.1-1.91.20.42.53.80.4-0.8-3.85.86.120.2%
2022-4.4-2.32.9-1.3-0.7-5.87.6-0.1-4.83.52.3-2.1-5.8%
2021-3.70.96.56.1-1.12.21.13.4-2.01.8-1.01.616.5%
2020-2.0-9.0-13.713.73.44.2-0.85.7-0.4-1.19.32.89.4%
20195.41.52.04.6-3.56.14.6-4.20.6-2.04.63.024.3%
20180.7-1.9-4.94.11.81.42.71.20.1-6.31.8-6.3-6.2%
20171.84.81.1-0.32.30.62.11.9-1.22.6-0.12.219.2%
2016———0.92.81.17.81.31.12.9-2.210.829.1%

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 13.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 74.8% of variance. Idiosyncratic stock-specific factors contribute 9.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110089.552231503538
2016-05-0110368.158086708147
2016-06-0110484.876639703389
2016-07-0111305.257961407922
2016-08-0111451.562240843567
2016-09-0111582.263926990236
2016-10-0111914.047764778063
2016-11-0111652.641946170319
2016-12-0112913.73659358547
2017-01-0113146.508302057206
2017-02-0113773.97816224055
2017-03-0113930.591210588036
2017-04-0113889.91878725431
2017-05-0114215.305512867366
2017-06-0114302.912924417202
2017-07-0114599.18850858485
2017-08-0114881.637523723133
2017-09-0114707.163933888844
2017-10-0115086.902873000565
2017-11-0115066.37584880994
2017-12-0115392.041454265418
2018-01-0115505.445251238934
2018-02-0115216.780151192015
2018-03-0114477.26909115995
2018-04-0115077.897989667747
2018-05-0115347.1466922649
2018-06-0115562.542229502451
2018-07-0115978.652971220088
2018-08-0116165.903661203067
2018-09-0116174.769104614677
2018-10-0115150.785927429593
2018-11-0115422.454034975444
2018-12-0114444.539850706324
2019-01-0115221.352312819028
2019-02-0115452.296624428602
2019-03-0115755.49527836856
2019-04-0116472.612776317328
2019-05-0115903.137691784932
2019-06-0116866.23699600419
2019-07-0117650.21960564433
2019-08-0116908.61450047972
2019-09-0117003.61222785364
2019-10-0116663.114618147443
2019-11-0117429.234239986377
2019-12-0117953.97601926913
2020-01-0117590.62249405668
2020-02-0116008.962806725016
2020-03-0113809.435043258176
2020-04-0115702.317295785342
2020-05-0116240.068575085463
2020-06-0116920.134195023118
2020-07-0116790.477085128317
2020-08-0117741.290998394725
2020-09-0117666.360388102887
2020-10-0117471.03196794741
2020-11-0119098.767987138257
2020-12-0119632.78129802421
2021-01-0118913.711641178514
2021-02-0119088.031113205154
2021-03-0120322.573464044803
2021-04-0121569.491719470363
2021-05-0121328.85755649396
2021-06-0121804.9910685061
2021-07-0122046.537706756375
2021-08-0122793.13329331163
2021-09-0122345.3599042219
2021-10-0122742.022446402476
2021-11-0122521.65355197513
2021-12-0122871.620844751502
2022-01-0121874.312279862283
2022-02-0121364.576193153156
2022-03-0121989.881065086152
2022-04-0121699.953666805126
2022-05-0121543.8396665967
2022-06-0120287.116583027175
2022-07-0121835.57978385344
2022-08-0121813.137295482
2022-09-0120774.417520308078
2022-10-0121497.004977271296
2022-11-0121993.785382880007
2022-12-0121539.36780386038
2023-01-0122720.85204152276
2023-02-0122698.130673308897
2023-03-0122261.31677276332
2023-04-0122535.5828662096
2023-05-0122627.006528234626
2023-06-0123183.12473610383
2023-07-0124057.090128583175
2023-08-0124157.797553783443
2023-09-0123972.680049963525
2023-10-0123070.234665155822
2023-11-0124397.11070697997
2023-12-0125887.009140898415
2024-01-0126445.722888353634
2024-02-0127617.916023897556
2024-03-0128788.166785802176
2024-04-0128741.35655962084
2024-05-0128334.39992641486
2024-06-0128522.66828319123
2024-07-0129181.6075319085
2024-08-0128255.988210721607
2024-09-0128161.328074735884
2024-10-0128681.95759950017
2024-11-0130451.787791031908
2024-12-0129595.333117079135
2025-01-0131498.568172177474
2025-02-0130134.420084045578
2025-03-0127742.800374383954
2025-04-0127216.644625373858
2025-05-0128629.481709151805
2025-06-0129399.351530976946
2025-07-0130794.736607774088
2025-08-0130435.392591875003
2025-09-0130435.392591875003
2025-10-0131112.80885330969
2025-11-0131285.04651177582
2025-12-0131187.737017287123
2026-01-0130555.225303110583
2026-02-0131410.67698815641
2026-03-0129257.920309840396
2026-04-0131141.58240336691
Annual Return Matrix
YearAnnual Return
20170.19191229763126616
2018-0.06155789057445149
20190.24295936075742808
20200.09350604439670085
20210.1649709991448458
2022-0.05824917481512226
20230.20184628335557875
20240.14325038307812887
20250.053805912368292574
2026-0.0014798962135224025
Total Factor Risk
0.1360843442363829
VTI.US Exposure
0.7477586385260458
VEA.US Exposure
0.19628302667013173
VWO.US Exposure
0.005107868844802299
QQQ.US Exposure
-0.2474456640890006
VTV.US Exposure
-0.172357441594057
IJR.US Exposure
0.04209557262381834
QUAL.US Exposure
0.14604322566303085
SHV.US Exposure
0.038645137247794864
TLT.US Exposure
0.00451454192014446
LQD.US Exposure
0.009107863711200205
HYG.US Exposure
-0.0034899793799483088
GLD.US Exposure
0.004686989853638951
USO.US Exposure
0.004541488462324624
VNQ.US Exposure
0.0085600064785173
BTC-USD.CC Exposure
0.005995465211015179
CPER.US Exposure
0.003172702589776773
VIX.INDX Exposure
0.01467115749028428
UUP.US Exposure
0.09244464146961665
TIP.US Exposure
0.0016125850691889989
Idiosyncratic Exposure
0.09805217323167457
Value Score
41.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.6%

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 →21.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.32%
Market Cap$4.6B
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$1.730.02%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 →
+2.3%
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 →
+1.7%
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 →
1.7% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Alliance Witan Ord a high-risk investment?

Alliance Witan Ord (ALW.LSE) has an annualized volatility of 13.6% and experienced a maximum drawdown of 23.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ALW.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 70% 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 Alliance Witan Ord

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

Start a Free Backtest