Cohort

10-Year Study

CHRT.LSE · Industrials · GB · Common Stock

Executive Summary: Cohort has compounded at 16.2% annually over the last 10 years, with a maximum drawdown of 40.9% and an annualized volatility of 64.8%.

1Y CAGR
-9.0%
3Y CAGR
+43.7%
5Y CAGR
+20.1%
10Y CAGR
+16.2%

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 →
40.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.50
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 →
35.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +100.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · -15.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202627.712.2-6.09.9————————47.9%
20256.0-5.710.114.67.75.0-6.1-11.111.7-6.4-18.7-16.8-15.6%
20248.5-10.024.511.69.6-8.512.06.97.0-6.516.05.8100.0%
20235.8-0.6-10.6-7.312.6-2.47.1-0.9-1.3-2.66.59.013.4%
2022-13.420.2-17.919.8-3.3-7.513.1-4.3-8.3-4.9-9.222.7-3.8%
2021-2.1-5.02.07.0-6.5-5.73.0-5.01.83.24.5-10.8-14.1%
2020-3.7-13.6-24.126.7-2.1-6.618.10.9-0.8-2.41.54.4-10.6%
20191.4-1.3-3.32.111.77.6-0.60.820.51.16.925.394.1%
20182.84.1-2.1-0.70.04.35.59.3-3.6-0.64.4-8.414.5%
20175.53.4-1.7-2.90.00.1-5.8-3.46.11.8-23.26.8-15.8%
2016———-1.9-4.6-20.722.6-11.31.311.115.01.96.5%

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 64.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 67.3% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019807.694168914803
2016-05-019358.974318948069
2016-06-017423.078135873517
2016-07-019102.566544167807
2016-08-018077.04471681908
2016-09-018180.93095179148
2016-10-019089.922239084766
2016-11-0110453.409170024692
2016-12-0110648.193909316293
2017-01-0111232.545005140457
2017-02-0111615.26158257371
2017-03-0111419.499641432485
2017-04-0111093.229739530438
2017-05-0111093.229739530438
2017-06-0111106.27991119639
2017-07-0110466.787157007615
2017-08-0110114.326372305162
2017-09-0110735.729965098597
2017-10-0110934.05198776281
2017-11-018395.553200835584
2017-12-018964.069255824888
2018-01-019215.275694242595
2018-02-019589.534636498083
2018-03-019389.751494135384
2018-04-019323.158154031364
2018-05-019323.158154031364
2018-06-019722.721316706124
2018-07-0110255.474281639565
2018-08-0111211.986301690622
2018-09-0110806.734762753811
2018-10-0110739.1923192559
2018-11-0111211.986301690622
2018-12-0110266.398336821185
2019-01-0110410.509072210847
2019-02-0110274.4220069603
2019-03-019934.20902690989
2019-04-0110138.33806376039
2019-05-0111322.278984571762
2019-06-0112179.612822012205
2019-07-0112111.57085041225
2019-08-0112214.11772566104
2019-09-0114712.145370170618
2019-10-0114877.760790353363
2019-11-0115899.055361138526
2019-12-0119929.023300800523
2020-01-0119189.81537129143
2020-02-0116583.106022029813
2020-03-0112589.850275817564
2020-04-0115945.292931084168
2020-05-0115612.522919754243
2020-06-0114586.476587898369
2020-07-0117220.915990924823
2020-08-0117371.021063539036
2020-09-0117230.931529370846
2020-10-0116810.66604891691
2020-11-0117062.824712779147
2020-12-0117811.130297846754
2021-01-0117444.763899603593
2021-02-0116571.117347580708
2021-03-0116909.300994716552
2021-04-0118092.95468686925
2021-05-0116909.300994716552
2021-06-0115951.109311422366
2021-07-0116430.206714094777
2021-08-0115609.625656762375
2021-09-0115895.514955715273
2021-10-0116410.11944029125
2021-11-0117153.432866389034
2021-12-0115295.144618068616
2022-01-0113247.194915553213
2022-02-0115925.433566977195
2022-03-0113074.40502300483
2022-04-0115666.2471671293
2022-05-0115147.880611534789
2022-06-0114010.348973454142
2022-07-0115839.037059677685
2022-08-0115151.786296882663
2022-09-0113894.012000538241
2022-10-0113206.623867515154
2022-11-0111992.726870834209
2022-12-0114713.025788450474
2023-01-0115569.613455788485
2023-02-0115481.150150966758
2023-03-0113844.571206638228
2023-04-0112827.238518112421
2023-05-0114449.075139329314
2023-06-0114095.21879799177
2023-07-0115097.809163405944
2023-08-0114965.090790793574
2023-09-0114769.959503881177
2023-10-0114379.696930056387
2023-11-0115310.324028269544
2023-12-0116691.253856122792
2024-01-0118104.050454835946
2024-02-0116287.58831890998
2024-03-0120283.800647076212
2024-04-0122645.197989524273
2024-05-0124824.951303815178
2024-06-0122705.747039593534
2024-07-0125430.438682457167
2024-08-0127191.49066366367
2024-09-0129089.997168300073
2024-10-0127191.49066366367
2024-11-0131539.6798586835
2024-12-0133376.941095958406
2025-01-0135378.57517726223
2025-02-0133378.91735401213
2025-03-0136762.95487107024
2025-04-0142146.65021137844
2025-05-0145407.632102548116
2025-06-0147684.16586455983
2025-07-0144792.350851055395
2025-08-0139799.308340901705
2025-09-0144456.012335846484
2025-10-0141599.9010934358
2025-11-0133838.72360579365
2025-12-0128157.54367046381
2026-01-0135966.023347319075
2026-02-0140336.89424022244
2026-03-0137901.69474274771
2026-04-0141648.15550809345
Annual Return Matrix
YearAnnual Return
2017-0.1581605920998428
20180.14528324623887068
20190.9411893681665977
2020-0.10627179119554231
2021-0.14125918106849744
2022-0.03805906018897465
20230.13445419698952765
20240.9996664950197773
2025-0.1563773447809036
20260.47911181442224926
Total Factor Risk
0.6477332091670701
VTI.US Exposure
-0.0024759924288796716
VEA.US Exposure
0.03694911420587464
VWO.US Exposure
0.001249466347604096
QQQ.US Exposure
0.0007538929438868893
VTV.US Exposure
0.004523450633216744
IJR.US Exposure
0.01575496425705413
QUAL.US Exposure
0.008331121100484297
SHV.US Exposure
0.6727838888028445
TLT.US Exposure
0.004045699762936284
LQD.US Exposure
0.0013040619846966656
HYG.US Exposure
-0.0007943410961142737
GLD.US Exposure
-0.0003697254551088164
USO.US Exposure
0.001547706699666344
VNQ.US Exposure
0.008339892394251647
BTC-USD.CC Exposure
0.011130152247815824
CPER.US Exposure
-0.0011048383923693537
VIX.INDX Exposure
0.0006883975407866431
UUP.US Exposure
0.044486107885991215
TIP.US Exposure
0.03323405633345669
Idiosyncratic Exposure
0.15962292423190547
Value Score
36.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
64.8%

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 →32.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.33%
Market Cap$598.0M
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$1.810.02%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 →
+6.4%
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 →
+6.7%
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 →
22.6% 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 →
0.33
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cohort a high-risk investment?

Cohort (CHRT.LSE) has an annualized volatility of 64.8% and experienced a maximum drawdown of 40.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CHRT.LSE has generated a Compound Annual Growth Rate (CAGR) of 16.2%. It has had a positive return in 50% 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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