Conduit Holdings Ltd

10-Year Study

CRE.LSE · Financial Services · GB · Common Stock

Executive Summary: Conduit Holdings Ltd has compounded at -2.6% annually over the last 10 years, with a maximum drawdown of 49.2% and an annualized volatility of 37.4%.

1Y CAGR
+23.5%
3Y CAGR
+1.9%
5Y CAGR
+2.6%
10Y CAGR
-2.6%

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 →
49.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +16.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -34.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.413.4-3.64.1————————11.1%
2025-2.9-13.0-12.63.59.00.0-18.82.813.7-0.61.314.3-9.0%
20241.59.22.2-3.35.8-6.85.92.8-0.6-1.7-5.5-3.05.3%
20239.15.82.3-1.10.5-5.35.3-1.6-0.8-4.95.71.316.4%
20220.1-6.2-4.21.6-10.8-1.04.0-7.812.3-3.619.27.06.8%
2021-27.58.6-3.24.5-3.91.5-3.02.2-6.4-7.3-8.27.1-34.4%

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 37.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 36.1% of variance. Idiosyncratic stock-specific factors contribute 17.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-12-0110000
2021-01-017247.004084101518
2021-02-017868.174780712667
2021-03-017616.749780259499
2021-04-017956.914305888266
2021-05-017646.328957582692
2021-06-017764.647660081488
2021-07-017528.010255083898
2021-08-017693.789186103081
2021-09-017200.596268359205
2021-10-016677.054795768769
2021-11-016130.750910440403
2021-12-016563.240738873101
2022-01-016570.82887418775
2022-02-016161.101458492982
2022-03-015901.711606787558
2022-04-015996.137748735603
2022-05-015350.885137001892
2022-06-015295.802888664529
2022-07-015508.264697856658
2022-08-015078.232492445489
2022-09-015700.7266778533085
2022-10-015495.958643894839
2022-11-016552.559147816835
2022-12-017011.237710134267
2023-01-017650.112062606912
2023-02-018092.41045785952
2023-03-018281.555743040415
2023-04-018188.598593928435
2023-05-018230.852568326978
2023-06-017791.422396535831
2023-07-018205.500980970259
2023-08-018077.154458989458
2023-09-018016.228130604143
2023-10-017624.555175030228
2023-11-018059.747790824804
2023-12-018164.19377943078
2024-01-018286.04643620141
2024-02-019051.983685978568
2024-03-019254.876113073078
2024-04-018951.145400267133
2024-05-019469.275318515758
2024-06-018826.07969539374
2024-07-019344.209613642366
2024-08-019601.221570567024
2024-09-019546.147295053737
2024-10-019380.926461719897
2024-11-018866.902547870583
2024-12-018600.711877228046
2025-01-018352.878634021268
2025-02-017269.75852401537
2025-03-016352.604706394452
2025-04-016571.9889200908565
2025-05-017163.371152746808
2025-06-017163.371152746808
2025-07-015818.451404958416
2025-08-015979.618057249441
2025-09-016796.8325250735315
2025-10-016756.968404691869
2025-11-016846.6626755506095
2025-12-017823.333624901353
2026-01-017633.979053088453
2026-02-018660.480152916274
2026-03-018351.533219958386
2026-04-018690.378243202522
Annual Return Matrix
YearAnnual Return
2021-0.34367592611268993
20220.06825850050078874
20230.16444401359120842
20240.053467385707704373
2025-0.09038533826309714
20260.11082802547770698
Total Factor Risk
0.3744114349907474
VTI.US Exposure
-0.019326847349924743
VEA.US Exposure
0.04474892974108527
VWO.US Exposure
-0.022547481084259514
QQQ.US Exposure
0.04463615684815026
VTV.US Exposure
0.017834487453447925
IJR.US Exposure
0.015476336571516133
QUAL.US Exposure
0.09639358100054578
SHV.US Exposure
0.36106985942443515
TLT.US Exposure
0.008020833581645286
LQD.US Exposure
-0.0037460125868174826
HYG.US Exposure
0.02394449878149858
GLD.US Exposure
0.006100866294584885
USO.US Exposure
-0.002199866224789299
VNQ.US Exposure
0.006010435109410549
BTC-USD.CC Exposure
-0.000663431226274485
CPER.US Exposure
0.01916101597370148
VIX.INDX Exposure
0.020779237336115523
UUP.US Exposure
0.020294754133313362
TIP.US Exposure
0.18983254272041633
Idiosyncratic Exposure
0.17418010350219926
Value Score
46.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
37.4%

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 →7.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.50%
Market Cap$642.9M
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.590.03%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 →
+3.8%
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 →
+20.9%
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 →
1.1% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Conduit Holdings Ltd a high-risk investment?

Conduit Holdings Ltd (CRE.LSE) has an annualized volatility of 37.4% and experienced a maximum drawdown of 49.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CRE.LSE has generated a Compound Annual Growth Rate (CAGR) of -2.6%. It has had a positive return in 67% 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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