Frontier Developments Plc

10-Year Study

FDEV.LSE · Communication Services · GB · Common Stock

Executive Summary: Frontier Developments Plc has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 96.2% and an annualized volatility of 78.6%.

1Y CAGR
+65.4%
3Y CAGR
-10.0%
5Y CAGR
-31.7%
10Y CAGR
+7.0%

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 →
96.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.64
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
62.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +341.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -86.3%
% 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.
20267.0-16.2-12.213.3————————-10.8%
20258.0-14.215.8-9.124.525.318.61.122.513.82.5-17.0116.1%
202410.1-15.916.162.115.1-8.28.91.7-10.510.6-11.3-12.856.3%
2023-49.6-10.88.75.58.59.9-0.5-42.6-34.38.6-37.9-12.2-86.3%
2022-22.2-6.8-3.32.9-2.810.612.3-5.8-8.4-0.9-13.9-15.8-46.0%
20212.4-21.710.118.6-20.3-10.114.96.2-13.10.6-28.00.3-42.2%
202015.5-19.59.022.835.9-10.45.116.819.8-4.0-5.024.2152.0%
201911.31.18.00.413.3-9.7-1.95.9-1.97.311.70.252.8%
20181.9-10.48.7-0.432.8-23.0-15.7-0.919.2-26.4-12.0-7.4-39.6%
2017-6.70.53.615.323.114.936.866.90.3-6.427.71.9341.5%
2016———-2.6-2.4-11.10.0-5.818.3-0.70.550.040.8%

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 78.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 21.5% of variance. Idiosyncratic stock-specific factors contribute 44.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019741.784037558686
2016-05-019507.042253521126
2016-06-018450.704225352112
2016-07-018450.704225352112
2016-08-017957.7464788732395
2016-09-019413.145539906103
2016-10-019342.723004694837
2016-11-019389.671361502347
2016-12-0114084.507042253521
2017-01-0113145.539906103288
2017-02-0113215.962441314556
2017-03-0113685.446009389672
2017-04-0115774.647887323943
2017-05-0119413.1455399061
2017-06-0122300.469483568075
2017-07-0130516.43192488263
2017-08-0150938.96713615023
2017-09-0151079.81220657277
2017-10-0147793.42723004695
2017-11-0161032.86384976526
2017-12-0162183.0985915493
2018-01-0163380.28169014085
2018-02-0156807.5117370892
2018-03-0161737.089201877934
2018-04-0161502.34741784038
2018-05-0181690.14084507042
2018-06-0162910.79812206573
2018-07-0153051.64319248826
2018-08-0152582.15962441315
2018-09-0162676.05633802817
2018-10-0146103.28638497653
2018-11-0140563.38028169014
2018-12-0137558.68544600939
2019-01-0141784.03755868545
2019-02-0142253.52112676056
2019-03-0145633.80281690141
2019-04-0145821.59624413146
2019-05-0151924.88262910798
2019-06-0146901.40845070423
2019-07-0146009.3896713615
2019-08-0148732.39436619718
2019-09-0147793.42723004695
2019-10-0151267.60563380282
2019-11-0157276.99530516432
2019-12-0157370.89201877934
2020-01-0166291.07981220658
2020-02-0153333.33333333333
2020-03-0158122.06572769953
2020-04-0171361.50234741785
2020-05-0196948.35680751174
2020-06-0186854.46009389672
2020-07-0191267.60563380281
2020-08-01106572.76995305164
2020-09-01127699.53051643191
2020-10-01122535.21126760564
2020-11-01116431.9248826291
2020-12-01144600.93896713617
2021-01-01148122.06572769955
2021-02-01115962.441314554
2021-03-01127699.53051643191
2021-04-01151408.45070422537
2021-05-01120657.27699530516
2021-06-01108450.70422535212
2021-07-01124647.88732394367
2021-08-01132394.3661971831
2021-09-01115023.47417840376
2021-10-01115727.69953051645
2021-11-0183286.38497652582
2021-12-0183568.0751173709
2022-01-0164976.52582159624
2022-02-0160563.38028169014
2022-03-0158591.54929577465
2022-04-0160281.69014084507
2022-05-0158591.54929577465
2022-06-0164788.7323943662
2022-07-0172769.95305164318
2022-08-0168544.60093896714
2022-09-0162816.9014084507
2022-10-0162253.52112676056
2022-11-0153615.0234741784
2022-12-0145117.37089201878
2023-01-0122723.00469483568
2023-02-0120258.215962441314
2023-03-0122018.779342723006
2023-04-0123239.43661971831
2023-05-0125211.267605633806
2023-06-0127699.530516431925
2023-07-0127558.68544600939
2023-08-0115821.596244131455
2023-09-0110399.06103286385
2023-10-0111291.079812206572
2023-11-017014.084507042254
2023-12-016159.624413145539
2024-01-016779.3427230046955
2024-02-015699.530516431925
2024-03-016619.718309859155
2024-04-0110727.699530516433
2024-05-0112347.417840375587
2024-06-0111338.028169014086
2024-07-0112347.417840375587
2024-08-0112558.68544600939
2024-09-0111244.13145539906
2024-10-0112441.31455399061
2024-11-0111032.863849765257
2024-12-019624.413145539906
2025-01-0110399.06103286385
2025-02-018920.18779342723
2025-03-0110328.638497652582
2025-04-019389.671361502347
2025-05-0111690.140845070422
2025-06-0114647.887323943662
2025-07-0117370.89201877934
2025-08-0117558.68544600939
2025-09-0121502.347417840374
2025-10-0124460.093896713614
2025-11-0125070.42253521127
2025-12-0120798.1220657277
2026-01-0122253.521126760566
2026-02-0118638.49765258216
2026-03-0116361.50234741784
2026-04-0118544.600938967134
Annual Return Matrix
YearAnnual Return
20173.415
2018-0.395998489996225
20190.5275000000000001
20201.520458265139116
2021-0.42207792207792205
2022-0.46011235955056184
2023-0.8634755463059314
20240.5625000000000002
20251.1609756097560977
2026-0.10835214446952601
Total Factor Risk
0.7860799708957369
VTI.US Exposure
0.005995232982152472
VEA.US Exposure
0.018700166987290143
VWO.US Exposure
0.013555337224674401
QQQ.US Exposure
0.05088855384157259
VTV.US Exposure
0.07542579274698603
IJR.US Exposure
-0.0026450896434244498
QUAL.US Exposure
-0.005917704340934874
SHV.US Exposure
0.09930836646688067
TLT.US Exposure
0.008590157240790899
LQD.US Exposure
0.21499360212790902
HYG.US Exposure
0.0016662996986204824
GLD.US Exposure
0.014488037395829588
USO.US Exposure
0.0024152210279164057
VNQ.US Exposure
0.0021713686112013156
BTC-USD.CC Exposure
0.0011521170992083935
CPER.US Exposure
-0.0010005590174403218
VIX.INDX Exposure
0.01354365309641463
UUP.US Exposure
0.04192347443636639
TIP.US Exposure
0.0004671415160529058
Idiosyncratic Exposure
0.4442788305019334
Value Score
47.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
78.6%

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 →7.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$124.3M
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 →
+2.4%
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 →
-7.7%
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 →
30.3% 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 →
-0.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Frontier Developments Plc a high-risk investment?

Frontier Developments Plc (FDEV.LSE) has an annualized volatility of 78.6% and experienced a maximum drawdown of 96.2% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, FDEV.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.0%. 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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