Foresight Group Holdings Limited

10-Year Study

FSG.LSE · Financial Services · GB · Common Stock

Executive Summary: Foresight Group Holdings Limited has compounded at 3.4% annually over the last 10 years, with a maximum drawdown of 31.9% and an annualized volatility of 213.8%.

1Y CAGR
+14.7%
3Y CAGR
+5.8%
5Y CAGR
+3.7%
10Y CAGR
+3.4%

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 →
31.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +10.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -3.1%
% 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.
20260.2-2.8-14.416.2————————-3.1%
2025-2.2-5.3-7.06.92.716.44.4-0.49.7-6.54.4-9.710.7%
20247.3-5.73.7-0.77.2-0.811.1-1.54.2-10.6-10.1-1.7-0.1%
20237.0-6.7-8.46.6-3.67.410.3-3.1-4.4-14.49.86.73.5%
2022-11.85.2-8.32.7-5.36.910.1-2.2-6.2-4.7-7.229.52.3%
2021——0.7-0.2-0.9-3.6-3.77.95.71.60.4-2.74.7%

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 213.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 26.0% of variance. Idiosyncratic stock-specific factors contribute 44.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-02-0110000
2021-03-0110071.091851578904
2021-04-0110047.393599059857
2021-05-019952.606400940143
2021-06-019597.155860980327
2021-07-019241.708226998746
2021-08-019976.304653459189
2021-09-0110543.589382950393
2021-10-0110710.194927208153
2021-11-0110757.794850722803
2021-12-0110472.189497678415
2022-01-019234.56823847155
2022-02-019710.576191552786
2022-03-018899.84313529479
2022-04-019140.376765890325
2022-05-018659.306598721021
2022-06-019260.646487166328
2022-07-0110198.736945619266
2022-08-019977.327557798455
2022-09-019361.443248279224
2022-10-018918.005499273213
2022-11-018277.48721224277
2022-12-0110716.390472808473
2023-01-0111471.625156704877
2023-02-0110700.215797943845
2023-03-019804.38116902855
2023-04-0110451.371069591783
2023-05-0110078.109789020169
2023-06-0110824.635256141639
2023-07-0111944.424909812966
2023-08-0111571.160723263112
2023-09-0111064.326153048576
2023-10-019469.005126726806
2023-11-0110395.320561365252
2023-12-0111090.058590333205
2024-01-0111904.540358516348
2024-02-0111224.28281910111
2024-03-0111642.903513967003
2024-04-0111564.410135819611
2024-05-0112401.654431529632
2024-06-0112296.998531318599
2024-07-0113657.516516127309
2024-08-0113448.207621683481
2024-09-0114015.06517237391
2024-10-0112532.70242608499
2024-11-0111265.954547013205
2024-12-0111077.292627940049
2025-01-0110835.823272352349
2025-02-0110258.280439686132
2025-03-019543.223810888236
2025-04-0110203.276083624754
2025-05-0110478.2949579534
2025-06-0112197.175272914947
2025-07-0112733.467744513368
2025-08-0112678.46338845199
2025-09-0113907.029619473775
2025-10-0113008.419781342573
2025-11-0113578.965018415183
2025-12-0112266.7124261373
2026-01-0112292.287940597154
2026-02-0111943.57055221142
2026-03-0110229.043392648222
2026-04-0111885.450987480464
Annual Return Matrix
YearAnnual Return
20220.023318998876423525
20230.03486884118984568
2024-0.0011511176689618097
20250.10737459396867388
2026-0.031080979598450575
Total Factor Risk
2.1384407182995147
VTI.US Exposure
0.2599539769080895
VEA.US Exposure
0.01998800229275885
VWO.US Exposure
0.018260188941947867
QQQ.US Exposure
0.06451118929724518
VTV.US Exposure
0.054308797004929465
IJR.US Exposure
0.015383219263062525
QUAL.US Exposure
-0.0009138214455454442
SHV.US Exposure
0.003528452526940993
TLT.US Exposure
-0.0014439769364096174
LQD.US Exposure
0.0004937316234612464
HYG.US Exposure
0.003642029805268264
GLD.US Exposure
0.017733710943073737
USO.US Exposure
0.0008816139215745395
VNQ.US Exposure
0.025883713331156608
BTC-USD.CC Exposure
0.0061549983457853145
CPER.US Exposure
0.003056209266647842
VIX.INDX Exposure
0.009344746016704254
UUP.US Exposure
0.05670180492738812
TIP.US Exposure
0.0006108528695194798
Idiosyncratic Exposure
0.4419205610964011
Value Score
44.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
81.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
213.8%

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 →12.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.81%
Market Cap$409.1M
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$2.350.02%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 →
+5.2%
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 →
-3.7%
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 →
15.1% 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 →
0.53
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Foresight Group Holdings Limited a high-risk investment?

Foresight Group Holdings Limited (FSG.LSE) has an annualized volatility of 213.8% and experienced a maximum drawdown of 31.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FSG.LSE has generated a Compound Annual Growth Rate (CAGR) of 3.4%. 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.

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