HarbourVest Global Private Equity Ltd

10-Year Study

HVPE.LSE · Financial Services · GB · Common Stock

Executive Summary: HarbourVest Global Private Equity Ltd has compounded at 13.0% annually over the last 10 years, with a maximum drawdown of 28.6% and an annualized volatility of 26.7%.

1Y CAGR
+34.2%
3Y CAGR
+14.2%
5Y CAGR
+8.9%
10Y CAGR
+13.0%

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 →
28.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.94
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +47.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.0-4.00.35.0————————1.1%
20254.0-0.4-7.6-5.30.63.38.41.74.06.51.61.118.1%
2024-1.9-3.72.20.74.13.35.7-5.4-1.2-8.410.57.512.5%
2023-2.0-3.8-3.51.23.62.12.5-0.72.5-5.96.33.14.7%
2022-3.3-7.01.4-2.3-8.8-9.914.8-9.1-4.12.64.40.2-21.4%
2021-3.95.21.53.40.74.33.74.7-0.66.08.96.347.5%
20202.1-12.2-13.54.0-4.814.1-2.912.0-3.03.65.27.58.2%
20195.8-0.10.45.64.62.26.6-3.06.8-6.83.94.333.4%
20180.6-1.0-3.75.4-0.82.71.46.54.0-4.70.3-2.08.4%
20173.52.5-0.42.04.9-4.11.4-1.7-3.06.9-4.20.37.7%
2016———4.4-0.2-5.23.10.310.55.23.24.127.6%

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 26.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 41.7% of variance. Idiosyncratic stock-specific factors contribute 22.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110441.988950276243
2016-05-0110419.889502762431
2016-06-019878.453038674033
2016-07-0110187.845303867405
2016-08-0110220.99447513812
2016-09-0111292.817679558011
2016-10-0111878.453038674033
2016-11-0112254.14364640884
2016-12-0112762.430939226519
2017-01-0113204.419889502764
2017-02-0113535.911602209944
2017-03-0113480.662983425416
2017-04-0113756.906077348065
2017-05-0114430.939226519336
2017-06-0113845.303867403316
2017-07-0114033.149171270717
2017-08-0113790.055248618784
2017-09-0113381.215469613258
2017-10-0114309.39226519337
2017-11-0113701.657458563537
2017-12-0113745.85635359116
2018-01-0113834.254143646409
2018-02-0113701.657458563537
2018-03-0113193.370165745857
2018-04-0113900.552486187846
2018-05-0113790.055248618784
2018-06-0114165.745856353591
2018-07-0114364.640883977901
2018-08-0115292.817679558011
2018-09-0115911.602209944751
2018-10-0115160.220994475138
2018-11-0115204.419889502762
2018-12-0114895.027624309392
2019-01-0115756.906077348067
2019-02-0115734.806629834255
2019-03-0115801.10497237569
2019-04-0116685.082872928175
2019-05-0117458.563535911602
2019-06-0117834.25414364641
2019-07-0119005.524861878454
2019-08-0118430.939226519335
2019-09-0119690.60773480663
2019-10-0118342.54143646409
2019-11-0119049.723756906078
2019-12-0119867.403314917126
2020-01-0120287.292817679558
2020-02-0117812.154696132595
2020-03-0115403.31491712707
2020-04-0116022.09944751381
2020-05-0115248.618784530388
2020-06-0117392.265193370167
2020-07-0116883.977900552487
2020-08-0118917.127071823204
2020-09-0118342.54143646409
2020-10-0119005.524861878454
2020-11-0120000
2020-12-0121502.762430939227
2021-01-0120662.983425414364
2021-02-0121745.85635359116
2021-03-0122077.348066298342
2021-04-0122817.67955801105
2021-05-0122983.42541436464
2021-06-0123977.900552486186
2021-07-0124861.878453038677
2021-08-0126022.099447513814
2021-09-0125856.353591160223
2021-10-0127403.314917127074
2021-11-0129834.25414364641
2021-12-0131712.707182320442
2022-01-0130662.983425414364
2022-02-0128508.287292817677
2022-03-0128895.02762430939
2022-04-0128232.044198895026
2022-05-0125745.85635359116
2022-06-0123204.419889502762
2022-07-0126629.834254143647
2022-08-0124198.89502762431
2022-09-0123204.419889502762
2022-10-0123812.154696132595
2022-11-0124861.878453038677
2022-12-0124917.127071823204
2023-01-0124419.88950276243
2023-02-0123480.662983425416
2023-03-0122651.93370165746
2023-04-0122928.17679558011
2023-05-0123756.906077348067
2023-06-0124254.14364640884
2023-07-0124861.878453038677
2023-08-0124696.13259668508
2023-09-0125303.86740331492
2023-10-0123812.154696132595
2023-11-0125303.86740331492
2023-12-0126077.348066298342
2024-01-0125580.11049723757
2024-02-0124640.883977900554
2024-03-0125193.370165745855
2024-04-0125359.116022099446
2024-05-0126408.839779005528
2024-06-0127292.81767955801
2024-07-0128839.779005524862
2024-08-0127292.81767955801
2024-09-0126961.325966850833
2024-10-0124696.13259668508
2024-11-0127292.81767955801
2024-12-0129337.016574585636
2025-01-0130497.237569060777
2025-02-0130386.740331491714
2025-03-0128066.298342541435
2025-04-0126574.58563535912
2025-05-0126740.331491712706
2025-06-0127624.309392265193
2025-07-0129944.751381215472
2025-08-0130441.98895027624
2025-09-0131657.45856353591
2025-10-0133701.65745856354
2025-11-0134254.14364640884
2025-12-0134640.88397790056
2026-01-0134640.88397790056
2026-02-0133259.668508287294
2026-03-0133370.16574585635
2026-04-0135027.62430939227
Annual Return Matrix
YearAnnual Return
20170.07705627705627704
20180.0836012861736335
20190.3338278931750742
20200.0823136818687431
20210.474820143884892
2022-0.2142857142857143
20230.04656319290465638
20240.125
20250.1807909604519775
20260.011164274322169154
Total Factor Risk
0.26707939385230167
VTI.US Exposure
0.10550335636231743
VEA.US Exposure
0.08217100800867111
VWO.US Exposure
-0.029843530768430212
QQQ.US Exposure
-0.035689266174409116
VTV.US Exposure
-0.07175195197904086
IJR.US Exposure
0.0684709781792728
QUAL.US Exposure
0.08433241260149886
SHV.US Exposure
0.41735363175731766
TLT.US Exposure
-0.00823912119301961
LQD.US Exposure
0.02124568023253681
HYG.US Exposure
0.15398902167266687
GLD.US Exposure
0.0001333372908393355
USO.US Exposure
0.0012685868084058797
VNQ.US Exposure
0.0039018523534226236
BTC-USD.CC Exposure
-0.003472715300584187
CPER.US Exposure
-0.0008726923482363257
VIX.INDX Exposure
-0.019989927594194448
UUP.US Exposure
-0.0017381429100328542
TIP.US Exposure
0.007505825113788692
Idiosyncratic Exposure
0.2257216578872096
Value Score
46.5
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
26.7%

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 →8.7x
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$2.1B
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 →
+5.0%
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 →
+7.8%
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 →
1.6% 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 →
0.40
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is HarbourVest Global Private Equity Ltd a high-risk investment?

HarbourVest Global Private Equity Ltd (HVPE.LSE) has an annualized volatility of 26.7% and experienced a maximum drawdown of 28.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, HVPE.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.0%. It has had a positive return in 90% 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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