Lancashire Holdings Ltd

10-Year Study

LRE.LSE · Financial Services · GB · Common Stock

Executive Summary: Lancashire Holdings Ltd has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 48.9% and an annualized volatility of 36.0%.

1Y CAGR
+11.8%
3Y CAGR
+14.0%
5Y CAGR
+8.8%
10Y CAGR
+7.5%

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 →
48.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -25.6%
% 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.
2026-3.98.8-12.83.8————————-5.5%
2025-1.5-4.8-3.2-2.69.6-5.08.9-1.410.5-1.0-4.19.613.5%
2024-2.77.21.2-1.55.8-3.03.36.92.2-8.210.33.826.7%
2023-3.8-1.9-9.910.92.5-6.73.3-3.43.1-3.716.9-0.14.2%
20223.2-13.7-8.4-1.8-4.61.710.411.90.7-0.419.99.526.4%
2021-5.8-9.84.710.4-10.5-2.84.2-1.6-9.9-10.10.34.4-25.6%
2020-2.5-3.1-14.4-1.412.519.1-4.3-0.4-9.9-8.016.7-2.6-3.9%
2019-6.818.8-1.45.22.3-2.10.7-1.28.6-3.84.43.329.1%
2018-3.5-13.93.62.80.6-5.41.16.70.1-2.711.0-5.5-7.3%
2017-2.43.7-3.11.51.90.14.4-4.9-2.912.6-7.9-1.4-0.1%
2016———-0.53.53.32.65.46.34.01.27.638.4%

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 36.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 40.6% of variance. Idiosyncratic stock-specific factors contribute 23.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019954.707664762585
2016-05-0110298.911228491648
2016-06-0110634.057723948252
2016-07-0110914.854815894982
2016-08-0111504.756709311821
2016-09-0112224.94400528737
2016-10-0112708.108873653899
2016-11-0112865.373149464356
2016-12-0113842.742718064655
2017-01-0113503.655173981388
2017-02-0114001.797425904266
2017-03-0113568.02330359188
2017-04-0113769.779115939216
2017-05-0114032.059923521978
2017-06-0114052.23725322549
2017-07-0114667.589858181698
2017-08-0113945.3603506729
2017-09-0113539.677127755367
2017-10-0115243.545964621484
2017-11-0114036.64091172156
2017-12-0113833.797551794018
2018-01-0113346.978383680493
2018-02-0111497.783815823292
2018-03-0111908.418702321442
2018-04-0112236.924513357428
2018-05-0112308.786580152431
2018-06-0111641.504452475747
2018-07-0111764.694568731433
2018-08-0112557.009698756314
2018-09-0112567.346646174614
2018-10-0112226.29032624679
2018-11-0113565.778269680328
2018-12-0112823.899470039116
2019-01-0111954.844045327307
2019-02-0114207.955882635782
2019-03-0114014.942414180781
2019-04-0114744.106348864983
2019-05-0115087.239849701626
2019-06-0114765.55306690166
2019-07-0114872.783160147503
2019-08-0114694.593209996345
2019-09-0115956.903741548338
2019-10-0115352.720355148978
2019-11-0116021.635552664755
2019-12-0116550.295578647
2020-01-0116140.314619471998
2020-02-0115633.234195153596
2020-03-0113389.123475116667
2020-04-0113205.712597193009
2020-05-0114858.330317224692
2020-06-0117690.052436578666
2020-07-0116935.654600483627
2020-08-0116874.856844118764
2020-09-0115204.950264805597
2020-10-0113985.477218326052
2020-11-0116325.547401862821
2020-12-0115897.08163076186
2021-01-0114974.239809486842
2021-02-0113513.068929884654
2021-03-0114150.270400696589
2021-04-0115622.428658102668
2021-05-0113985.04359806899
2021-06-0113596.568804869135
2021-07-0114173.731354766063
2021-08-0113949.839927683332
2021-09-0112566.017809902978
2021-10-0111293.78996343952
2021-11-0111327.269643609608
2021-12-0111829.464846160976
2022-01-0112208.900055776154
2022-02-0110530.45745188651
2022-03-019642.130404298437
2022-04-019468.035368026452
2022-05-019035.964254304294
2022-06-019190.97300539053
2022-07-0110148.36456972806
2022-08-0111357.948276796596
2022-09-0111436.185260757891
2022-10-0111394.767532333559
2022-11-0113656.691652285512
2022-12-0114956.779600265068
2023-01-0114381.519384399113
2023-02-0114105.39420102845
2023-03-0112713.263359612818
2023-04-0114093.889276466134
2023-05-0114442.670331457226
2023-06-0113475.162126767484
2023-07-0113918.11920710438
2023-08-0113439.790603379091
2023-09-0113850.610827567758
2023-10-0113334.148119784099
2023-11-0115591.86542385506
2023-12-0115579.381356776803
2024-01-0115154.944057741433
2024-02-0116253.489506564627
2024-03-0116449.65021882087
2024-04-0116210.477174614332
2024-05-0117149.618221842222
2024-06-0116634.858522648792
2024-07-0117176.71249403335
2024-08-0118366.975621099824
2024-09-0118776.95308333727
2024-10-0117246.371490167487
2024-11-0119022.30521620691
2024-12-0119741.258093224857
2025-01-0119441.69643434762
2025-02-0118513.046199790537
2025-03-0117917.045647274397
2025-04-0117452.06835114149
2025-05-0119124.754995812415
2025-06-0118176.420499747346
2025-07-0119788.589143057972
2025-08-0119504.088794238447
2025-09-0121547.06965375073
2025-10-0121323.618840800173
2025-11-0120457.084708066912
2025-12-0122415.36973995024
2026-01-0121541.13535071661
2026-02-0123429.481631461247
2026-03-0120422.115332497568
2026-04-0121191.441595023163
Annual Return Matrix
YearAnnual Return
2017-0.0006461989833101978
2018-0.07300223080277302
20190.2905821366826826
2020-0.03946841582260974
2021-0.2558719190778884
20220.26436654529803194
20230.04162672534806222
20240.26714005140118746
20250.13545801559846526
2026-0.0546021840873635
Total Factor Risk
0.36049296183731333
VTI.US Exposure
0.4055185072788276
VEA.US Exposure
0.06459073618475869
VWO.US Exposure
0.04530596199751524
QQQ.US Exposure
-0.07225417806792966
VTV.US Exposure
-0.029908284495671913
IJR.US Exposure
-0.02851373405136158
QUAL.US Exposure
0.012492949550172487
SHV.US Exposure
0.12177854824720659
TLT.US Exposure
-0.0023624914777057616
LQD.US Exposure
0.11911636217438973
HYG.US Exposure
-0.00730447967104237
GLD.US Exposure
-0.003961413744045656
USO.US Exposure
0.03578459804185358
VNQ.US Exposure
-0.001555303246074755
BTC-USD.CC Exposure
-0.0004756472053943122
CPER.US Exposure
0.004432605998543932
VIX.INDX Exposure
0.007820642944926234
UUP.US Exposure
-0.0021082231966567514
TIP.US Exposure
0.09306053677504712
Idiosyncratic Exposure
0.2385423059626416
Value Score
47.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
45.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.0%

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 →6.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.81%
Market Cap$1.4B
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
$17
Avg Yield on Cost
0.17%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$17.480.17%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 →
-2.0%
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 →
+1.9%
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 →
10.0% 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 →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Lancashire Holdings Ltd a high-risk investment?

Lancashire Holdings Ltd (LRE.LSE) has an annualized volatility of 36.0% and experienced a maximum drawdown of 48.9% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, LRE.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.5%. 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.

Run a Full Backtest on Lancashire Holdings Ltd

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest