LT.NSE

10-Year Study

LT.NSE · Unknown · Unknown · Common Stock

Executive Summary: LT.NSE has compounded at 17.4% annually over the last 10 years, with a maximum drawdown of 46.7% and an annualized volatility of 42.8%.

1Y CAGR
+14.4%
3Y CAGR
+25.1%
5Y CAGR
+24.7%
10Y CAGR
+17.4%

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 →
46.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.73
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +71.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -8.5%
% 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.
2026-3.78.8-18.117.6————————0.9%
2025-1.1-11.310.4-4.310.00.8-0.9-1.01.610.21.00.314.2%
2024-1.3-0.18.2-4.52.1-2.57.5-2.9-0.8-1.42.8-3.13.1%
20231.9-0.72.69.3-6.712.28.31.911.9-3.16.213.471.0%
20220.7-4.8-2.7-4.1-2.4-5.817.56.3-3.99.52.60.511.4%
20213.78.1-1.6-5.59.52.27.94.41.83.7-0.17.448.9%
20205.5-13.3-31.011.03.91.2-3.24.4-4.63.123.114.73.4%
2019-8.6-1.67.3-2.815.5-0.3-9.5-4.311.0-0.1-9.7-2.4-8.5%
201812.6-6.9-0.66.9-2.2-7.02.16.5-7.12.010.40.415.7%
20177.21.67.211.10.6-4.27.4-3.70.57.0-0.53.443.3%
2016———3.117.51.64.2-1.8-5.33.3-6.6-2.412.2%

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 42.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 66.2% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110311.499060140868
2016-05-0112111.037008553347
2016-06-0112299.661594409634
2016-07-0112812.11377120819
2016-08-0112587.759846835555
2016-09-0111923.82262926725
2016-10-0112319.43879584722
2016-11-0111504.494230689208
2016-12-0111224.527319079427
2017-01-0112032.815849982877
2017-02-0112223.759403099939
2017-03-0113103.182870538374
2017-04-0114558.355940185073
2017-05-0114649.043747106238
2017-06-0114040.847957298627
2017-07-0115082.591215424756
2017-08-0114530.040083120373
2017-09-0114603.567884203654
2017-10-0115629.735529525531
2017-11-0115556.207728442248
2017-12-0116089.42944168224
2018-01-0118113.0010928881
2018-02-0116855.383624132355
2018-03-0116762.67595801895
2018-04-0117913.51888414392
2018-05-0117523.51363303786
2018-06-0116304.894578041649
2018-07-0116652.704477973286
2018-08-0117736.26216435126
2018-09-0116474.239009691893
2018-10-0116803.178709417305
2018-11-0118551.490002444767
2018-12-0118616.887342441525
2019-01-0117020.749918471058
2019-02-0116744.25441991553
2019-03-0117958.358702536058
2019-04-0117464.300792222908
2019-05-0120170.94026116885
2019-06-0120114.60589564876
2019-07-0118198.53368427507
2019-08-0117423.917684051972
2019-09-0119339.138317159945
2019-10-0119323.398194917994
2019-11-0117454.087131411987
2019-12-0117029.721401067938
2020-01-0117962.41073713512
2020-02-0115578.222082286566
2020-03-0110754.39541506039
2020-04-0111938.907352947257
2020-05-0112400.475968910003
2020-06-0112552.11496236209
2020-07-0112150.40314929126
2020-08-0112679.153196906625
2020-09-0112097.490052237465
2020-10-0112471.848432440593
2020-11-0115351.709301442781
2020-12-0117611.24202953974
2021-01-0118255.455709176873
2021-02-0119729.898376274254
2021-03-0119407.109746005346
2021-04-0118334.10177715059
2021-05-0120074.572919863935
2021-06-0120523.882503664736
2021-07-0122151.87669639361
2021-08-0123130.517829084198
2021-09-0123555.865337676732
2021-10-0124436.98844272815
2021-11-0124410.707400259114
2021-12-0126224.824227823927
2022-01-0126408.7932845664
2022-02-0125129.99192672134
2022-03-0124450.823070627597
2022-04-0123436.90653990115
2022-05-0122885.683799312916
2022-06-0121554.316837611328
2022-07-0125329.92279756832
2022-08-0126933.312712471197
2022-09-0125885.399910566688
2022-10-0128342.67122331417
2022-11-0129067.666954426222
2022-12-0129221.070685482675
2023-01-0129761.83344096825
2023-02-0129548.189344908464
2023-03-0130319.41310774251
2023-04-0133124.11779614712
2023-05-0130900.10854983699
2023-06-0134681.28495770568
2023-07-0137564.44041410984
2023-08-0138294.35911213817
2023-09-0142840.46041880936
2023-10-0141501.49787162616
2023-11-0144054.02630690652
2023-12-0149959.63712561017
2024-01-0149304.32301771187
2024-02-0149273.15243805186
2024-03-0153330.423187772394
2024-04-0150927.37488947297
2024-05-0151990.046035370935
2024-06-0150672.953566375465
2024-07-0154479.37117631022
2024-08-0152903.53967127495
2024-09-0152487.98355327893
2024-10-0151727.555832259844
2024-11-0153191.28867104438
2024-12-0151518.34909236976
2025-01-0150943.56543327695
2025-02-0145180.75232541128
2025-03-0149871.11873191551
2025-04-0147710.5063204614
2025-05-0152481.55800818306
2025-06-0152894.62625083256
2025-07-0152414.6563305475
2025-08-0151902.97743607907
2025-09-0152738.95985521058
2025-10-0158099.33537307441
2025-11-0158657.140250629694
2025-12-0158857.48635385417
2026-01-0156678.16737190191
2026-02-0161665.231387802494
2026-03-0150506.31166409741
2026-04-0159380.693225175855
Annual Return Matrix
YearAnnual Return
20170.4334171038395054
20180.1570880999801958
2019-0.08525409818403273
20200.03414739529651567
20210.4890956687686443
20220.11425229895267708
20230.7097127502049616
20240.031199425304884176
20250.1424567632849747
20260.008889385254683413
Total Factor Risk
0.42798087486770836
VTI.US Exposure
0.12271171746914881
VEA.US Exposure
0.10080929480525942
VWO.US Exposure
-0.015279267580875402
QQQ.US Exposure
-0.024723662266993473
VTV.US Exposure
-0.02024727078937148
IJR.US Exposure
-0.005104078568770293
QUAL.US Exposure
-0.027480920914408232
SHV.US Exposure
0.661910498594485
TLT.US Exposure
-0.01288374032628056
LQD.US Exposure
0.06816837580973165
HYG.US Exposure
0.021965723361332463
GLD.US Exposure
0.010064047363498793
USO.US Exposure
0.0050272609087082575
VNQ.US Exposure
-0.0072251203284660745
BTC-USD.CC Exposure
0.0006153504429800967
CPER.US Exposure
-0.0023538591002183955
VIX.INDX Exposure
-0.0002941370160258775
UUP.US Exposure
-0.0002559020675745555
TIP.US Exposure
0.003156902500244879
Idiosyncratic Exposure
0.12141878770359478
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
42.8%

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 →N/A
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$0
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
1.30
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 →
+4.9%
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 →
6.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is LT.NSE a high-risk investment?

LT.NSE (LT.NSE) has an annualized volatility of 42.8% and experienced a maximum drawdown of 46.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of LT.NSE?

Over the past 10 years, LT.NSE has generated a Compound Annual Growth Rate (CAGR) of 17.4%. 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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