Law Debenture Corp

10-Year Study

LWDB.LSE · Financial Services · GB · Common Stock

Executive Summary: Law Debenture Corp has compounded at 13.4% annually over the last 10 years, with a maximum drawdown of 26.1% and an annualized volatility of 19.0%.

1Y CAGR
+25.5%
3Y CAGR
+18.1%
5Y CAGR
+12.8%
10Y CAGR
+13.4%

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 →
26.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.99
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +24.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.6%
% 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.
20267.65.8-12.09.5————————9.7%
20252.2-0.9-1.91.67.74.91.8-2.87.9-1.9-0.82.922.2%
2024-2.00.61.87.33.7-3.58.5-2.50.3-2.22.90.815.9%
20236.03.7-4.32.7-4.2-1.86.3-2.01.3-7.75.53.78.1%
20220.30.71.0-1.21.9-5.42.1-5.3-8.311.55.0-0.30.4%
2021-6.27.95.03.32.3-1.20.86.3-4.71.6-2.26.920.3%
2020-5.5-7.8-15.17.10.35.02.12.1-5.40.222.612.713.9%
20197.40.76.21.3-3.60.01.0-4.24.20.72.76.624.6%
2018-2.4-4.6-0.74.61.0-1.02.70.30.3-6.2-1.4-4.3-11.6%
20170.64.31.33.22.0-1.51.75.4-2.91.31.04.222.2%
2016———5.3-0.21.41.70.03.3-0.12.91.917.2%

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 19.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 27.9% of variance. Idiosyncratic stock-specific factors contribute 15.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110525.164251815673
2016-05-0110503.281882325335
2016-06-0110645.514130024423
2016-07-0110831.507962716076
2016-08-0110835.122433087354
2016-09-0111188.924203042401
2016-10-0111177.86632073725
2016-11-0111498.49759776496
2016-12-0111719.623703986861
2017-01-0111791.490477006006
2017-02-0112294.548426175705
2017-03-0112456.08938906935
2017-04-0112850.984470077958
2017-05-0113110.485149604696
2017-06-0112907.396701369997
2017-07-0113121.770119053588
2017-08-0113833.60946499215
2017-09-0113435.109375576589
2017-10-0113605.894677613529
2017-11-0113742.52228844546
2017-12-0114323.193576966298
2018-01-0113981.622972892417
2018-02-0113344.022199029896
2018-03-0113246.41888305296
2018-04-0113850.641000773043
2018-05-0113990.075661020712
2018-06-0113850.641000773043
2018-07-0114222.470966750972
2018-08-0114264.078377866068
2018-09-0114311.000258942424
2018-10-0113419.497134444106
2018-11-0113231.809610138685
2018-12-0112668.756499186744
2019-01-0113607.181504761418
2019-02-0113701.025266914128
2019-03-0114544.020054317984
2019-04-0114736.019080366455
2019-05-0114208.019393242075
2019-06-0114208.019393242075
2019-07-0114352.017874281404
2019-08-0113743.714495950124
2019-09-0114326.489494538711
2019-10-0114423.616558311405
2019-11-0114812.131121378394
2019-12-0115783.417529045864
2020-01-0114909.261339139195
2020-02-0113743.714495950124
2020-03-0111668.289393548013
2020-04-0112498.14466649572
2020-05-0112535.866364262287
2020-06-0113164.386806363109
2020-07-0113444.479874244185
2020-08-0113724.576096113373
2020-09-0112977.115608487888
2020-10-0113002.91523120783
2020-11-0115944.05014336453
2020-12-0117974.959857616363
2021-01-0116854.77997936661
2021-02-0118183.362775812315
2021-03-0119099.539549276178
2021-04-0119731.800621272578
2021-05-0120179.65116260733
2021-06-0119935.21708427046
2021-07-0120094.70164691797
2021-08-0121370.552916193177
2021-09-0120360.50399468364
2021-10-0120681.731375463678
2021-11-0120225.71515891842
2021-12-0121626.413893443776
2022-01-0121680.548945322145
2022-02-0121842.950946969162
2022-03-0122055.77575649193
2022-04-0121782.129440302735
2022-05-0122192.598914586535
2022-06-0120984.60254545764
2022-07-0121426.384813673423
2022-08-0120294.320708234336
2022-09-0118610.027979028502
2022-10-0120756.884604090912
2022-11-0121789.15021783019
2022-12-0121713.019252889608
2023-01-0123008.478866229587
2023-02-0123853.343968581234
2023-03-0122820.69041430472
2023-04-0123446.6939738957
2023-05-0122450.778073096197
2023-06-0122037.750714457157
2023-07-0123416.90455621968
2023-08-0122957.185557636138
2023-09-0123244.510720247876
2023-10-0121443.13249052463
2023-11-0122632.804188748527
2023-12-0123464.406771107828
2024-01-0122995.705214393918
2024-02-0123142.173268121478
2024-03-0123560.089308327257
2024-04-0125278.94028522776
2024-05-0126203.743216165833
2024-06-0125276.439172658458
2024-07-0127430.171491795372
2024-08-0126742.17629595006
2024-09-0126834.91300827701
2024-10-0126231.201836630356
2024-11-0126985.840801188675
2024-12-0127198.769692319
2025-01-0127807.92780142743
2025-02-0127564.263296188812
2025-03-0127054.178261515448
2025-04-0127485.07296278389
2025-05-0129608.779315136715
2025-06-0131045.30420057598
2025-07-0131604.118351511344
2025-08-0130734.85084317141
2025-09-0133156.3851385342
2025-10-0132541.82424779749
2025-11-0132291.501673663788
2025-12-0133243.034653813535
2026-01-0135766.22513987149
2026-02-0137847.857290869295
2026-03-0133306.114415964985
2026-04-0136460.102523537425
Annual Return Matrix
YearAnnual Return
20170.22215473284297826
2018-0.11550755555242376
20190.24585372921636495
20200.1388509379883951
20210.20314115106522568
20220.004004610282247745
20230.08066070857396501
20240.15915011010674118
20250.22222567527388737
20260.09677419354838701
Total Factor Risk
0.18992464139096962
VTI.US Exposure
-0.21108541255360316
VEA.US Exposure
0.2791202782134307
VWO.US Exposure
0.036285708629766246
QQQ.US Exposure
0.12888750949677286
VTV.US Exposure
0.1891606938638689
IJR.US Exposure
0.13104973100231704
QUAL.US Exposure
0.01625592669322694
SHV.US Exposure
0.18808501237048447
TLT.US Exposure
0.01411129086794508
LQD.US Exposure
-0.02830072730652569
HYG.US Exposure
0.07534124231457073
GLD.US Exposure
0.0031108734410054493
USO.US Exposure
0.005367693923986653
VNQ.US Exposure
0.011008407456550101
BTC-USD.CC Exposure
-0.000780879357977253
CPER.US Exposure
-0.004841466433080116
VIX.INDX Exposure
0.025288492752741015
UUP.US Exposure
-0.01297527769594488
TIP.US Exposure
0.005012389111932863
Idiosyncratic Exposure
0.14989851320853181
Value Score
48.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.0%

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 →4.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.27%
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.270.03%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 →
+2.6%
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 →
+9.9%
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 →
3.7% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Law Debenture Corp a high-risk investment?

Law Debenture Corp (LWDB.LSE) has an annualized volatility of 19.0% and experienced a maximum drawdown of 26.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, LWDB.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.4%. 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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