Mortgage Advice

10-Year Study

MAB1.LSE · Financial Services · GB · Common Stock

Executive Summary: Mortgage Advice has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 62.1% and an annualized volatility of 67.3%.

1Y CAGR
-30.7%
3Y CAGR
-3.8%
5Y CAGR
-10.8%
10Y CAGR
+9.2%

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 →
62.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +72.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -62.1%
% 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.
202613.4-17.4-13.73.8————————-16.1%
202517.44.20.59.81.07.8-8.0-12.31.1-1.83.7-5.016.1%
20243.7-5.213.2-3.32.5-8.112.0-14.8-17.926.5-20.7-3.2-22.9%
202317.0-4.825.87.2-9.5-16.45.8-10.3-4.38.325.115.861.9%
2022-10.3-11.5-0.95.7-14.3-11.83.02.5-33.13.7-12.7-5.7-62.1%
20213.72.422.34.03.0-0.412.78.3-20.017.5-2.210.772.2%
20202.1-8.7-26.59.810.3-4.9-0.58.38.58.70.113.914.2%
201918.1-5.31.61.3-0.93.51.5-7.8-0.58.817.611.456.7%
20185.61.25.41.6-1.42.07.2-0.7-11.70.2-8.1-3.0-3.6%
20175.90.25.716.5-0.7-7.414.17.72.41.43.45.767.7%
2016———-3.4-0.1-28.012.019.7-3.911.1-2.43.40.2%

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 67.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.2% of variance. Idiosyncratic stock-specific factors contribute 24.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019655.406781762278
2016-05-019642.447264011009
2016-06-016942.008250879681
2016-07-017775.048922079853
2016-08-019307.289658974534
2016-09-018940.636160442895
2016-10-019931.45128660386
2016-11-019689.043327682064
2016-12-0110021.900827599347
2017-01-0110615.256194637526
2017-02-0110640.174664481632
2017-03-0111242.582958254088
2017-04-0113093.362343093566
2017-05-0112998.790949943414
2017-06-0112033.169349524693
2017-07-0113734.150900449298
2017-08-0114796.341039017676
2017-09-0115152.877264078777
2017-10-0115367.6959205224
2017-11-0115897.613033025444
2017-12-0116806.050910853584
2018-01-0117744.764869063427
2018-02-0117956.73330859159
2018-03-0118925.731319817856
2018-04-0119224.880520102797
2018-05-0118947.153789333493
2018-06-0119317.454768253447
2018-07-0120706.092408417346
2018-08-0120551.79800851557
2018-09-0118144.83167974245
2018-10-0118184.17264581052
2018-11-0116705.527945878566
2018-12-0116202.15970702162
2019-01-0119127.989090246636
2019-02-0118121.252612532742
2019-03-0118404.396748600106
2019-04-0118646.43796632439
2019-05-0118485.689718609843
2019-06-0119128.67075051593
2019-07-0119418.013610084745
2019-08-0117907.007985789573
2019-09-0117810.56302347821
2019-10-0119385.704507847266
2019-11-0122797.06335972408
2019-12-0125388.384907643005
2020-01-0125913.211492871862
2020-02-0123649.90406927263
2020-03-0117384.81237002114
2020-04-0119088.377054597797
2020-05-0121047.010242045206
2020-06-0120017.898564965613
2020-07-0119918.308398253834
2020-08-0121578.16709924854
2020-09-0123404.012068974454
2020-10-0125429.037372123923
2020-11-0125445.839699814358
2020-12-0128994.866021866543
2021-01-0130066.268539863773
2021-02-0130802.860262435217
2021-03-0137666.541363424185
2021-04-0139163.16435466903
2021-05-0140355.08919185786
2021-06-0140184.81364564269
2021-07-0145293.052127876275
2021-08-0149039.09421302322
2021-09-0139253.76537572436
2021-10-0146140.38773314475
2021-11-0145107.39338295235
2021-12-0149928.03102630531
2022-01-0144763.063261660674
2022-02-0139598.09549701604
2022-03-0139253.76537572436
2022-04-0141496.79041657415
2022-05-0135568.67806939461
2022-06-0131384.125128907537
2022-07-0132325.649440859197
2022-08-0133127.68852191737
2022-09-0122178.115835207234
2022-10-0123001.649139493602
2022-11-0120072.86589510165
2022-12-0118929.92891200244
2023-01-0122144.44341243117
2023-02-0121072.937250182476
2023-03-0126501.89888227647
2023-04-0128422.2195735358
2023-05-0125725.754918816652
2023-06-0121498.85931528621
2023-07-0122737.77486156516
2023-08-0120405.695490797385
2023-09-0119531.16921478716
2023-10-0121151.140824234895
2023-11-0126457.610896359336
2023-12-0130642.996977175542
2024-01-0131764.084954801143
2024-02-0130119.824713652855
2024-03-0134080.99240168047
2024-04-0132969.31611935193
2024-05-0133804.94391052153
2024-06-0131070.162773296935
2024-07-0134792.50221539588
2024-08-0129626.804954673575
2024-09-0124309.173193929157
2024-10-0130759.40541684721
2024-11-0124406.08056905478
2024-12-0123631.28398086408
2025-01-0127737.701114693926
2025-02-0128899.895996979965
2025-03-0129054.856111881574
2025-04-0131891.76271366163
2025-05-0132207.522898403524
2025-06-0134733.60039002129
2025-07-0131970.703756426443
2025-08-0128023.703440311474
2025-09-0128339.463625053366
2025-10-0127824.495202666367
2025-11-0128860.937717378867
2025-12-0127425.86346623848
2026-01-0131093.275441375026
2026-02-0125671.88382595579
2026-03-0122163.9245453904
2026-04-0123001.05119188896
Annual Return Matrix
YearAnnual Return
20170.6769324701928143
2018-0.03593296289742676
20190.5669753518501797
20200.1420524041739193
20210.7219610874784514
2022-0.6208556892213728
20230.6187592208941934
2024-0.22881942655720455
20250.16057441011022267
2026-0.16133720930232553
Total Factor Risk
0.6733691852337856
VTI.US Exposure
-0.08028710577564069
VEA.US Exposure
0.1142071187466041
VWO.US Exposure
0.01580903594801051
QQQ.US Exposure
0.22749012419161224
VTV.US Exposure
0.1878559805978528
IJR.US Exposure
-0.035590087216865615
QUAL.US Exposure
-0.06482169272109922
SHV.US Exposure
0.2716899933100736
TLT.US Exposure
-0.00894572463061609
LQD.US Exposure
-0.00806370908167903
HYG.US Exposure
0.0550641276534658
GLD.US Exposure
-0.001914007400885104
USO.US Exposure
0.00861508267770046
VNQ.US Exposure
0.01899528143807062
BTC-USD.CC Exposure
0.0016452433581471586
CPER.US Exposure
-0.010100341006957983
VIX.INDX Exposure
-0.015049012454600266
UUP.US Exposure
-0.006402131004808732
TIP.US Exposure
0.08858021065568114
Idiosyncratic Exposure
0.24122161271593423
Value Score
41.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
67.3%

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 →21.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.98%
Market Cap$329.6M
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 →
-5.7%
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 →
-16.9%
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 →
35.8% 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 →
1.10
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Mortgage Advice a high-risk investment?

Mortgage Advice (MAB1.LSE) has an annualized volatility of 67.3% and experienced a maximum drawdown of 62.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of MAB1.LSE?

Over the past 10 years, MAB1.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.2%. 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.

Run a Full Backtest on Mortgage Advice

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

Start a Free Backtest