NB Private Equity Partners Ltd

10-Year Study

NBPE.LSE · Financial Services · GB · Common Stock

Executive Summary: NB Private Equity Partners Ltd has compounded at 70.9% annually over the last 10 years, with a maximum drawdown of 43.5% and an annualized volatility of 43.5%.

1Y CAGR
+6.6%
3Y CAGR
+2.0%
5Y CAGR
+5.9%
10Y CAGR
+70.9%

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 →
43.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
18.27
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2354.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2501.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +8732.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -9.8%
% 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.
2026-2.9-6.9-7.48.6————————-9.1%
2025-0.01.4-3.4-6.20.10.34.3-3.46.40.84.53.17.3%
2024-0.91.4-1.91.2-1.70.08.4-6.41.1-3.2-0.92.3-1.3%
20231.85.0-16.110.9-0.5-3.16.0-1.02.7-0.65.60.69.0%
2022-3.5-7.42.2-4.8-3.8-2.08.02.2-3.73.2-0.91.3-9.8%
20213.60.4-2.519.8-3.23.79.09.2-0.85.92.95.165.0%
20201.9-9.1-37.830.1-1.35.7-1.62.06.84.43.411.00.4%
20199.42.6-1.61.8-1.83.73.9-2.61.8-1.5-0.28.525.7%
2018-3.61.0-3.02.1-0.27.83.05.6-0.4-4.01.4-8.8-0.3%
20172.74.22.8-0.17943.8-1.2-0.8-1.5-1.71.2-4.08.38732.3%
2016———-1.2-1.4-2.94.9-0.17.93.32.41.014.1%

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 43.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 64.8% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019876.760805805323
2016-05-019734.657064566323
2016-06-019450.44958208832
2016-07-019914.627597317654
2016-08-019900.444762678491
2016-09-0110682.15303691668
2016-10-0111037.412390014186
2016-11-0111297.93591561902
2016-12-0111411.536290156013
2017-01-0111724.247139336023
2017-02-0112212.109111438525
2017-03-0112553.185629896865
2017-04-0112543.822205086542
2017-05-011008995.359596822
2017-06-01996679.0135356568
2017-07-01989093.9509521778
2017-08-01974144.2793605333
2017-09-01957747.8209382703
2017-10-01969321.7024909465
2017-11-01930741.7760213707
2017-12-011007901.7666579457
2018-01-01971712.8182531706
2018-02-01981528.0283105903
2018-03-01952082.2604409072
2018-04-01971712.8182531706
2018-05-01969749.6660837475
2018-06-011045327.3756248021
2018-07-011076849.6206435976
2018-08-011136952.756013935
2018-09-011131944.1499249549
2018-10-011086866.832821558
2018-11-011101892.651088498
2018-12-011004725.6378833151
2019-01-011098813.87439241
2019-02-011126923.0133704199
2019-03-011109035.2918496896
2019-04-011129478.4021590957
2019-05-011109035.2918496896
2019-06-011149921.3747710781
2019-07-011195188.9897140025
2019-08-011163873.979317847
2019-09-011184750.6988144254
2019-10-011166483.6208914532
2019-11-011163873.979317847
2019-12-011263038.155956102
2020-01-011286559.2167770541
2020-02-011169599.3004970877
2020-03-01727278.1350260937
2020-04-01946312.0499015463
2020-05-01933552.8689258224
2020-06-01986716.467234898
2020-07-01971198.3806782976
2020-08-01990796.5795959957
2020-09-011058301.3645814687
2020-10-011105119.1771201962
2020-11-011143226.8014265453
2020-12-011268437.271938642
2021-01-011313992.5367996367
2021-02-011319536.7858667364
2021-03-011286271.1537667129
2021-04-011541307.7124327007
2021-05-011491409.1954339533
2021-06-011546851.9614998004
2021-07-011685795.1337730472
2021-08-011841363.4798892913
2021-09-011827220.9905952662
2021-10-011934704.5701774922
2021-11-011991274.8027484405
2021-12-012093101.3590735719
2022-01-012019862.0271814712
2022-02-011869815.0723599964
2022-03-011910212.3294273163
2022-04-011817875.74184487
2022-05-011748623.3011580356
2022-06-011713997.2185120417
2022-07-011851732.922077028
2022-08-011893013.645814687
2022-09-011822246.8088622063
2022-10-011881219.1729892734
2022-11-011863527.3949024414
2022-12-011887116.340553268
2023-01-011921346.405408755
2023-02-012017714.7735565868
2023-03-011692471.2556628066
2023-04-011876775.9525219284
2023-05-011867139.060628176
2023-06-011809317.9846605072
2023-07-011917306.7760902194
2023-08-011897591.5343623923
2023-09-011949344.0094735827
2023-10-011937022.017818047
2023-11-012045455.709623673
2023-12-012057777.8389766328
2024-01-012039547.5262657835
2024-02-012067245.0876444103
2024-03-012026957.7131211874
2024-04-012052137.201712956
2024-05-012016885.8350660258
2024-06-012016885.8350660258
2024-07-012185363.7277446543
2024-08-012046528.7856464207
2024-09-012069668.0115115049
2024-10-012002821.5579086514
2024-11-011984824.5046335186
2024-12-012031102.6809688392
2025-01-012030234.9118048002
2025-02-012059163.0750588656
2025-03-011988157.4707737218
2025-04-011864555.168472798
2025-05-011867184.9138702615
2025-06-011872444.6800600362
2025-07-011952240.474780717
2025-08-011884921.856712061
2025-09-012006095.4518540958
2025-10-012022251.9036668823
2025-11-012113805.26830343
2025-12-012178431.0755545762
2026-01-012115032.427743277
2026-02-011969073.158641202
2026-03-011823113.8895391268
2026-04-011980088.9525356982
Annual Return Matrix
YearAnnual Return
201787.32305668846682
2018-0.003151228502319414
20190.2570975680654288
20200.004274705365850728
20210.6501417968225875
2022-0.09841139208445926
20230.09043507003565554
2024-0.012963089359082414
20250.072536162728839
2026-0.09104815169255931
Total Factor Risk
0.4352566879511107
VTI.US Exposure
0.2504468729859059
VEA.US Exposure
0.01867518069006499
VWO.US Exposure
-0.0061652155887630495
QQQ.US Exposure
-0.033483384451735376
VTV.US Exposure
-0.001136825070202952
IJR.US Exposure
0.008036793944433884
QUAL.US Exposure
0.008954572723716709
SHV.US Exposure
0.6478862610195594
TLT.US Exposure
-0.0031531383624043346
LQD.US Exposure
0.002383920063923964
HYG.US Exposure
0.015253851498994893
GLD.US Exposure
-0.00042913751044538557
USO.US Exposure
0.00030784746953827505
VNQ.US Exposure
0.013518666904102371
BTC-USD.CC Exposure
-0.00240204776081283
CPER.US Exposure
0.006995980890125684
VIX.INDX Exposure
-0.00837802232353032
UUP.US Exposure
-0.0006407684893998911
TIP.US Exposure
0.0031199793844269765
Idiosyncratic Exposure
0.08020861198250114
Value Score
43.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
84
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
43.5%

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 →16.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.00%
Market Cap$571.9M
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
$480
Avg Yield on Cost
4.80%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$479.684.80%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 →
+0.9%
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 →
-1.6%
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 →
9.9% 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 →
0.22
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is NB Private Equity Partners Ltd a high-risk investment?

NB Private Equity Partners Ltd (NBPE.LSE) has an annualized volatility of 43.5% and experienced a maximum drawdown of 43.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, NBPE.LSE has generated a Compound Annual Growth Rate (CAGR) of 70.9%. 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.

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