Pershing Square Holdings Ltd

10-Year Study

PSH.LSE · Financial Services · GB · Common Stock

Executive Summary: Pershing Square Holdings Ltd has compounded at 19.5% annually over the last 10 years, with a maximum drawdown of 28.5% and an annualized volatility of 32.8%.

1Y CAGR
+12.8%
3Y CAGR
+18.5%
5Y CAGR
+12.3%
10Y CAGR
+19.5%

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 →
28.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.79
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +80.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -10.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.9-4.8-9.710.7————————-10.4%
202510.1-0.2-12.2-4.710.4-0.69.12.07.04.52.2-1.326.5%
20245.54.63.5-3.33.82.6-7.9-2.6-5.4-1.88.93.410.2%
2023-0.51.8-3.9-2.30.03.75.20.1-0.1-1.86.914.925.2%
2022-8.1-1.811.1-8.3-7.2-3.98.65.4-3.25.05.0-1.7-1.6%
2021-6.22.74.35.7-2.40.4-4.34.01.310.7-0.02.919.3%
20200.8-8.010.410.915.00.6-0.88.14.5-1.719.14.580.3%
201915.09.64.72.4-3.06.16.54.32.5-9.21.71.148.2%
2018-0.3-6.0-9.18.911.25.42.26.2-2.8-3.30.9-10.9-0.5%
2017———0.022.9-4.3-7.2-2.0-8.16.2-1.10.03.3%

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 32.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 106.0% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-03-0110000
2017-04-0110000
2017-05-0112288.912281323206
2017-06-0111759.918816807878
2017-07-0110915.564446441373
2017-08-0110701.933052996992
2017-09-019832.146595833736
2017-10-0110437.436320739329
2017-11-0110325.534439701742
2017-12-0110325.534439701742
2018-01-0110295.015003369816
2018-02-019674.465560298258
2018-03-018789.420550188812
2018-04-019572.73721311124
2018-05-0110640.895345552917
2018-06-0111210.580615030964
2018-07-0111454.730279587493
2018-08-0112166.836866435053
2018-09-0111820.956524251953
2018-10-0111434.384377106135
2018-11-0111536.11388951293
2018-12-0110274.669100888459
2019-01-0111820.956524251953
2019-02-0112959.84466222143
2019-03-0113575.02826823173
2019-04-0113903.125026217447
2019-05-0113490.40185167405
2019-06-0114316.766393943095
2019-07-0115246.426503995772
2019-08-0115909.025233067263
2019-09-0116304.151258577182
2019-10-0114806.831031014422
2019-11-0115058.299440974164
2019-12-0115225.846392339752
2020-01-0115351.507188473834
2020-02-0114122.022047822484
2020-03-0115597.457117581864
2020-04-0117304.746452837964
2020-05-0119905.134797284387
2020-06-0120032.324361762523
2020-07-0119862.738275791675
2020-08-0121468.333055234216
2020-09-0122427.216877229654
2020-10-0122054.317418917017
2020-11-0126272.71595950255
2020-12-0127449.904871457617
2021-01-0125737.630726006497
2021-02-0126423.01183210768
2021-03-0127550.823390901405
2021-04-0129108.277115363282
2021-05-0128415.009801828743
2021-06-0128522.847396293106
2021-07-0127282.723799101193
2021-08-0128361.921223685848
2021-09-0128740.801755100634
2021-10-0131825.972795380887
2021-11-0131823.800825721348
2021-12-0132747.016105201637
2022-01-0130085.982732375123
2022-02-0129541.529131892625
2022-03-0132811.80931597871
2022-04-0130086.575829240304
2022-05-0127933.50836487972
2022-06-0126838.075933177908
2022-07-0129138.48310757589
2022-08-0130704.167944524357
2022-09-0129713.711327520905
2022-10-0131199.39683563597
2022-11-0132770.58267513953
2022-12-0132217.958553598717
2023-01-0132052.17224931229
2023-02-0132633.886082521796
2023-03-0131357.390150070987
2023-04-0130635.89305706128
2023-05-0130648.78388342582
2023-06-0131786.403097060942
2023-07-0133437.06508171919
2023-08-0133472.93637247509
2023-09-0133428.126680829526
2023-10-0132823.193513174905
2023-11-0135078.89003960816
2023-12-0140321.59832730372
2024-01-0142526.68586327404
2024-02-0144493.12007636385
2024-03-0146051.50947230459
2024-04-0144538.29098613948
2024-05-0146217.33539406335
2024-06-0147396.00180469239
2024-07-0143656.00172079657
2024-08-0142516.50300766528
2024-09-0140217.69801045715
2024-10-0139489.36340781108
2024-11-0142986.243881430964
2024-12-0144448.826577078355
2025-01-0148927.98965098405
2025-02-0148812.267014306104
2025-03-0142848.36226030264
2025-04-0140829.81009714205
2025-05-0145087.970597310305
2025-06-0144811.498901430794
2025-07-0148889.46049392268
2025-08-0149891.26984718842
2025-09-0153360.76066479051
2025-10-0155743.143380759335
2025-11-0156979.8738579681
2025-12-0156237.16277374508
2026-01-0152918.171742208644
2026-02-0150360.79865095516
2026-03-0145490.179993829
2026-04-0150360.79865095516
Annual Return Matrix
YearAnnual Return
2018-0.004926170079652903
20190.48188192172759736
20200.8028491923620014
20210.1929737555940294
2022-0.016155901041587817
20230.25152555088875506
20240.10235775418108606
20250.26521141511406765
2026-0.10449254252800555
Total Factor Risk
0.32833707321246103
VTI.US Exposure
1.0597135723785236
VEA.US Exposure
0.07704939498342143
VWO.US Exposure
-0.037959331814009865
QQQ.US Exposure
-0.13617765003809143
VTV.US Exposure
-0.06352580763429998
IJR.US Exposure
-0.009178839880796407
QUAL.US Exposure
-0.09162849520232202
SHV.US Exposure
0.012888003084849848
TLT.US Exposure
-0.005436406121156581
LQD.US Exposure
0.06452738917809264
HYG.US Exposure
-0.005215821061179844
GLD.US Exposure
-0.00010949601696568299
USO.US Exposure
0.005762524050379707
VNQ.US Exposure
-0.016794712261635744
BTC-USD.CC Exposure
-0.0036384834940060163
CPER.US Exposure
0.02303095727942961
VIX.INDX Exposure
0.009684160985544244
UUP.US Exposure
0.009922786564090631
TIP.US Exposure
0.0007810899411594001
Idiosyncratic Exposure
0.10630516507897263
Value Score
48.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
32.8%

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 →3.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.62%
Market Cap$7.2B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.140.02%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 →
+2.8%
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 →
-3.0%
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 →
14.7% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pershing Square Holdings Ltd a high-risk investment?

Pershing Square Holdings Ltd (PSH.LSE) has an annualized volatility of 32.8% and experienced a maximum drawdown of 28.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, PSH.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.5%. It has had a positive return in 67% 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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