SL Private Equity

10-Year Study

SLPE.LSE · · GB · Common Stock

Executive Summary: SL Private Equity has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 34.5% and an annualized volatility of 23.3%.

1Y CAGR
+8.9%
3Y CAGR
+15.1%
5Y CAGR
+9.3%
10Y CAGR
+13.9%

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 →
34.5%
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 →
0.86
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +49.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.6-2.4-4.63.6————————-2.0%
20252.20.5-0.12.2-0.7-0.6-2.00.51.79.00.01.614.8%
20249.02.83.57.30.9-6.76.3-2.6-2.8-2.41.14.621.5%
20233.81.5-12.710.7-5.05.9-4.1-2.14.5-2.31.47.16.6%
2022-5.2-8.44.8-3.1-3.8-3.17.1-14.0-3.61.5-1.010.7-18.9%
2021-4.57.97.49.8-6.24.1-10.17.211.9-0.61.015.949.0%
202013.1-16.8-21.316.10.0-2.36.34.32.3-0.911.713.419.7%
20193.64.51.87.1-7.4-2.26.2-0.6-0.81.1-3.42.311.8%
2018-0.2-1.4-3.53.7-3.30.92.5-0.34.7-1.6-1.6-2.4-2.8%
20170.8-0.53.53.00.37.1-4.74.42.91.90.10.921.2%
2016———8.84.2-1.92.77.47.85.7-3.910.347.9%

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 23.3%. The dominant macroeconomic risk driver is TIP.US, accounting for 20.2% of variance. Idiosyncratic stock-specific factors contribute 33.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110882.357388939756
2016-05-0111335.788660403245
2016-06-0111115.469110445725
2016-07-0111411.881803359372
2016-08-0112251.7177666147
2016-09-0113202.710208166642
2016-10-0113956.08731396017
2016-11-0113412.664043618488
2016-12-0114794.32167809095
2017-01-0114906.873541032557
2017-02-0114831.83896573815
2017-03-0115357.08099279899
2017-04-0115819.791915842496
2017-05-0115869.819548582758
2017-06-0116996.520474348294
2017-07-0116205.983519338793
2017-08-0116920.014902433057
2017-09-0117417.287372250128
2017-10-0117748.804643400177
2017-11-0117761.555572052715
2017-12-0117927.31077071974
2018-01-0117900.04234270647
2018-02-0117640.624527425152
2018-03-0117023.50020209019
2018-04-0117652.062557224515
2018-05-0117075.87867989739
2018-06-0117236.829081190765
2018-07-0117659.816221655823
2018-08-0117606.94282909769
2018-09-0118439.00450647376
2018-10-0118145.471942457913
2018-11-0117851.946252258047
2018-12-0117429.110335744666
2019-01-0118048.69548720233
2019-02-0118856.8431587659
2019-03-0119188.5666443955
2019-04-0120547.526938484847
2019-05-0119025.4922339627
2019-06-0118603.151232200253
2019-07-0119755.560229750423
2019-08-0119645.80600991479
2019-09-0119491.25513130363
2019-10-0119712.75010379462
2019-11-0119048.27206013764
2019-12-0119478.916631610202
2020-01-0122022.077322181252
2020-02-0118333.09962358984
2020-03-0114433.948127435047
2020-04-0116763.834929433404
2020-05-0116763.834929433404
2020-06-0116374.495118215886
2020-07-0117408.67448082068
2020-08-0118155.58332577214
2020-09-0118580.048336674008
2020-10-0118405.85896579314
2020-11-0120554.180792358515
2020-12-0123313.000585649123
2021-01-0122258.646573127782
2021-02-0124015.90326066335
2021-03-0125801.45257479399
2021-04-0128340.269013662397
2021-05-0126569.003489148996
2021-06-0127670.415645904992
2021-07-0124873.618019296176
2021-08-0126658.80989499559
2021-09-0129841.819746548656
2021-10-0129662.04883708781
2021-11-0129961.66472825056
2021-12-0134733.72899018144
2022-01-0132924.678099197416
2022-02-0130150.804648899226
2022-03-0131583.335395478123
2022-04-0130611.535912938998
2022-05-0129457.53219008026
2022-06-0128551.198930984137
2022-07-0130573.063164869847
2022-08-0126284.255661962223
2022-09-0125337.332519473515
2022-10-0125708.119901346992
2022-11-0125460.923730887353
2022-12-0128178.48688063481
2023-01-0129238.291829232414
2023-02-0129674.68978468459
2023-03-0125915.172986453083
2023-04-0128682.811885652696
2023-05-0127236.086709064362
2023-06-0128845.432624230474
2023-07-0127671.30924198307
2023-08-0127100.108881245207
2023-09-0128315.50265466773
2023-10-0127674.883626295366
2023-11-0128059.25366855559
2023-12-0130047.4087088499
2024-01-0132761.369979021114
2024-02-0133666.01915320086
2024-03-0134845.249780725266
2024-04-0137385.37224463086
2024-05-0137711.03302456152
2024-06-0135169.5289236429
2024-07-0137400.43277545443
2024-08-0136416.205433614065
2024-09-0135379.0840777676
2024-10-0134519.40340776301
2024-11-0134916.18068787651
2024-12-0136517.11305227674
2025-01-0137316.75781346663
2025-02-0137516.6690037641
2025-03-0137480.62958655372
2025-04-0138286.660122793844
2025-05-0138017.983277380474
2025-06-0137776.38926694876
2025-07-0137031.68691692856
2025-08-0137234.78755784316
2025-09-0137870.842372401356
2025-10-0141282.63344138972
2025-11-0141282.63344138972
2025-12-0141930.27750969895
2026-01-0142617.65910821861
2026-02-0141586.58671043913
2026-03-0139661.91823458409
2026-04-0141105.41959147537
Annual Return Matrix
YearAnnual Return
20170.2117697019707545
2018-0.027790026142056612
20190.11760820009623041
20200.19683250493597804
20210.48988667771760874
2022-0.18872842911279897
20230.06632442104261727
20240.2153165487951485
20250.14823637481070562
2026-0.01967213114754096
Total Factor Risk
0.23276585888138968
VTI.US Exposure
0.13276391532108398
VEA.US Exposure
0.04066701177567755
VWO.US Exposure
0.006899840434305783
QQQ.US Exposure
-0.020285940338600116
VTV.US Exposure
-0.021512693758578085
IJR.US Exposure
-0.006857483799213984
QUAL.US Exposure
-0.002515612362225136
SHV.US Exposure
0.047221315578638366
TLT.US Exposure
0.017419609798864765
LQD.US Exposure
0.06271737950290188
HYG.US Exposure
0.13300847420264594
GLD.US Exposure
0.008614654511064596
USO.US Exposure
0.0028475654897583205
VNQ.US Exposure
0.0002550937087223085
BTC-USD.CC Exposure
0.010464275981601106
CPER.US Exposure
0.0022281497757547747
VIX.INDX Exposure
-0.01908636602705585
UUP.US Exposure
0.06596492745186362
TIP.US Exposure
0.20167882678762256
Idiosyncratic Exposure
0.3375070559651676
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.3%

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 →0.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.70%
Market Cap$787.2M
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$3.160.03%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 →
+1.1%
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 →
+3.1%
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 →
6.6% 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 →
0.91
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is SL Private Equity a high-risk investment?

SL Private Equity (SLPE.LSE) has an annualized volatility of 23.3% and experienced a maximum drawdown of 34.5% over the last 10 years. Its primary macro risk driver is TIP.US.

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

Over the past 10 years, SLPE.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.9%. It has had a positive return in 70% 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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