Property Franchise Group PLC

10-Year Study

TPFG.LSE · Real Estate · GB · Common Stock

Executive Summary: Property Franchise Group PLC has compounded at 15.1% annually over the last 10 years, with a maximum drawdown of 35.9% and an annualized volatility of 48.4%.

1Y CAGR
-8.2%
3Y CAGR
+17.8%
5Y CAGR
+15.3%
10Y CAGR
+15.1%

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 →
35.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.05
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +87.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -24.8%
% 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.
20260.8-13.1-4.44.1————————-12.9%
20251.96.7-4.04.913.612.2-2.54.57.5-13.1-2.92.431.9%
2024-1.52.9-5.715.97.97.91.19.7-12.87.9-6.2-4.021.2%
202311.112.0-5.426.8-6.6-6.6-7.00.07.417.15.90.061.5%
20222.63.84.85.1-13.5-5.5-7.26.7-2.3-11.4-1.4-7.2-24.8%
20210.05.711.913.47.813.33.01.6-11.911.0-11.315.772.1%
202017.0-17.1-20.14.84.62.98.6-11.817.7-11.31.47.7-4.5%
20198.00.87.823.111.5-6.39.2-8.4-0.6-4.723.66.187.5%
20180.41.5-2.24.113.3-7.2-0.7-4.27.7-4.2-7.3-11.8-12.5%
20174.09.23.210.73.8-0.9-1.9-13.5-3.64.6-1.81.513.8%
2016———10.310.8-22.65.5-4.525.8-10.1-11.2-1.2-5.4%

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 48.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 54.9% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111025.647498636237
2016-05-0112221.652692455023
2016-06-019455.900285703936
2016-07-019979.145698031904
2016-08-019530.64649433696
2016-09-0111990.224820351164
2016-10-0110779.8521100712
2016-11-019569.479399791238
2016-12-019456.01004518798
2017-01-019834.252203147245
2017-02-0110742.028991870115
2017-03-0111082.448031628292
2017-04-0112268.476088347605
2017-05-0112735.842947349473
2017-06-0112619.003976586107
2017-07-0112385.31505911097
2017-08-0110710.571923743502
2017-09-0110330.277263432641
2017-10-0110805.228502781854
2017-11-0110607.332153053016
2017-12-0110765.649232836087
2018-01-0110805.228502781854
2018-02-0110963.545582564926
2018-03-0110726.069962890318
2018-04-0111164.537149743765
2018-05-0112647.640225972827
2018-06-0111741.301286490912
2018-07-0111658.904841820118
2018-08-0111164.537149743765
2018-09-0112019.256203880435
2018-10-0111516.711430242909
2018-11-0110679.136807513696
2018-12-019422.76389747147
2019-01-0110176.592033876168
2019-02-0110260.349496149089
2019-03-0111056.050875716044
2019-04-0113610.658963014348
2019-05-0115176.103604172178
2019-06-0114219.450917205128
2019-07-0115523.986288845254
2019-08-0114219.450917205128
2019-09-0114135.792238467846
2019-10-0113473.174233302565
2019-11-0116653.72968214751
2019-12-0117669.740298084806
2020-01-0120673.593953569543
2020-02-0117139.64589395258
2020-03-0113694.054218989928
2020-04-0114356.661248206803
2020-05-0115019.279253372086
2020-06-0115461.028248798408
2020-07-0116786.25328318057
2020-08-0114798.410243633125
2020-09-0117418.00692143306
2020-10-0115452.906046979255
2020-11-0115676.21171726396
2020-12-0116882.07331274977
2021-01-0116882.07331274977
2021-02-0117844.894482720014
2021-03-0119971.49546199413
2021-04-0122652.85380146485
2021-05-0124409.609223308962
2021-06-0127645.724922976282
2021-07-0128477.866451245383
2021-08-0128940.17339803289
2021-09-0125499.092837864388
2021-10-0128311.493025333584
2021-11-0125124.11053658119
2021-12-0129061.468603848385
2022-01-0129811.44418236319
2022-02-0130936.402062161185
2022-03-0132436.353219190787
2022-04-0134106.68402329974
2022-05-0129508.036040624178
2022-06-0127879.347984760992
2022-07-0125867.434690363007
2022-08-0127591.931799846992
2022-09-0126960.298897026943
2022-10-0123899.94105915707
2022-11-0123559.895201644635
2022-12-0121859.698841927682
2023-01-0124288.555488358365
2023-02-0127203.185659264855
2023-03-0125745.865085837406
2023-04-0132643.820595928144
2023-05-0130476.751294887512
2023-06-0128478.27256133634
2023-07-0126479.793827785175
2023-08-0126479.793827785175
2023-09-0128437.65057629217
2023-10-0133312.672939787044
2023-11-0135293.15111795522
2023-12-0135293.15111795522
2024-01-0134752.08076541874
2024-02-0135774.1940086688
2024-03-0133729.956546220266
2024-04-0139096.086745115426
2024-05-0142186.17842721245
2024-06-0145519.40931836068
2024-07-0146040.22904609131
2024-08-0150519.25016710881
2024-09-0144028.44746307417
2024-10-0147512.71838021344
2024-11-0144556.368629422344
2024-12-0142761.449834976615
2025-01-0143553.32060855048
2025-02-0146456.87604751707
2025-03-0144609.16294124685
2025-04-0146773.630942515665
2025-05-0153137.49680325503
2025-06-0159644.12682488862
2025-07-0158125.911689714325
2025-08-0160728.57247912649
2025-09-0165306.893005357364
2025-10-0156745.6532500332
2025-11-0155099.260989393944
2025-12-0156416.374797905344
2026-01-0156855.41273407581
2026-02-0149391.76781917784
2026-03-0147196.57813832549
2026-04-0149117.3691090713
Annual Return Matrix
YearAnnual Return
20170.1384980749163398
2018-0.1247379796908773
20190.8752184062285961
2020-0.04457716820096158
20210.7214395451002114
2022-0.24781162507964327
20230.6145305282185176
20240.2116075918543281
20250.3193279230621344
2026-0.12937743190661477
Total Factor Risk
0.48437913382977715
VTI.US Exposure
-0.0026523454742376027
VEA.US Exposure
-0.004859820530554928
VWO.US Exposure
0.008944947097811622
QQQ.US Exposure
0.029314964689634664
VTV.US Exposure
-0.0027382968059330324
IJR.US Exposure
-0.010297035411055495
QUAL.US Exposure
0.004078711250008992
SHV.US Exposure
0.5492736282121076
TLT.US Exposure
0.02421274527625486
LQD.US Exposure
0.09319118286860209
HYG.US Exposure
-0.0006810980657507334
GLD.US Exposure
-0.0002373259511828682
USO.US Exposure
-0.0007253516234232392
VNQ.US Exposure
0.04476379578559205
BTC-USD.CC Exposure
-0.002479487207526477
CPER.US Exposure
0.002747635972353368
VIX.INDX Exposure
0.014936697775798828
UUP.US Exposure
0.01293881294199863
TIP.US Exposure
0.026670207844856273
Idiosyncratic Exposure
0.2135974313546454
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
60.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
48.4%

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 →14.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.02%
Market Cap$278.0M
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 →
-1.2%
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 →
-13.1%
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 →
24.9% 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 →
0.21
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Property Franchise Group PLC a high-risk investment?

Property Franchise Group PLC (TPFG.LSE) has an annualized volatility of 48.4% and experienced a maximum drawdown of 35.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, TPFG.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.1%. 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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