80 Mile Plc (80M.L)

London Stock Exchange
GBP
31 March 2005  –  21 January 2025

Performance

Annualized Return
-31.1%
Sharpe Ratio
0.38
Maximum Drawdown
-99.95%
Created with Highcharts 11.4.7Cumulative ReturnZoom3m6mYTD1y5yAll31 Mar 200521 Jan 2025All ▾2006200720082009201020112012201320142015201620172018201920202021202220232024202520062006200820082010201020122012201420142016201620182018202020202022202220242024-125%-100%-75%-50%-25%0%

Metrics

Metric 80 Mile Plc
Initial Balance $10,000
Final Balance $6
Returns   [View more details]
Month-To-Date 14.81%
Year-To-Date 14.81%
3M -3.13%
6M -22.5%
Annual Return (3Y) -67.49%
Annual Return (5Y) -48.53%
Annual Return (All) -31.1%
Risk   [View more details]
Annual Volatility 428.61%
Max Drawdown -99.95%
Sharpe Ratio 0.38
Sortino Ratio 2.39
Adjusted Sortino (S/√2) 1.69

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on March 2005.
  • Final balance: The amount of capital we've accrued over time as of January 2025.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 20 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Created with Highcharts 11.4.7Annualized Returns80 Mile PlcAnnual Return 1yAnnual Return 3yAnnual Return 5yAnnual Return 10yAnnual Return 20yAnnual Return-80%-60%-40%-20%0%
Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
80 Mile Plc -27.91 -67.49 -48.53 -19.99 -% -31.1

Annual Returns

Created with Highcharts 11.4.7Annual Returns80 Mile Plc200520062007200820092010201120122013201420152016201720182019202020212022202320242025-200%-100%0%100%200%300%400%
Year 80 Mile Plc
2005 -54%
2006 0%
2007 0%
2008 -81.52%
2009 -41.18%
2010 -86%
2011 0%
2012 157.14%
2013 -45.78%
2014 -40.98%
2015 -47.22%
2016 346.05%
2017 235.55%
2018 -39.78%
2019 -35.04%
2020 37.87%
2021 -24.86%
2022 -46.2%
2023 -87.5%
2024 -56.45%
2025 14.81%

80 Mile Plc had 5 positive years and 13 negative years. That's a positive ratio of 28%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
2005 - - 0% -42% -3.5% 3.6% -1.7% -12.3% -2% -20.4% 18% 0% -54%
2006 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
2007 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
2008 0% 0% -56.7% 0.5% -32.5% -3.7% -34.6% -29.4% -33.3% -25% 208.3% -8.1% -81.5%
2009 -13.9% -24.9% -22.7% 62.4% 8.7% -16.7% -10.4% 20.5% -25.9% 0% 0% 0% -41.2%
2010 0% 0% -50% -20% -67.5% -30.8% 2.2% -26.1% 38.2% 89.4% -16.9% -5.4% -86%
2011 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
2012 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 200% -14.3% 157.1%
2013 -13.9% -6.5% -10.3% -15.4% -6.4% -18.5% 13.1% 36.8% -3.9% -4% 7.5% -24.3% -45.8%
2014 -5.3% -8% -17.7% -14.3% 20% -23.6% 9.1% -4% -9% 5% 4.7% -0% -41%
2015 -17.4% -0% -10.5% 0% -23.9% -2.5% -8.2% -39.3% -6.8% -6.1% -28.6% 176.4% -47.2%
2016 8.6% 24.2% 34.2% 73.5% 12.8% -16.4% 15.1% 3.9% 15.2% 6% 19% -13.3% 346.1%
2017 1.8% 19.9% 60.2% 2.8% 4.6% -0.8% -13.3% 44.9% 1.4% 19.4% 11.6% -5.2% 235.6%
2018 1.1% 7.8% -1.6% 2.5% -6% -7.7% 1.4% -19.1% -16.9% -21.3% 26.6% -7.1% -39.8%
2019 -8.8% 3.4% -31.2% 23.8% -19.6% -18.7% -9.6% 34.4% 5.1% 13.3% -6.2% -8.9% -35%
2020 -12.8% -27.3% -32.6% 4% 44.3% 1.9% 27.4% 12.3% 0.7% 7.5% 18.3% 15.2% 37.9%
2021 -25.8% 11% -6.9% -6% 3.2% 17.3% -11.2% 29.9% -11.7% -0.9% -14.4% -0.3% -24.9%
2022 -8.7% -1.3% 19.3% -26.8% -15.6% -10.1% -2.7% 15.7% -17.3% 9.4% -10.7% -0.8% -46.2%
2023 -1.6% -22.5% -19.8% 8.3% -20.1% -30.2% -22.4% -28.2% -23.5% -3.9% 1.3% -18.4% -87.5%
2024 -29% -22.7% -5.9% -9.4% 13.8% -9.1% 23.3% -16.2% -6.5% 6.9% 0% -12.9% -56.5%
2025 14.8% - - - - - - - - - - - 14.8%
Pos 28.6% 41.7% 20% 53.3% 43.8% 18.8% 43.8% 50% 31.3% 53.3% 66.7% 14.3% 27.8%
Avg -7.9% -3.9% -10.2% 2.9% -5.5% -10.4% -1.4% 1.5% -6% 5% 29.2% 5.2% 5.8%

Other Return Metrics

Metric 80 Mile Plc
Cumulative Return -99.94%
Enh Ann Return -8.09%
Best Year 346.05%
Worst Year -87.5%
Best Month 208.33%
Worst Month -67.5%
Best Day 1370.59%
Worst Day -92.8%
Win Ratio (Yearly) 27.78%
Win Ratio (Quarterly) 39.06%
Win Ratio (Monthly) 38.46%
Win Ratio (Daily) 46.31%

Annual Volatility

Created with Highcharts 11.4.7Annual Volatility80 Mile PlcAnnual Volatility 1yAnnual Volatility 3yAnnual Volatility 5yAnnual Volatility 10yAnnual Volatility 20yAnnual Volatility0%100%200%300%400%500%
Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
80 Mile Plc 132.18 97.8 88.96 88.21 -% 428.61

Sharpe Ratio

Created with Highcharts 11.4.7Sharpe Ratio80 Mile PlcSharpe Ratio 1ySharpe Ratio 3ySharpe Ratio 5ySharpe Ratio 10ySharpe Ratio 20ySharpe Ratio-1-0.75-0.5-0.2500.250.5
Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
80 Mile Plc 0.2 -0.76 -0.37 0.12 - 0.38

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Created with Highcharts 11.4.73-Year Rolling Sharpe Ratio80 Mile Plc2009201020112012201320142015201620172018201920202021202220232024-10+ 1+ 2+ 3

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

80 Mile Plc

Start Valley End Days Drawdown
2005-04-01 2024-04-24 - 7235 -99.95%

The 80 Mile Plc took approximately 241 months on average to recover from a major drawdown. The longest drawdown lasted 241 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Created with Highcharts 11.4.7Underwater80 Mile Plc20062007200820092010201120122013201420152016201720182019202020212022202320242025-125%-100%-75%-50%-25%0%

Other Risk Metrics

Metric 80 Mile Plc
Sharpe Ratio 0.38
Sortino Ratio 2.39
Adjusted Sortino (S/√2) 1.69
Calmar Ratio -0.31
Omega Ratio 1.53
Gain to Pain Ratio 0.53
Ulcer Index 0.93
Kelly Criterion 15.94%
Skew 38.91
Kurtosis 1738.41
End of: Summary