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Liberty Defense Holdings Ltd. (LDDFD)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Highlights

Year Range
$0.08 - $7.22

Share Price Chart


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Liberty Defense Holdings Ltd.

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Liberty Defense Holdings Ltd., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Liberty Defense Holdings Ltd. (LDDFD) has returned 3,503.20% so far this year and 847.56% over the past 12 months.


Liberty Defense Holdings Ltd.

1D
2.75%
1M
4,112.92%
YTD
3,503.20%
6M
2,966.93%
1Y
847.56%
3Y*
56.71%
5Y*
4.57%
10Y*

Benchmark (S&P 500 Index)

1D
0.11%
1M
-3.43%
YTD
-3.84%
6M
-1.98%
1Y
16.08%
3Y*
16.86%
5Y*
10.37%
10Y*
12.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 13, 2020, LDDFD's average daily return is +3.26%, while the average monthly return is +60.49%. At this rate, your investment would double in approximately 0.1 years.

Historically, 38% of months were positive and 62% were negative. The best month was Mar 2026 with a return of +4,488.4%, while the worst month was Apr 2025 at -64.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LDDFD closed higher 39% of trading days. The best single day was Mar 13, 2026 with a return of +4,773.4%, while the worst single day was Jun 24, 2020 at -44.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-25.93%8.49%4,488.43%-2.27%3,503.20%
202559.96%18.37%-35.45%-64.07%-17.80%-18.52%0.06%19.47%-14.42%55.62%-27.62%-23.84%-74.19%
2024-19.86%16.32%12.27%26.02%-14.70%-18.60%-21.43%-8.42%3.97%-12.16%-37.07%51.36%-42.68%
20230.58%-13.85%6.93%-10.55%-6.32%35.56%2.88%-16.14%-1.83%0.29%-7.08%-20.62%-34.06%
2022-10.43%17.23%-4.76%20.00%-11.58%-12.96%-12.91%28.40%-25.77%-27.09%1.37%-7.94%-47.83%
20210.00%0.00%53.94%6.14%7.07%1.74%5.68%-23.42%-10.86%2.56%-15.20%-6.02%4.96%

Benchmark Metrics

Liberty Defense Holdings Ltd. has an annualized alpha of 388123.88%, beta of -1.35, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since June 24, 2020.

  • This stock tended to rise when S&P 500 Index fell (downside capture of -289.06%), but participation in market rallies was also limited (-61.34%) — a profile typical of counter-cyclical assets.
  • Beta of -1.35 may look defensive, but with R² of 0.00 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.00 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
388,123.88%
Beta
-1.35
0.00
Upside Capture
-61.34%
Downside Capture
-289.06%

Return for Risk

Risk / Return Rank

LDDFD ranks 87 for risk / return — in the top 87% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


LDDFD Risk / Return Rank: 8787
Overall Rank
LDDFD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
LDDFD Sortino Ratio Rank: 100100
Sortino Ratio Rank
LDDFD Omega Ratio Rank: 100100
Omega Ratio Rank
LDDFD Calmar Ratio Rank: 9898
Calmar Ratio Rank
LDDFD Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Liberty Defense Holdings Ltd. (LDDFD) and compare them to a chosen benchmark (S&P 500 Index).


LDDFDBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.18

0.88

-0.70

Sortino ratio

Return per unit of downside risk

71.91

1.37

+70.54

Omega ratio

Gain probability vs. loss probability

8.54

1.21

+7.33

Calmar ratio

Return relative to maximum drawdown

9.54

1.39

+8.15

Martin ratio

Return relative to average drawdown

12.66

6.43

+6.23

Explore LDDFD risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


Liberty Defense Holdings Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Liberty Defense Holdings Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Liberty Defense Holdings Ltd. was 98.66%, occurring on Feb 4, 2026. The portfolio has not yet recovered.

The current Liberty Defense Holdings Ltd. drawdown is 17.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.66%Jul 13, 20211147Feb 4, 2026
-61.44%Jun 24, 20202Jun 25, 2020186Apr 13, 2021188
-50.82%Apr 14, 202129May 24, 202132Jul 9, 202161

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Liberty Defense Holdings Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Liberty Defense Holdings Ltd. is priced in the market compared to other companies in the Security & Protection Services industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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