Aberforth Smaller Companies Trust PLC

10-Year Study

ASL.LSE · Financial Services · GB · Common Stock

Executive Summary: Aberforth Smaller Companies Trust PLC has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 46.0% and an annualized volatility of 24.8%.

1Y CAGR
+10.0%
3Y CAGR
+12.1%
5Y CAGR
+3.9%
10Y CAGR
+7.1%

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 →
46.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.35
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +39.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -16.5%
% 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.
20266.74.5-15.27.3————————1.5%
2025-1.5-4.2-3.04.18.24.12.3-1.90.51.0-0.11.410.9%
2024-2.5-1.14.36.76.7-1.410.6-3.2-1.7-6.2-1.51.010.7%
20234.40.9-9.43.6-2.4-1.03.4-2.90.5-7.013.66.08.0%
2022-1.8-6.23.9-2.0-3.4-10.08.2-6.3-7.57.010.62.5-7.3%
2021-4.615.711.1-0.31.60.51.34.5-6.3-0.1-8.15.920.3%
2020-6.6-13.2-33.09.52.30.3-11.77.6-3.53.535.86.1-16.5%
20197.63.31.31.4-1.9-2.7-1.8-0.15.84.38.29.539.7%
20181.5-2.91.38.21.6-1.3-2.3-1.1-1.3-8.1-0.5-6.6-11.8%
20173.15.80.07.63.3-5.34.6-0.81.40.9-1.01.622.6%
2016———4.32.2-15.310.24.02.3-5.9-0.712.511.3%

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 24.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.1% of variance. Idiosyncratic stock-specific factors contribute 13.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110427.860781528088
2016-05-0110656.717336835383
2016-06-019029.851515412876
2016-07-019950.249282475477
2016-08-0110350.664852716938
2016-09-0110591.611241931749
2016-10-019969.165838075696
2016-11-019898.89020342383
2016-12-0111133.7416347571
2017-01-0111475.083143882992
2017-02-0112139.127611688911
2017-03-0112139.127611688911
2017-04-0113059.533515487736
2017-05-0113489.055547328413
2017-06-0112773.185494260617
2017-07-0113366.334579338874
2017-08-0113263.587942658793
2017-09-0113448.948218353114
2017-10-0113572.522187523564
2017-11-0113438.649822537782
2017-12-0113654.903929555394
2018-01-0113860.860996880378
2018-02-0113459.774145900361
2018-03-0113628.021509190987
2018-04-0114742.658087291993
2018-05-0114973.999059393294
2018-06-0114784.720945206678
2018-07-0114448.226218625421
2018-08-0114293.263433344671
2018-09-0114102.686153607476
2018-10-0112959.22518742972
2018-11-0112895.69897547642
2018-12-0112048.690500794417
2019-01-0112959.22518742972
2019-02-0113392.104979085878
2019-03-0113565.466281093859
2019-04-0113760.49706779149
2019-05-0113500.456470902218
2019-06-0113132.064382196604
2019-07-0112893.69326999698
2019-08-0112875.63514006849
2019-09-0113618.881242165002
2019-10-0114209.105170570401
2019-11-0115367.693685512975
2019-12-0116832.325191715066
2020-01-0115717.456716631652
2020-02-0113645.291731828363
2020-03-019148.801106162167
2020-04-0110016.935260329452
2020-05-0110250.66300839006
2020-06-0110284.053461611693
2020-07-019082.021555841608
2020-08-019768.892281003813
2020-09-019430.867848012278
2020-10-019757.624257455012
2020-11-0113250.539329999443
2020-12-0114061.796341831885
2021-01-0113408.283522946409
2021-02-0115515.147619380838
2021-03-0117236.502646337845
2021-04-0117190.599248925002
2021-05-0117466.016921156654
2021-06-0117557.822359859638
2021-07-0117787.336634678446
2021-08-0118581.05219933268
2021-09-0117402.402561227587
2021-10-0117379.291518103426
2021-11-0115969.535517124847
2021-12-0116917.077436233758
2022-01-0116616.636587865087
2022-02-0115580.512733720969
2022-03-0116191.513818076684
2022-04-0115862.513025558574
2022-05-0115322.012692223612
2022-06-0113794.511337457032
2022-07-0114922.512504807455
2022-08-0113974.948887735283
2022-09-0112930.97986374764
2022-10-0113832.589906866919
2022-11-0115303.637229582351
2022-12-0115683.262082646459
2023-01-0116371.33297640184
2023-02-0116521.630699580306
2023-03-0114964.363807580292
2023-04-0115499.674259326464
2023-05-0115134.690106976383
2023-06-0114988.696717260893
2023-07-0115499.674259326464
2023-08-0115046.504159770782
2023-09-0115120.260961404207
2023-10-0114063.072453296492
2023-11-0115980.764213115226
2023-12-0116939.610771085943
2024-01-0116521.65104142087
2024-02-0116339.61326635172
2024-03-0117047.83207512269
2024-04-0118186.040778067265
2024-05-0119400.129970799968
2024-06-0119121.901056202605
2024-07-0121145.38259204954
2024-08-0120461.52788378137
2024-09-0120104.344149225573
2024-10-0118854.19972215758
2024-11-0118573.555553024125
2024-12-0118752.147420302023
2025-01-0118471.50325116857
2025-02-0117692.913879156447
2025-03-0117169.454583721865
2025-04-0117876.123344241987
2025-05-0119341.808557785203
2025-06-0120126.99682287573
2025-07-0120598.11113805275
2025-08-0120206.82498585564
2025-09-0120312.481861858832
2025-10-0120523.79561386522
2025-11-0120497.381055833743
2025-12-0120787.937125811844
2026-01-0122187.8870035167
2026-02-0123189.698241000362
2026-03-0119663.779210204986
2026-04-0121101.269276606177
Annual Return Matrix
YearAnnual Return
20170.226443398590082
2018-0.11762905378516819
20190.39702527761047945
2020-0.16459572984288862
20210.20305237147460353
2022-0.07293312679084007
20230.08010761293274804
20240.10699989944927668
20250.10856301733772478
20260.0150727871119678
Total Factor Risk
0.2483652085457364
VTI.US Exposure
-0.01841151087090875
VEA.US Exposure
0.2814198916293914
VWO.US Exposure
-0.01966205322816695
QQQ.US Exposure
0.026412151223132715
VTV.US Exposure
0.01992935547614335
IJR.US Exposure
0.05166697347036303
QUAL.US Exposure
-0.06907299920752145
SHV.US Exposure
0.46097693874564055
TLT.US Exposure
0.027420860002582554
LQD.US Exposure
-0.025599359853038125
HYG.US Exposure
0.06448861855864749
GLD.US Exposure
-0.00011070010724683955
USO.US Exposure
0.009716199693409195
VNQ.US Exposure
0.0432316134832832
BTC-USD.CC Exposure
-0.004617468354881422
CPER.US Exposure
-0.010409223884190228
VIX.INDX Exposure
0.006496979855429844
UUP.US Exposure
-0.012712877344486066
TIP.US Exposure
0.03374150398869401
Idiosyncratic Exposure
0.13509510672372246
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
37.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.8%

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 →12.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.16%
Market Cap$1.2B
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
$6
Avg Yield on Cost
0.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$6.030.06%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 →
-1.5%
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 →
+2.0%
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 →
9.0% 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 →
0.87
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Aberforth Smaller Companies Trust PLC a high-risk investment?

Aberforth Smaller Companies Trust PLC (ASL.LSE) has an annualized volatility of 24.8% and experienced a maximum drawdown of 46.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ASL.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.1%. 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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