Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc

10-Year Study

ATR.LSE · Financial Services · GB · Common Stock

Executive Summary: Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc has compounded at 13.7% annually over the last 10 years, with a maximum drawdown of 26.5% and an annualized volatility of 31.7%.

1Y CAGR
+36.0%
3Y CAGR
+14.9%
5Y CAGR
+4.4%
10Y CAGR
+13.7%

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 →
26.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +43.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.610.6-13.68.9————————8.9%
20251.9-2.6-5.4-5.57.50.48.21.25.96.7-1.0-1.116.0%
2024-4.11.94.7-2.6-0.55.7-1.51.52.20.8-0.42.19.8%
20237.4-3.2-0.1-4.1-0.40.43.7-5.21.7-4.45.66.87.5%
2022-3.2-4.3-5.8-1.7-2.6-4.62.13.8-6.9-6.512.9-2.5-19.1%
20212.21.2-0.40.0-2.01.6-4.04.1-0.8-1.62.40.83.5%
2020-4.9-5.1-6.95.85.26.71.69.94.03.45.45.232.9%
20192.14.43.115.3-3.35.43.9-6.11.0-0.1-0.42.129.3%
20181.4-1.6-1.90.35.4-2.70.8-1.1-2.2-6.94.6-2.9-7.3%
20174.13.04.01.23.85.52.25.7-2.37.80.12.343.9%
2016———2.40.55.49.07.20.73.0-4.01.628.3%

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 31.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.4% of variance. Idiosyncratic stock-specific factors contribute 5.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110240.969512510792
2016-05-0110291.167982778778
2016-06-0110843.375234618705
2016-07-0111822.290552767085
2016-08-0112675.706685383993
2016-09-0112763.558523145233
2016-10-0113152.613221960431
2016-11-0112625.508215116006
2016-12-0112826.308115910972
2017-01-0113353.419142478415
2017-02-0113755.024963791368
2017-03-0114307.232215631293
2017-04-0114481.948656578414
2017-05-0115030.116674271583
2017-06-0115858.749607213074
2017-07-0116202.951349802492
2017-08-0117120.82065679994
2017-09-0116725.625840503828
2017-10-0118025.940190439956
2017-11-0118051.439737154815
2017-12-0118459.384326808355
2018-01-0118714.3436756188
2018-02-0118408.391253101665
2018-03-0118051.439737154815
2018-04-0118098.544069790263
2018-05-0119081.04112313584
2018-06-0118563.934876228475
2018-07-0118719.069158189897
2018-08-0118512.22545548234
2018-09-0118098.544069790263
2018-10-0116857.505932437034
2018-11-0117633.153263352047
2018-12-0117116.0530361677
2019-01-0117478.02500111365
2019-02-0118253.678351751678
2019-03-0118822.48799968216
2019-04-0121702.225778007814
2019-05-0120980.821642153354
2019-06-0122123.044244898363
2019-07-0122994.73937816111
2019-08-0121581.99114300751
2019-09-0121792.40221352646
2019-10-0121762.34033989745
2019-11-0121672.165741452485
2019-12-0122123.044244898363
2020-01-0121040.938041116664
2020-02-0119958.833674408645
2020-03-0118576.139964589354
2020-04-0119662.241803615678
2020-05-0120684.439197759413
2020-06-0122067.40846863006
2020-07-0122428.18401950432
2020-08-0124652.96474615524
2020-09-0125645.092918375267
2020-10-0126516.96808485823
2020-11-0127960.07028835527
2020-12-0129403.17065477863
2021-01-0130064.588823900755
2021-02-0130425.36621184869
2021-03-0130305.105857816925
2021-04-0130309.325616049988
2021-05-0129707.95220001783
2021-06-0130189.052402502497
2021-07-0128986.30189629082
2021-08-0130189.052402502497
2021-09-0129948.50230126016
2021-10-0129467.402098775492
2021-11-0130189.052402502497
2021-12-0130429.60250374483
2022-01-0129467.402098775492
2022-02-0128204.513148716393
2022-03-0126580.80088386747
2022-04-0126134.873293977576
2022-05-0125443.15626872228
2022-06-0124270.24718729853
2022-07-0124781.51397661172
2022-08-0125713.827029951248
2022-09-0123939.423285632736
2022-10-0122375.54267332739
2022-11-0125262.709706927526
2022-12-0124631.14031088803
2023-01-0126465.695358569694
2023-02-0125623.60466759071
2023-03-0125608.568219555178
2023-04-0124547.241156119224
2023-05-0124456.994911800903
2023-06-0124547.241156119224
2023-07-0125449.71278467082
2023-08-0124126.08650474603
2023-09-0124547.241156119224
2023-10-0123464.275201857305
2023-11-0124787.89964470842
2023-12-0126472.514576053858
2024-01-0125389.54862179194
2024-02-0125870.86743604402
2024-03-0127074.163553137372
2024-04-0126358.862176033555
2024-05-0126238.502620023308
2024-06-0127743.00349990929
2024-07-0127321.742298262907
2024-08-0127743.00349990929
2024-09-0128344.803117034215
2024-10-0128585.52406612839
2024-11-0128465.16451011814
2024-12-0129066.964127243064
2025-01-0129608.584884899697
2025-02-0128826.245015222565
2025-03-0127261.56343879462
2025-04-0125764.41452775875
2025-05-0127690.725894320152
2025-06-0127811.12035473024
2025-07-0130098.6151025219
2025-08-0130459.79848375217
2025-09-0132265.715389903482
2025-10-0134432.815677285056
2025-11-0134071.6322960548
2025-12-0133710.448914824534
2026-01-0135275.57690015567
2026-02-0139007.805172868386
2026-03-0133710.448914824534
2026-04-0136720.31042507672
Annual Return Matrix
YearAnnual Return
20170.4391814199371664
2018-0.07277226947866022
20190.2925318820963254
20200.32907435022461207
20210.03490888316153029
2022-0.19055333345689318
20230.07475797879937618
20240.09800540646546874
20250.15975128215159407
20260.08928571428571419
Total Factor Risk
0.317092302170486
VTI.US Exposure
0.16812742047590587
VEA.US Exposure
0.12913227093217758
VWO.US Exposure
0.04139521795193191
QQQ.US Exposure
-0.030239814994358478
VTV.US Exposure
-0.015426944030217124
IJR.US Exposure
-0.000954133816127706
QUAL.US Exposure
-0.031151556252834067
SHV.US Exposure
0.6040874682150339
TLT.US Exposure
0.05504879347170076
LQD.US Exposure
0.0004890655063835123
HYG.US Exposure
0.020330470384260682
GLD.US Exposure
-0.0031388685159501
USO.US Exposure
-0.002364000091326382
VNQ.US Exposure
-0.0003000765410437247
BTC-USD.CC Exposure
-0.0007199244763418263
CPER.US Exposure
-0.001667618714222947
VIX.INDX Exposure
-0.01635219083674388
UUP.US Exposure
0.028164123674017157
TIP.US Exposure
0.004241778700344375
Idiosyncratic Exposure
0.05129851895741061
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
23.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.7%

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 →8.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.97%
Market Cap$535.0M
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
$7
Avg Yield on Cost
0.07%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$6.920.07%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 →
+1.6%
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 →
+10.2%
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 →
7.0% 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 →
0.48
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc a high-risk investment?

Schroders Investment Trusts - Schroder Asian Total Return Investment Company plc (ATR.LSE) has an annualized volatility of 31.7% and experienced a maximum drawdown of 26.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ATR.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.7%. It has had a positive return in 80% 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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