Abrdn UK Smaller Companies Growth Trust PLC

10-Year Study

AUSC.LSE · Financial Services · GB · Common Stock

Executive Summary: Abrdn UK Smaller Companies Growth Trust PLC has compounded at 5.7% annually over the last 10 years, with a maximum drawdown of 49.7% and an annualized volatility of 21.4%.

1Y CAGR
-0.6%
3Y CAGR
+8.5%
5Y CAGR
-3.9%
10Y CAGR
+5.7%

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 →
49.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.19
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +59.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.4%
% 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.
20262.61.4-12.59.9————————-0.0%
20251.6-3.3-5.03.17.62.5-0.6-1.1-1.01.6-0.6-1.43.0%
2024-4.81.12.44.67.8-3.79.4-3.0-3.92.31.2-0.612.4%
2023-0.4-1.1-5.70.7-0.5-3.03.5-2.7-0.8-8.910.612.42.0%
2022-14.0-7.3-1.7-4.4-5.8-15.513.2-6.0-15.84.412.5-1.9-38.4%
2021-7.61.41.110.43.32.62.38.3-4.90.4-1.86.022.1%
2020-5.3-12.9-16.97.17.7-4.03.56.6-0.45.35.28.60.5%
20195.90.93.19.80.4-0.5-1.3-2.32.03.114.613.159.0%
20183.8-3.9-0.3-1.02.30.24.0-0.80.4-11.4-6.2-4.2-16.8%
20173.46.1-1.78.44.4-2.3-0.63.43.93.95.30.039.1%
2016———3.11.3-9.76.64.54.6-4.00.73.39.9%

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 21.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 28.3% of variance. Idiosyncratic stock-specific factors contribute 22.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110313.431743898234
2016-05-0110447.760658773645
2016-06-019432.836259805614
2016-07-0110059.699747602077
2016-08-0110507.46040637572
2016-09-0110990.846540771337
2016-10-0110555.451156805888
2016-11-0110631.170533923098
2016-12-0110987.0594960505
2017-01-0111358.089464628072
2017-02-0112054.71920999952
2017-03-0111848.945688184207
2017-04-0112844.590586755243
2017-05-0113407.01693483199
2017-06-0113103.00259570357
2017-07-0113019.397128301202
2017-08-0113456.417068382696
2017-09-0113976.465094995292
2017-10-0114514.616342962805
2017-11-0115283.397179942722
2017-12-0115283.397179942722
2018-01-0115867.670759496123
2018-02-0115252.645372668869
2018-03-0115205.46869340502
2018-04-0115051.254207528616
2018-05-0115390.524641970067
2018-06-0115421.366104658711
2018-07-0116038.220461947732
2018-08-0115914.851024976564
2018-09-0115976.537536570446
2018-10-0114154.054540616415
2018-11-0113281.119215163673
2018-12-0112719.944456677427
2019-01-0113468.176272586888
2019-02-0113592.879782130172
2019-03-0114017.509343887332
2019-04-0115394.229203709298
2019-05-0115456.808683234509
2019-06-0115378.586126936289
2019-07-0115175.208197804233
2019-08-0114831.02823284874
2019-09-0115128.271795052025
2019-10-0115593.644363507521
2019-11-0117875.643636222794
2019-12-0120221.02928719642
2020-01-0119143.41782220542
2020-02-0116671.255828498517
2020-03-0113861.620094862601
2020-04-0114849.457799913502
2020-05-0115996.627521917164
2020-06-0115359.310212755889
2020-07-0115901.029746232143
2020-08-0116952.601692550783
2020-09-0116888.871037499634
2020-10-0117789.610300187847
2020-11-0118722.517925703636
2020-12-0120330.982687898028
2021-01-0118786.858237575372
2021-02-0119044.212312629148
2021-03-0119261.9422805612
2021-04-0121265.70135279262
2021-05-0121976.711826696803
2021-06-0122558.449951119874
2021-07-0123075.546521477496
2021-08-0124982.348641935638
2021-09-0123754.241597673834
2021-10-0123857.61429092967
2021-11-0123434.49094014103
2021-12-0124834.051413435544
2022-01-0121351.426274200683
2022-02-0119789.126878191284
2022-03-0119459.65757369496
2022-04-0118609.32258520313
2022-05-0117530.047115713583
2022-06-0114815.507087439852
2022-07-0116777.823840737557
2022-08-0115763.960961880672
2022-09-0113278.35424217147
2022-10-0113864.58589598394
2022-11-0115603.872253227059
2022-12-0115305.707033359706
2023-01-0115239.448095611404
2023-02-0115073.804337457244
2023-03-0114214.833739412594
2023-04-0114314.935803136792
2023-05-0114248.199898581797
2023-06-0113814.414725866018
2023-07-0114298.252723552192
2023-08-0113914.52037580681
2023-09-0113797.731646281418
2023-10-0112563.10844647249
2023-11-0113891.52196880422
2023-12-0115613.049381485227
2024-01-0114863.074664312197
2024-02-0115033.523952699239
2024-03-0115399.47583858296
2024-04-0116104.142295336413
2024-05-0117358.787342376818
2024-06-0116722.868657686304
2024-07-0118286.878679009948
2024-08-0117736.896502506406
2024-09-0117049.422368093576
2024-10-0117438.017625537304
2024-11-0117647.692951004392
2024-12-0117542.853495162555
2025-01-0117822.420595785337
2025-02-0117228.342300070217
2025-03-0116375.296131835059
2025-04-0116885.926753677846
2025-05-0118171.29850447596
2025-06-0118629.100569706367
2025-07-0118523.454215131398
2025-08-0118312.16150598145
2025-09-0118136.081857545436
2025-10-0118433.153281352323
2025-11-0118325.566783601236
2025-12-0118074.531622182043
2026-01-0118540.7397791034
2026-02-0118791.7749405226
2026-03-0116442.803072957275
2026-04-0118074.531622182043
Annual Return Matrix
YearAnnual Return
20170.3910361717288069
2018-0.16772793987382983
20190.5897105019653794
20200.005437576848337233
20210.22148800157200266
2022-0.3836806255028079
20230.02008024506516759
20240.1236019989769448
20250.03030739139251759
20260
Total Factor Risk
0.21356364011484436
VTI.US Exposure
0.13746538288305082
VEA.US Exposure
0.28297826187578135
VWO.US Exposure
0.006599392863911352
QQQ.US Exposure
-0.0423536288461532
VTV.US Exposure
-0.14339810478672538
IJR.US Exposure
0.07884969750833681
QUAL.US Exposure
0.03002445762322799
SHV.US Exposure
0.20917793625026357
TLT.US Exposure
-0.017541802123154013
LQD.US Exposure
-0.03377943075844714
HYG.US Exposure
0.14327775219210023
GLD.US Exposure
-0.007107480422502971
USO.US Exposure
0.01140813464728562
VNQ.US Exposure
0.13652201662029467
BTC-USD.CC Exposure
-0.0138348553601605
CPER.US Exposure
0.028443059828549815
VIX.INDX Exposure
-0.010286276710614233
UUP.US Exposure
-0.01842440978528325
TIP.US Exposure
-0.002526514748376237
Idiosyncratic Exposure
0.22450641124861465
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.4%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.99%
Market Cap$222.7M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.610.02%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 →
+1.9%
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 →
-0.3%
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 →
4.7% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abrdn UK Smaller Companies Growth Trust PLC a high-risk investment?

Abrdn UK Smaller Companies Growth Trust PLC (AUSC.LSE) has an annualized volatility of 21.4% and experienced a maximum drawdown of 49.7% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, AUSC.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.7%. 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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