Baillie Gifford Japan Trust

10-Year Study

BGFD.LSE · Financial Services · GB · Common Stock

Executive Summary: Baillie Gifford Japan Trust has compounded at 8.0% annually over the last 10 years, with a maximum drawdown of 40.3% and an annualized volatility of 27.3%.

1Y CAGR
+21.9%
3Y CAGR
+9.5%
5Y CAGR
-1.6%
10Y CAGR
+8.0%

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 →
40.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.39
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +47.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.74.6-11.48.6————————1.3%
20259.3-1.3-3.90.33.85.33.37.92.81.0-3.50.627.7%
20240.44.40.8-3.10.00.14.10.0-1.9-5.33.3-0.71.9%
20233.3-3.2-1.6-0.7-2.47.01.2-6.5-5.4-6.85.35.4-5.6%
2022-13.9-1.90.4-7.8-4.2-4.89.80.5-6.86.12.7-2.1-21.7%
2021-9.96.50.60.8-3.0-1.5-2.11.80.0-2.0-3.11.9-10.4%
2020-3.9-14.3-7.18.512.52.41.13.28.13.710.89.335.3%
20196.52.62.45.2-3.94.73.7-4.85.2-5.05.9-1.621.8%
20183.6-1.5-2.7-0.73.80.40.50.50.7-9.52.6-15.4-18.0%
20175.04.83.8-2.45.32.22.23.71.98.85.8-1.247.3%
2016———-2.01.05.65.02.54.59.0-3.5-1.621.7%

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 27.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 48.8% of variance. Idiosyncratic stock-specific factors contribute 10.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019804.347553263733
2016-05-019902.173776631866
2016-06-0110456.522375717957
2016-07-0110978.262233681337
2016-08-0111249.99941898758
2016-09-0111760.869696576721
2016-10-0112815.216668828034
2016-11-0112369.566197533999
2016-12-0112173.913750797732
2017-01-0112782.610251755006
2017-02-0113391.304428662597
2017-03-0113902.174706251742
2017-04-0113565.217714650393
2017-05-0114282.610019350039
2017-06-0114597.825526153227
2017-07-0114913.043357006103
2017-08-0115467.391956092195
2017-09-0115760.870626196594
2017-10-0117152.174590049257
2017-11-0118152.173660429384
2017-12-0117934.782052944644
2018-01-0118586.956875398864
2018-02-0118304.347785668702
2018-03-0117804.34941250348
2018-04-0117673.914448012634
2018-05-0118347.82610716565
2018-06-0118413.043589411074
2018-07-0118500.00023240497
2018-08-0118586.956875398864
2018-09-0118717.39183988971
2018-10-0116934.782982564517
2018-11-0117382.955047766194
2018-12-0114706.979167683441
2019-01-0115664.238964366277
2019-02-0116077.601413394059
2019-03-0116469.20610927589
2019-04-0117317.686436427713
2019-05-0116643.25419014538
2019-06-0117426.465905958725
2019-07-0118079.142723144792
2019-08-0117208.906966896702
2019-09-0118100.898152241058
2019-10-0117187.151537800437
2019-11-0118201.39935679601
2019-12-0117917.34470816211
2020-01-0117218.13112009434
2020-02-0114749.03284672381
2020-03-0113700.212464622155
2020-04-0114858.286422390454
2020-05-0116715.571644176838
2020-06-0117108.87986847738
2020-07-0117305.53165657797
2020-08-0117851.792562762126
2020-09-0119293.92116916432
2020-10-0120014.985472365424
2020-11-0122170.727478680332
2020-12-0124234.141963180544
2021-01-0121841.460767484874
2021-02-0123268.290154814247
2021-03-0123399.996374482496
2021-04-0123575.606216739947
2021-05-0122873.166847710138
2021-06-0122521.947163195236
2021-07-0122039.021259012083
2021-08-0122434.14224206651
2021-09-0122434.14224206651
2021-10-0121995.119960472566
2021-11-0121308.76301525925
2021-12-0121706.231288494982
2022-01-0118681.05067497375
2022-02-0118327.7439938422
2022-03-0118393.988706048156
2022-04-0116958.683509519542
2022-05-0116252.072471306123
2022-06-0115479.214396837062
2022-07-0117002.847425673408
2022-08-0117091.17293393145
2022-09-0115920.848910276343
2022-10-0116892.438797313585
2022-11-0117353.37919148171
2022-12-0116996.03796009793
2023-01-0117554.383924641297
2023-02-0116996.03796009793
2023-03-0116728.03087453525
2023-04-0116616.362611246448
2023-05-0116214.353144927274
2023-06-0117353.37919148171
2023-07-0117554.383924641297
2023-08-0116415.357878086863
2023-09-0115522.004799627412
2023-10-0114472.315222943764
2023-11-0115234.017858927396
2023-12-0116050.12417397464
2024-01-0116118.132839891106
2024-02-0116820.892927777368
2024-03-0116956.91258365998
2024-04-0116435.509712900846
2024-05-0116435.509712900846
2024-06-0116458.178493523104
2024-07-0117138.269800787108
2024-08-0117138.269800787108
2024-09-0116820.892927777368
2024-10-0115936.775622763975
2024-11-0116463.36112431946
2024-12-0116348.392710478724
2025-01-0117865.964617737984
2025-02-0117636.030114106194
2025-03-0116946.22427916113
2025-04-0116992.212574317302
2025-05-0117636.030114106194
2025-06-0118578.764600261133
2025-07-0119199.590316521626
2025-08-0120717.162223780888
2025-09-0121291.99964488521
2025-10-0121498.942324988602
2025-11-0120753.76368226151
2025-12-0120869.966166484697
2026-01-0121009.40914755252
2026-02-0121985.510015027307
2026-03-0119475.53635580643
2026-04-0121148.852128620347
Annual Return Matrix
YearAnnual Return
20170.4732141544677375
2018-0.17997446948240114
20190.2182885760478268
20200.3525520861437055
2021-0.10431195288557249
2022-0.2169972882806981
2023-0.055654958428783985
20240.018583565664104018
20250.27657602408264936
20260.013363028953229383
Total Factor Risk
0.27255973290597757
VTI.US Exposure
0.48770191010779934
VEA.US Exposure
0.32756523288842815
VWO.US Exposure
-0.029930171547889343
QQQ.US Exposure
-0.05743216368119135
VTV.US Exposure
-0.06875778490625303
IJR.US Exposure
-0.013616916380805543
QUAL.US Exposure
-0.10698703091233729
SHV.US Exposure
0.3674163085936839
TLT.US Exposure
0.006991650299991716
LQD.US Exposure
0.021768226334368587
HYG.US Exposure
-0.027391052918933158
GLD.US Exposure
-0.00047989662281309895
USO.US Exposure
0.00038343916252857985
VNQ.US Exposure
-0.0013506057163926587
BTC-USD.CC Exposure
-0.006520632629812597
CPER.US Exposure
-0.013606631788696078
VIX.INDX Exposure
0.009970311303165384
UUP.US Exposure
-0.002629070895897208
TIP.US Exposure
-0.0009977783019304706
Idiosyncratic Exposure
0.10790265761298604
Value Score
48.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.3%

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 →4.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$618.8M
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
$0
Avg Yield on Cost
0.00%

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 →
+2.5%
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 →
+2.4%
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 →
4.4% 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 →
0.73
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Baillie Gifford Japan Trust a high-risk investment?

Baillie Gifford Japan Trust (BGFD.LSE) has an annualized volatility of 27.3% and experienced a maximum drawdown of 40.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BGFD.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.0%. It has had a positive return in 60% 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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