BlackRock Greater Europe Investment Trust plc

10-Year Study

BRGE.LSE · Financial Services · GB · Common Stock

Executive Summary: BlackRock Greater Europe Investment Trust plc has compounded at 10.3% annually over the last 10 years, with a maximum drawdown of 40.3% and an annualized volatility of 28.6%.

1Y CAGR
-1.0%
3Y CAGR
+3.3%
5Y CAGR
-0.2%
10Y CAGR
+10.3%

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 →
0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +34.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.1%
% 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.
20260.93.2-13.18.0————————-2.2%
202510.3-0.8-9.72.65.22.4-1.5-2.44.20.8-3.91.98.0%
20240.510.51.4-3.91.9-1.4-0.5-1.6-1.0-7.20.3-0.5-2.5%
20237.83.01.70.60.30.72.2-4.4-5.3-5.612.57.821.7%
2022-15.0-8.83.3-9.2-8.0-7.59.2-2.6-9.27.49.1-1.9-31.1%
2021-0.4-0.41.910.43.04.34.74.2-4.64.81.2-0.332.2%
20200.5-7.3-15.614.78.16.83.62.31.2-3.114.76.432.2%
20193.35.02.75.0-1.78.52.1-1.0-0.50.34.22.834.7%
2018-0.3-2.4-3.33.52.73.62.02.3-1.2-7.9-0.2-5.7-7.6%
20172.0-0.24.41.67.2-3.00.84.30.13.90.10.122.9%
2016———-0.30.83.44.91.71.83.7-7.56.715.4%

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 28.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 45.4% of variance. Idiosyncratic stock-specific factors contribute 7.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019965.425030049413
2016-05-0110046.941234257127
2016-06-0110393.388613952948
2016-07-0110902.8684020642
2016-08-0111086.278690927209
2016-09-0111284.977072543288
2016-10-0111697.657246111135
2016-11-0110817.231670560097
2016-12-0111539.756767146662
2017-01-0111766.835280516603
2017-02-0111746.19518469561
2017-03-0112262.281863733226
2017-04-0112463.55557490955
2017-05-0113360.580320080688
2017-06-0112955.715101123827
2017-07-0113059.524294488467
2017-08-0113620.10798590967
2017-09-0113630.488905246135
2017-10-0114159.929838657945
2017-11-0114176.57583245187
2017-12-0114187.069129805508
2018-01-0114145.091257973572
2018-02-0113809.30574265715
2018-03-0113347.59597667969
2018-04-0113809.30574265715
2018-05-0114177.741754380051
2018-06-0114684.08900526257
2018-07-0114979.455893735347
2018-08-0115317.020727657027
2018-09-0115127.139337971736
2018-10-0113924.56344652141
2018-11-0113903.206940840935
2018-12-0113113.011548245991
2019-01-0113540.146344272865
2019-02-0114223.559208465436
2019-03-0114607.980993131361
2019-04-0115334.106868684885
2019-05-0115067.738191060422
2019-06-0116355.580903041651
2019-07-0116699.003441108533
2019-08-0116527.289830866404
2019-09-0116441.437708162717
2019-10-0116491.530209318105
2019-11-0117185.909295019923
2019-12-0117663.29579439318
2020-01-0117750.09376540808
2020-02-0116448.128882601963
2020-03-0113887.605126123255
2020-04-0115927.345738929946
2020-05-0117224.8670076403
2020-06-0118402.26554082623
2020-07-0119056.37583704064
2020-08-0119492.44468543286
2020-09-0119732.287468586834
2020-10-0119114.550190597798
2020-11-0121933.285853621077
2020-12-0123342.651343924026
2021-01-0123254.565708129005
2021-02-0123166.480072333987
2021-03-0123606.908251309087
2021-04-0126073.301371152284
2021-05-0126857.648424436786
2021-06-0128006.165807208956
2021-07-0129331.378892317978
2021-08-0130568.244126258578
2021-09-0129154.687872398506
2021-10-0130568.244126258578
2021-11-0130939.920370809996
2021-12-0130851.015311973082
2022-01-0126227.807097514622
2022-02-0123916.205331494082
2022-03-0124716.374273113237
2022-04-0122449.22737771984
2022-05-0120662.515235415558
2022-06-0119122.86616386869
2022-07-0120885.651153349638
2022-08-0120350.123077340893
2022-09-0118475.770128892906
2022-10-0119836.906720158604
2022-11-0121649.845082220912
2022-12-0121244.122980883094
2023-01-0122900.82780456901
2023-02-0123577.034428410287
2023-03-0123982.7565297481
2023-04-0124117.998790999834
2023-05-0124195.834615145097
2023-06-0124376.735128291213
2023-07-0124919.44603256434
2023-08-0123834.024224018085
2023-09-0122567.70190232571
2023-10-0121301.379580633336
2023-11-0123973.204398288293
2023-12-0125845.394069905684
2024-01-0125982.38755525838
2024-02-0128722.177661216803
2024-03-0129133.14875244012
2024-04-0127991.56602981108
2024-05-0128527.571712392815
2024-06-0128115.453428910838
2024-07-0127978.08066775018
2024-08-0127520.177707104496
2024-09-0127245.432184783174
2024-10-0125276.433533787625
2024-11-0125339.62743877856
2024-12-0125200.906141411815
2025-01-0127790.357872478107
2025-02-0127559.158831811783
2025-03-0124877.22467502853
2025-04-0125524.587607795103
2025-05-0126852.994101558823
2025-06-0127502.29087270427
2025-07-0127084.886139997725
2025-08-0126435.58936885228
2025-09-0127548.670216875526
2025-10-0127780.557572897043
2025-11-0126689.77907886549
2025-12-0127204.84499091377
2026-01-0127438.965860026623
2026-02-0128328.625162655477
2026-03-0124629.515430672363
2026-04-0126596.130731220343
Annual Return Matrix
YearAnnual Return
20170.2294079863273777
2018-0.07570679833391625
20190.34700528016814247
20200.3215343056947295
20210.3216585750017402
2022-0.3113963101033377
20230.21659030561831738
2024-0.024936277881880242
20250.0795185235902669
2026-0.022375215146299476
Total Factor Risk
0.28581273877703167
VTI.US Exposure
0.45385567938141025
VEA.US Exposure
0.33326772153036593
VWO.US Exposure
-0.0508389673196415
QQQ.US Exposure
-0.1887483968073837
VTV.US Exposure
-0.14881524912997338
IJR.US Exposure
-0.011810229709804542
QUAL.US Exposure
0.2800988368218747
SHV.US Exposure
0.20096263116146296
TLT.US Exposure
0.06927594320594567
LQD.US Exposure
-0.03135397341506331
HYG.US Exposure
0.0023883368851244815
GLD.US Exposure
-0.003162434099950856
USO.US Exposure
-0.0010671693069680484
VNQ.US Exposure
0.011554714739296295
BTC-USD.CC Exposure
0.0006105087642687789
CPER.US Exposure
0.021283886784843085
VIX.INDX Exposure
-0.03868588305683783
UUP.US Exposure
-0.00927967182641236
TIP.US Exposure
0.03792802315157831
Idiosyncratic Exposure
0.07253569224586506
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.6%

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 →1.33%
Market Cap$492.9M
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 →
+0.7%
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 →
-1.6%
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 →
6.6% 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 →
0.98
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Greater Europe Investment Trust plc a high-risk investment?

BlackRock Greater Europe Investment Trust plc (BRGE.LSE) has an annualized volatility of 28.6% 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 BRGE.LSE?

Over the past 10 years, BRGE.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.3%. 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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