Brooks Macdonald Group

10-Year Study

BRK.LSE · Financial Services · GB · Common Stock

Executive Summary: Brooks Macdonald Group has compounded at 1.1% annually over the last 10 years, with a maximum drawdown of 43.1% and an annualized volatility of 38.9%.

1Y CAGR
-6.4%
3Y CAGR
-4.8%
5Y CAGR
-4.6%
10Y CAGR
+1.1%

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 →
43.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +67.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -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 →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.83.8-19.07.1————————-10.7%
2025-11.65.1-1.5-2.77.98.36.2-0.63.5-3.6-3.4-4.31.2%
2024-5.6-8.89.45.37.9-4.90.01.3-1.2-11.6-3.63.4-10.3%
20233.3-4.1-10.63.0-1.815.5-2.3-7.6-12.47.57.31.6-4.2%
2022-4.9-8.514.0-7.6-2.9-5.3-2.22.8-13.60.89.41.7-17.9%
202112.61.116.5-4.96.15.16.6-2.78.610.3-3.2-1.167.2%
20201.6-5.0-28.23.40.39.23.9-6.12.9-4.15.1-0.5-20.9%
201920.4-3.76.46.99.9-4.70.5-2.78.5-2.1-2.212.557.5%
201818.8-6.2-8.01.33.61.5-6.411.3-0.6-11.9-5.6-16.8-21.7%
20177.0-0.6-0.711.214.6-5.4-14.83.5-0.5-4.9-5.6-1.6-1.2%
2016———-5.10.3-5.89.111.4-6.8-0.9-8.913.23.8%

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 38.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.5% of variance. Idiosyncratic stock-specific factors contribute 19.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019490.238697582421
2016-05-019517.353652605529
2016-06-018969.631709121926
2016-07-019783.080359815141
2016-08-0110900.217098699812
2016-09-0110164.190279415148
2016-10-0110076.331195494564
2016-11-019175.775955266465
2016-12-0110383.837989216616
2017-01-0111114.165976880146
2017-02-0111045.526206301403
2017-03-0110970.776950823198
2017-04-0112198.972834064776
2017-05-0113974.877342305257
2017-06-0113225.235332075328
2017-07-0111272.293386092291
2017-08-0111665.094715513836
2017-09-0111607.771957353323
2017-10-0111033.545489395488
2017-11-0110420.104223062126
2017-12-0110254.838845965138
2018-01-0112184.799006677813
2018-02-0111428.501453675608
2018-03-0110511.745016722467
2018-04-0110653.031941943837
2018-05-0111034.506640041534
2018-06-0111204.050950307179
2018-07-0110483.487631678192
2018-08-0111670.2978035377
2018-09-0111599.444944750856
2018-10-0110222.996568788383
2018-11-019649.475980519792
2018-12-018029.281576517913
2019-01-019663.814069218088
2019-02-019305.36407150813
2019-03-019901.128009061897
2019-04-0110582.464690662284
2019-05-0111626.214359087508
2019-06-0111075.346293550796
2019-07-0111133.332756198995
2019-08-0110828.90549210654
2019-09-0111744.998964487813
2019-10-0111494.478267229624
2019-11-0111243.957569971435
2019-12-0112643.926389918914
2020-01-0112850.237117122237
2020-02-0112201.830388949325
2020-03-018762.500415277751
2020-04-019061.561809866644
2020-05-019091.467727350788
2020-06-019928.840076149176
2020-07-0110317.619963106317
2020-08-019689.590516528573
2020-09-019975.114411332965
2020-10-019563.926173863496
2020-11-0110051.259887957507
2020-12-0110005.572306016455
2021-01-0111269.594913108356
2021-02-0111391.42797167395
2021-03-0113275.055343853308
2021-04-0112628.243134265642
2021-05-0113398.257986595832
2021-06-0114075.870671890176
2021-07-0114999.888642669568
2021-08-0114599.480978651136
2021-09-0115851.511770099867
2021-10-0117480.520791227496
2021-11-0116916.63316697806
2021-12-0116728.670872200186
2022-01-0115914.166361636368
2022-02-0114567.10078267555
2022-03-0116608.173361683945
2022-04-0115340.373484347192
2022-05-0114896.64374925407
2022-06-0114104.269380855461
2022-07-0113787.319041563363
2022-08-0114167.659448713881
2022-09-0112236.82470750573
2022-10-0112333.942358042155
2022-11-0113499.35416447929
2022-12-0113725.96226236956
2023-01-0114179.177718234287
2023-02-0113596.471815015717
2023-03-0112156.04809778372
2023-04-0112517.444440276251
2023-05-0112287.464546008741
2023-06-0114193.007484766427
2023-07-0113864.465624288063
2023-08-0112813.131818740452
2023-09-0111222.506670526067
2023-10-0112065.03697248349
2023-11-0112941.268220149519
2023-12-0113143.476114148589
2024-01-0112402.048649316972
2024-02-0111306.759404755481
2024-03-0112371.148284975025
2024-04-0113022.260885290038
2024-05-0114050.33469722016
2024-06-0113364.95215593341
2024-07-0113364.95215593341
2024-08-0113536.297421297188
2024-09-0113378.537750246001
2024-10-0111829.443336913786
2024-11-0111406.963244163857
2024-12-0111794.236662517958
2025-01-0110421.176361080696
2025-02-0110949.276477018104
2025-03-0110785.143911036665
2025-04-0110497.540112871198
2025-05-0111324.40121757587
2025-06-0112259.113931571548
2025-07-0113014.073716776946
2025-08-0112942.17313719349
2025-09-0113392.47628440322
2025-10-0112911.53100347161
2025-11-0112467.581513380897
2025-12-0111931.14254618795
2026-01-0111838.653069085716
2026-02-0112282.602559176432
2026-03-019951.86773620018
2026-04-0110654.787762177144
Annual Return Matrix
YearAnnual Return
2017-0.012423069715209234
2018-0.21702508473089188
20190.5747269876419319
2020-0.20866572633687874
20210.671935433632423
2022-0.17949475082449884
2023-0.04243681696677015
2024-0.10265468890518326
20250.011607863025597798
2026-0.10697674418604652
Total Factor Risk
0.38885205347201857
VTI.US Exposure
0.14794298697847555
VEA.US Exposure
-0.005618379443754602
VWO.US Exposure
0.060444534204749566
QQQ.US Exposure
-0.030566643995129636
VTV.US Exposure
-0.019224122134925976
IJR.US Exposure
-0.036960973939454786
QUAL.US Exposure
-0.006212370827667168
SHV.US Exposure
0.5251748641150012
TLT.US Exposure
0.01625578604757783
LQD.US Exposure
-0.005668705237646825
HYG.US Exposure
0.045898374210805025
GLD.US Exposure
0.0013285524659180415
USO.US Exposure
0.008323433954234063
VNQ.US Exposure
0.06469446293374005
BTC-USD.CC Exposure
0.011980556381175528
CPER.US Exposure
-0.004771359758235943
VIX.INDX Exposure
-0.0033944567074203134
UUP.US Exposure
0.026907316926816534
TIP.US Exposure
0.00731406966139588
Idiosyncratic Exposure
0.19615207416434596
Value Score
37.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
72.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.9%

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 →30.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →6.03%
Market Cap$210.9M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.290.02%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 →
-5.9%
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 →
-13.2%
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 →
21.2% 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 →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Brooks Macdonald Group a high-risk investment?

Brooks Macdonald Group (BRK.LSE) has an annualized volatility of 38.9% and experienced a maximum drawdown of 43.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRK.LSE has generated a Compound Annual Growth Rate (CAGR) of 1.1%. It has had a positive return in 30% 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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