BlackRock Latin American Investment Trust plc

10-Year Study

BRLA.LSE · Financial Services · GB · Common Stock

Executive Summary: BlackRock Latin American Investment Trust plc has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 45.3% and an annualized volatility of 39.5%.

1Y CAGR
+54.6%
3Y CAGR
+16.2%
5Y CAGR
+12.2%
10Y CAGR
+9.9%

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 →
45.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +53.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -34.1%
% 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.
202620.03.1-8.99.4————————23.4%
202511.30.7-0.33.89.91.73.01.05.31.26.20.953.9%
2024-7.7-2.91.5-3.8-3.2-6.00.50.3-5.2-3.0-6.6-4.5-34.1%
20235.0-4.4-3.6-0.16.68.99.0-7.5-1.2-8.311.012.327.7%
20226.75.217.2-6.97.0-18.21.47.2-0.76.8-6.72.318.0%
2021-7.1-5.04.13.60.09.1-6.5-1.3-7.0-5.3-0.96.4-11.0%
20202.0-15.6-30.80.68.710.2-2.6-4.4-1.0-0.620.211.3-12.1%
20199.3-2.8-1.57.7-4.212.64.9-16.63.10.3-1.98.517.3%
20188.3-3.0-0.60.4-14.4-4.416.5-12.94.58.5-2.52.9-1.0%
20177.04.50.3-3.3-1.1-1.88.98.10.3-1.5-7.05.219.9%
2016———5.4-4.212.35.93.21.914.0-14.01.525.8%

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 39.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.6% of variance. Idiosyncratic stock-specific factors contribute 14.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110536.27672617085
2016-05-0110094.636760995922
2016-06-0111340.697057009014
2016-07-0112011.042964722581
2016-08-0112397.478589448381
2016-09-0112632.028895792633
2016-10-0114401.235755346019
2016-11-0112388.415894363254
2016-12-0112580.111027187559
2017-01-0113454.731864257705
2017-02-0114057.775860523603
2017-03-0114096.380111132019
2017-04-0113633.537947218318
2017-05-0113487.376436258955
2017-06-0113243.773917993354
2017-07-0114421.179974431561
2017-08-0115590.466820524567
2017-09-0115639.187324177688
2017-10-0115408.673035887537
2017-11-0114334.98216027604
2017-12-0115080.827813510805
2018-01-0116326.636513593256
2018-02-0115834.8713008191
2018-03-0115736.518258264272
2018-04-0115801.969891305314
2018-05-0113530.331199834784
2018-06-0112933.404129632703
2018-07-0115072.021955938213
2018-08-0113120.733024743933
2018-09-0113709.483227200035
2018-10-0114872.794669940211
2018-11-0114497.56030571002
2018-12-0114923.957750753345
2019-01-0116315.225589822106
2019-02-0115865.864774525491
2019-03-0115623.902871390974
2019-04-0116826.866881117254
2019-05-0116125.747646136611
2019-06-0118158.99395173866
2019-07-0119056.153590929127
2019-08-0115891.978335493737
2019-09-0116389.71371003883
2019-10-0116439.990963512824
2019-11-0116133.541878404734
2019-12-0117503.54461975206
2020-01-0117848.31491004659
2020-02-0115068.65686036583
2020-03-0110423.708513534551
2020-04-0110488.541639912759
2020-05-0111396.556595194203
2020-06-0112564.00888762625
2020-07-0112238.81066410318
2020-08-0111694.446177078456
2020-09-0111581.820307041382
2020-10-0111511.441587025198
2020-11-0113832.759991634433
2020-12-0115392.990222877303
2021-01-0114306.803416043747
2021-02-0113593.392671534699
2021-03-0114152.548902648621
2021-04-0114655.976635124573
2021-05-0114655.976635124573
2021-06-0115984.780542828703
2021-07-0114951.182527081943
2021-08-0114752.888242660083
2021-09-0113721.774736728445
2021-10-0112990.54785538056
2021-11-0112869.897123472276
2021-12-0113694.37174661564
2022-01-0114614.987464756914
2022-02-0115369.177716358086
2022-03-0118019.038473735218
2022-04-0116769.120373452228
2022-05-0117947.71626897911
2022-06-0114680.7378679656
2022-07-0114887.644071430183
2022-08-0115957.036849893148
2022-09-0115852.194728960423
2022-10-0116923.023700860824
2022-11-0115796.240842301242
2022-12-0116157.658396673482
2023-01-0116959.35834651154
2023-02-0116206.593805184026
2023-03-0115630.952799030934
2023-04-0115607.790248665888
2023-05-0116639.338805894266
2023-06-0118119.388558989547
2023-07-0119755.94670569199
2023-08-0118278.22945653706
2023-09-0118050.886325289426
2023-10-0116547.626847592095
2023-11-0118370.869174833486
2023-12-0120632.60651811674
2024-01-0119052.646972645758
2024-02-0118490.901400078936
2024-03-0118771.771565571402
2024-04-0118057.61651643419
2024-05-0117487.3743396262
2024-06-0116441.935590393437
2024-07-0116520.737532504358
2024-08-0116568.902428477304
2024-09-0115701.923817800516
2024-10-0115231.193073144703
2024-11-0114228.819160707424
2024-12-0113593.167283513494
2025-01-0115123.310834716673
2025-02-0115222.481564046102
2025-03-0115172.896199381386
2025-04-0115753.40663510885
2025-05-0117313.647349515493
2025-06-0117615.630606854626
2025-07-0118145.166658716935
2025-08-0118323.810252639007
2025-09-0119293.597250475803
2025-10-0119516.35399757105
2025-11-0120732.88846280652
2025-12-0120914.079465526374
2026-01-0125107.17724566403
2026-02-0125893.414528931175
2026-03-0123587.118498014224
2026-04-0125814.790800604456
Annual Return Matrix
YearAnnual Return
20170.19878336374923955
2018-0.01040195304245306
20190.172848711587146
2020-0.12057868521631221
2021-0.11035013026495333
20220.1798758421076605
20230.27695523767011654
2024-0.3411803171073984
20250.5385729484026924
20260.23432594024308573
Total Factor Risk
0.39453513355097536
VTI.US Exposure
-0.06129218777859099
VEA.US Exposure
0.04964172952821787
VWO.US Exposure
0.022031580119202015
QQQ.US Exposure
0.05558045366303915
VTV.US Exposure
0.04121121970366036
IJR.US Exposure
0.050330911081459505
QUAL.US Exposure
-0.02232020734780333
SHV.US Exposure
0.49623209175966654
TLT.US Exposure
0.022964660942320584
LQD.US Exposure
0.03142242034473582
HYG.US Exposure
0.1536980289127909
GLD.US Exposure
0.011062122305630879
USO.US Exposure
0.0021156615945544482
VNQ.US Exposure
-0.0049274338856046635
BTC-USD.CC Exposure
-0.001822912572172574
CPER.US Exposure
0.01028596574542482
VIX.INDX Exposure
0.0009670115675192697
UUP.US Exposure
-0.003671013900020655
TIP.US Exposure
0.0032589642307364343
Idiosyncratic Exposure
0.1432309339852335
Value Score
48.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
70.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.5%

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 →2.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.84%
Market Cap$133.7M
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
$6
Avg Yield on Cost
0.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$5.90.06%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 →
+5.8%
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 →
+23.4%
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 →
0.8% 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 →
0.65
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BlackRock Latin American Investment Trust plc a high-risk investment?

BlackRock Latin American Investment Trust plc (BRLA.LSE) has an annualized volatility of 39.5% and experienced a maximum drawdown of 45.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRLA.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.9%. 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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