Blackrock Smaller Companies Trust PLC

10-Year Study

BRSC.LSE · Financial Services · GB · Common Stock

Executive Summary: Blackrock Smaller Companies Trust PLC has compounded at 6.2% annually over the last 10 years, with a maximum drawdown of 42.8% and an annualized volatility of 19.2%.

1Y CAGR
+3.0%
3Y CAGR
+3.0%
5Y CAGR
-5.4%
10Y CAGR
+6.2%

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 →
42.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +45.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -34.3%
% 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.
20264.72.2-14.810.2————————0.5%
2025-0.6-6.9-3.51.86.11.90.6-1.81.10.6-0.60.6-1.2%
2024-3.3-0.70.36.08.2-3.110.2-4.7-3.9-3.2-2.40.32.2%
20232.8-1.0-6.12.9-0.3-2.61.7-1.9-0.9-7.213.65.75.3%
2022-14.2-7.5-1.9-6.1-3.3-12.712.4-7.3-9.44.87.10.3-34.3%
2021-5.63.45.27.23.7-0.63.56.4-4.2-3.5-1.28.624.0%
20200.4-13.6-24.517.0-2.00.9-4.40.8-0.87.514.117.34.1%
20197.92.72.66.8-1.92.3-3.20.9-2.15.98.29.245.8%
20183.4-1.91.56.14.44.1-1.3-2.0-3.4-8.7-6.0-1.6-6.2%
20174.25.8-1.49.89.7-4.81.53.00.33.40.51.938.3%
2016———3.52.3-11.65.06.04.2-3.80.97.012.9%

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 19.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 41.3% of variance. Idiosyncratic stock-specific factors contribute 24.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110353.854461717901
2016-05-0110595.97730952623
2016-06-019367.54327287591
2016-07-019833.299662132995
2016-08-0110427.140710184343
2016-09-0110863.788150987144
2016-10-0110456.251126859575
2016-11-0110552.566420847326
2016-12-0111292.89040435392
2017-01-0111768.814223654685
2017-02-0112456.25876160849
2017-03-0112279.990027843342
2017-04-0113478.61183820675
2017-05-0114788.985817572959
2017-06-0114076.26438783115
2017-07-0114290.08140404207
2017-08-0114723.654390186177
2017-09-0114765.228534462962
2017-10-0115264.134416214798
2017-11-0115333.043898044387
2017-12-0115620.314539909474
2018-01-0116158.946075768421
2018-02-0115859.706496760224
2018-03-0116099.096985390026
2018-04-0117086.588623871747
2018-05-0117846.787914309924
2018-06-0118572.75856985883
2018-07-0118330.76786193555
2018-08-0117967.782534161095
2018-09-0117362.80649846336
2018-10-0115850.36714332949
2018-11-0114895.809168863614
2018-12-0114651.616129522927
2019-01-0115811.53563577784
2019-02-0116238.873087568805
2019-03-0116666.212007580718
2019-04-0117801.71206307947
2019-05-0117470.447648820344
2019-06-0117866.378386378197
2019-07-0117297.22694173688
2019-08-0117445.70078479346
2019-09-0117074.516911262486
2019-10-0118089.08841685259
2019-11-0119567.58690840239
2019-12-0121364.61006107212
2020-01-0121439.486392821924
2020-02-0118519.322668567915
2020-03-0113976.846742986749
2020-04-0116347.919325370094
2020-05-0116023.45717874885
2020-06-0116160.1412076176
2020-07-0115450.920016608516
2020-08-0115577.565818876741
2020-09-0115450.920016608516
2020-10-0116616.070794090236
2020-11-0118960.169221273227
2020-12-0122230.92648852644
2021-01-0120978.839412453217
2021-02-0121694.31669290867
2021-03-0122818.63918235363
2021-04-0124454.018550090706
2021-05-0125363.933798504877
2021-06-0125208.96014132507
2021-07-0126087.14126223542
2021-08-0127766.016675466202
2021-09-0126603.7186512805
2021-10-0125673.879644643548
2021-11-0125374.89259963788
2021-12-0127558.797844181823
2022-01-0123658.9680990826
2022-02-0121891.045085541486
2022-03-0121475.06285453865
2022-04-0120175.119116765265
2022-05-0119512.092561346675
2022-06-0117030.176638725443
2022-07-0119142.445915145054
2022-08-0117743.06691387592
2022-09-0116079.654803637193
2022-10-0116845.35258151416
2022-11-0118047.53335944809
2022-12-0118100.92815055255
2023-01-0118608.18086837634
2023-02-0118421.298365400256
2023-03-0117300.001879322812
2023-04-0117807.254597146602
2023-05-0117747.577288618762
2023-06-0117284.83368874068
2023-07-0117584.256795367
2023-08-0117257.614340642533
2023-09-0117094.292379169823
2023-10-0115869.38354100829
2023-11-0118031.622249067826
2023-12-0119051.75978026018
2024-01-0118417.620471933194
2024-02-0118279.76480275039
2024-03-0118334.90677677932
2024-04-0119437.758003125546
2024-05-0121028.399210449505
2024-06-0120382.668297762255
2024-07-0122460.23910859021
2024-08-0121393.378382267176
2024-09-0120551.11875499562
2024-10-0119894.631655665777
2024-11-0119412.165443834383
2024-12-0119468.92686556558
2025-01-0119355.40549032413
2025-02-0118021.5282300714
2025-03-0117397.159932132952
2025-04-0117709.3433469917
2025-05-0118798.196554848917
2025-06-0119146.31027267212
2025-07-0119262.349646834133
2025-08-0118914.234460789983
2025-09-0119117.30116324209
2025-10-0119233.33906918316
2025-11-0119116.236703057013
2025-12-0119233.69437865183
2026-01-0120143.99136451169
2026-02-0120584.457647992265
2026-03-0117530.558082526935
2026-04-0119321.787635347948
Annual Return Matrix
YearAnnual Return
20170.38319898454758183
2018-0.06201529475680856
20190.4581742977842931
20200.04054913358951562
20210.23966033797130049
2022-0.34318876124801667
20230.0525294405789134
20240.02189651192944564
2025-0.012082457781984912
20260.004580152671755711
Total Factor Risk
0.19235801123895357
VTI.US Exposure
-0.05832878959097016
VEA.US Exposure
0.41341006895478677
VWO.US Exposure
-0.03095126882200826
QQQ.US Exposure
0.0015578827116140303
VTV.US Exposure
-0.14527331989943243
IJR.US Exposure
0.15197456138908944
QUAL.US Exposure
0.0477498575923115
SHV.US Exposure
0.01817081936328986
TLT.US Exposure
-0.04372609593475601
LQD.US Exposure
0.006221970674215485
HYG.US Exposure
0.28513838767170224
GLD.US Exposure
0.009925655914888457
USO.US Exposure
0.029182511334779233
VNQ.US Exposure
0.12999603894192718
BTC-USD.CC Exposure
-0.016659495232632802
CPER.US Exposure
0.0009763215195044338
VIX.INDX Exposure
-0.006830523215747725
UUP.US Exposure
-0.03201931369080261
TIP.US Exposure
-0.008282743985448194
Idiosyncratic Exposure
0.2477674743036896
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
43.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.2%

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 →3.64%
Market Cap$484.9M
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
$4
Avg Yield on Cost
0.04%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.180.04%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 →
+1.2%
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 →
+0.9%
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 →
7.2% 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 →
0.89
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackrock Smaller Companies Trust PLC a high-risk investment?

Blackrock Smaller Companies Trust PLC (BRSC.LSE) has an annualized volatility of 19.2% and experienced a maximum drawdown of 42.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, BRSC.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.2%. 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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