Blackrock World Mining Trust Plc

10-Year Study

BRWM.LSE · Financial Services · GB · Common Stock

Executive Summary: Blackrock World Mining Trust Plc has compounded at 22.2% annually over the last 10 years, with a maximum drawdown of 30.5% and an annualized volatility of 35.7%.

1Y CAGR
+114.6%
3Y CAGR
+25.0%
5Y CAGR
+14.7%
10Y CAGR
+22.2%

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 →
30.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +74.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -12.6%
% 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.
202613.812.6-14.512.6————————23.4%
20253.3-3.80.6-2.49.45.45.11.421.9-3.17.514.474.2%
2024-7.5-9.38.513.02.0-3.6-1.1-6.65.7-3.1-3.5-5.5-12.6%
20238.0-7.3-1.0-2.2-9.52.24.8-6.41.4-8.62.57.1-10.5%
20227.015.66.3-3.00.6-20.64.44.7-8.37.014.70.626.0%
20211.510.8-0.810.13.3-6.21.2-7.1-7.47.6-4.410.317.5%
2020-6.8-10.5-11.917.09.59.97.41.0-0.6-0.414.315.246.4%
20194.80.84.5-1.5-6.512.42.9-7.61.4-5.03.89.719.4%
2018-0.1-0.8-4.42.66.7-4.00.0-6.72.4-6.1-2.82.9-10.7%
201713.5-4.5-2.6-2.90.2-0.110.46.4-6.65.4-2.07.024.3%
2016———14.6-10.019.89.0-3.37.68.4-0.22.856.1%

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 35.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.1% of variance. Idiosyncratic stock-specific factors contribute 14.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111464.530214045612
2016-05-0110320.369072469011
2016-06-0112368.420252464057
2016-07-0113478.260208557265
2016-08-0113033.034996206807
2016-09-0114018.626939736103
2016-10-0115201.343353244434
2016-11-0115178.150897671938
2016-12-0115607.177118601552
2017-01-0117717.508137503668
2017-02-0116917.43303377995
2017-03-0116475.316872340394
2017-04-0115999.495254326443
2017-05-0116035.184726274292
2017-06-0116011.17890041459
2017-07-0117679.507781749187
2017-08-0118804.999414677455
2017-09-0117570.698601459204
2017-10-0118514.580612597052
2017-11-0118137.328831164094
2017-12-0119405.84440758517
2018-01-0119393.643853277124
2018-02-0119247.275209537867
2018-03-0118394.148598950676
2018-04-0118865.789341656568
2018-05-0120133.848822589498
2018-06-0119333.50006157289
2018-07-0119333.50006157289
2018-08-0118032.297641834295
2018-09-0118461.035002288078
2018-10-0117326.14020071242
2018-11-0116841.24228248426
2018-12-0117324.597077644175
2019-01-0118164.11683950152
2019-02-0118316.75679620285
2019-03-0119148.994233432713
2019-04-0118862.01895228785
2019-05-0117633.38892630561
2019-06-0119824.365229104365
2019-07-0120405.104012576074
2019-08-0118851.939241999706
2019-09-0119118.96034553794
2019-10-0118157.670689935647
2019-11-0118854.41736081866
2019-12-0120691.235517067853
2020-01-0119286.605843799454
2020-02-0117260.705701345632
2020-03-0115204.581631210312
2020-04-0117794.99115934912
2020-05-0119477.679446969018
2020-06-0121414.055646690194
2020-07-0123008.725106688336
2020-08-0123235.130907006693
2020-09-0123091.34680436696
2020-10-0123005.076342783126
2020-11-0126289.830438900688
2020-12-0130294.242402589403
2021-01-0130758.524804753124
2021-02-0134066.516965992
2021-03-0133785.744583486
2021-04-0137199.63451548216
2021-05-0138412.33160574498
2021-06-0136041.19758512642
2021-07-0136456.14565865509
2021-08-0133874.97206415135
2021-09-0131361.277797119605
2021-10-0133755.26980328601
2021-11-0132273.38515591624
2021-12-0135597.42427674658
2022-01-0138075.34545432431
2022-02-0143998.17865868398
2022-03-0146764.79307707861
2022-04-0145383.81955646234
2022-05-0145677.40062059393
2022-06-0136250.8950873955
2022-07-0137832.527818023984
2022-08-0139603.94948286373
2022-09-0136316.91490930541
2022-10-0138869.955013781684
2022-11-0144594.69074445426
2022-12-0144852.0882331925
2023-01-0148455.698685076706
2023-02-0144916.43570497919
2023-03-0144446.771376055294
2023-04-0143448.712822516514
2023-05-0139323.46596083356
2023-06-0140195.83219942927
2023-07-0142141.87002190779
2023-08-0139457.67965981358
2023-09-0140028.384342545956
2023-10-0136574.1527646228
2023-11-0137484.80821944882
2023-12-0140152.51833123783
2024-01-0137142.78981447556
2024-02-0133688.44421268037
2024-03-0136550.10132921428
2024-04-0141286.76699753861
2024-05-0142104.11291708032
2024-06-0140605.48956529539
2024-07-0140177.314722610325
2024-08-0137536.88672260425
2024-09-0139684.38192219923
2024-10-0138457.77391954779
2024-11-0137128.87130049547
2024-12-0135086.42249341322
2025-01-0136253.53283963531
2025-02-0134867.58787819818
2025-03-0135064.499503616076
2025-04-0134214.67198372651
2025-05-0137436.24165155217
2025-06-0139453.764840206946
2025-07-0141471.28802886172
2025-08-0142069.06958040735
2025-09-0151279.393453813485
2025-10-0149695.76150462861
2025-11-0153439.188028405624
2025-12-0161116.79541228751
2026-01-0169554.56194308841
2026-02-0178296.3921326569
2026-03-0166970.0208435638
2026-04-0175407.78737436469
Annual Return Matrix
YearAnnual Return
20170.24339233546956707
2018-0.10724848072715132
20190.1943270844531224
20200.4641098825442391
20210.17505576814503487
20220.2599812807942785
2023-0.10477928870381525
2024-0.12617131000431647
20250.741893047766867
20260.2338308457711442
Total Factor Risk
0.35671010146211474
VTI.US Exposure
0.12273453887311264
VEA.US Exposure
0.17029694352119615
VWO.US Exposure
0.006280840144247184
QQQ.US Exposure
-0.034840284745640666
VTV.US Exposure
-0.011337306583275072
IJR.US Exposure
0.008468647100607808
QUAL.US Exposure
-0.03402329738069043
SHV.US Exposure
0.3511128313302356
TLT.US Exposure
0.051714867812576996
LQD.US Exposure
-0.007201863956302879
HYG.US Exposure
0.012771287253109317
GLD.US Exposure
0.06883593097355997
USO.US Exposure
0.0026766945386066535
VNQ.US Exposure
-0.01586331902339067
BTC-USD.CC Exposure
-0.00048529469604147483
CPER.US Exposure
0.1343640108762369
VIX.INDX Exposure
0.022045034103842544
UUP.US Exposure
-0.007424333344536436
TIP.US Exposure
0.01731592336687504
Idiosyncratic Exposure
0.14255814983567078
Value Score
49
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.7%

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 →2.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.56%
Market Cap$1.7B
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$5.70.06%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 →
+32.7%
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 →
4.8% 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 →
0.97
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blackrock World Mining Trust Plc a high-risk investment?

Blackrock World Mining Trust Plc (BRWM.LSE) has an annualized volatility of 35.7% and experienced a maximum drawdown of 30.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BRWM.LSE has generated a Compound Annual Growth Rate (CAGR) of 22.2%. 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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