Capital Gearing Trust

10-Year Study

CGT.LSE · Financial Services · GB · Common Stock

Executive Summary: Capital Gearing Trust has compounded at 5.1% annually over the last 10 years, with a maximum drawdown of 13.6% and an annualized volatility of 6.0%.

1Y CAGR
+8.0%
3Y CAGR
+4.3%
5Y CAGR
+2.3%
10Y CAGR
+5.1%

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 →
13.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +10.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.62.2-1.71.5————————2.6%
20250.90.5-1.20.50.11.51.4-0.20.91.20.5-0.85.5%
2024-1.71.31.01.00.30.61.8-0.70.1-0.40.9-0.24.0%
20230.7-1.8-2.4-0.40.1-2.50.9-0.80.9-4.11.45.1-3.3%
2022-1.6-1.22.40.20.4-2.83.40.0-7.93.21.7-1.6-4.2%
20210.0-1.51.33.00.81.22.31.5-0.40.01.21.010.8%
20200.6-2.0-2.82.41.91.90.70.41.3-2.64.32.28.2%
20190.70.01.50.71.70.62.40.9-0.5-1.31.30.68.9%
2018-1.5-0.80.31.01.80.72.01.7-1.2-0.50.4-0.93.0%
20171.10.90.7-0.11.30.40.11.6-0.70.9-1.00.85.8%
2016———0.30.21.73.01.10.81.6-0.21.510.5%

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 6.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 27.7% of variance. Idiosyncratic stock-specific factors contribute 22.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110027.67259674649
2016-05-0110049.519383651615
2016-06-0110225.03778544556
2016-07-0110532.667833297835
2016-08-0110649.860078151929
2016-09-0110734.82466632849
2016-10-0110901.823761085276
2016-11-0110884.244891948338
2016-12-0111051.243986705123
2017-01-0111168.436555647439
2017-02-0111265.120173856478
2017-03-0111338.36540791234
2017-04-0111323.716620371744
2017-05-0111470.207088483472
2017-06-0111517.294514132775
2017-07-0111523.184169353466
2017-08-0111702.819787893335
2017-09-0111617.419301060974
2017-10-0111717.544087989174
2017-11-0111602.695000965135
2017-12-0111691.04047745195
2018-01-0111514.349524478317
2018-02-0111426.004372079724
2018-03-0111455.45264818318
2018-04-0111573.246400773456
2018-05-0111779.385629850547
2018-06-0111859.236105916698
2018-07-0112096.420717845036
2018-08-0112303.957415326444
2018-09-0112155.71687082712
2018-10-0112096.420717845036
2018-11-0112140.892751559544
2018-12-0112037.12456486295
2019-01-0112126.06895638019
2019-02-0112126.06895638019
2019-03-0112303.957415326444
2019-04-0112392.901482755458
2019-05-0112600.438180236866
2019-06-0112675.050418404375
2019-07-0112973.990040639364
2019-08-0113093.565954351008
2019-09-0113033.778159539297
2019-10-0112869.361075630652
2019-11-0113033.778159539297
2019-12-0113108.513227142155
2020-01-0113183.247970656794
2020-02-0112914.202245827655
2020-03-0112555.474180604513
2020-04-0112854.414126927724
2020-05-0113093.565954351008
2020-06-0113340.191580213974
2020-07-0113430.735671184757
2020-08-0113491.098722586836
2020-09-0113672.187228616625
2020-10-0113310.009892468825
2020-11-0113883.457098303346
2020-12-0114185.271383049072
2021-01-0114185.271383049072
2021-02-0113974.001513362351
2021-03-0114155.09001939214
2021-04-0114577.630082853802
2021-05-0114698.355861569737
2021-06-0114880.283432000911
2021-07-0115215.35662213997
2021-08-0115443.815158746836
2021-09-0115382.89305516539
2021-10-0115382.89305516539
2021-11-0115565.660014086172
2021-12-0115717.965921216228
2022-01-0115474.27653462578
2022-02-0115291.509575704998
2022-03-0115657.043493546564
2022-04-0115687.504545337282
2022-05-0115748.42697300695
2022-06-0115306.381984117343
2022-07-0115828.8890035441
2022-08-0115828.8890035441
2022-09-0114584.092726047322
2022-10-0115045.128312359857
2022-11-0115306.381984117343
2022-12-0115060.496251660466
2023-01-0115168.071178588294
2023-02-0114891.449891618418
2023-03-0114537.989232233711
2023-04-0114476.51779911949
2023-05-0114491.8857384201
2023-06-0114133.869046839693
2023-07-0114258.396704463563
2023-08-0114149.435004042676
2023-09-0114273.962661666546
2023-10-0113682.456936129602
2023-11-0113869.248422565406
2023-12-0114569.715524435022
2024-01-0114320.6605332755
2024-02-0114511.019906924455
2024-03-0114651.44927714715
2024-04-0114791.87832328163
2024-05-0114838.688329414676
2024-06-0114927.00107299128
2024-07-0115196.670667643772
2024-08-0115085.630265380285
2024-09-0115101.493411480942
2024-10-0115038.041475254762
2024-11-0115180.807845631334
2024-12-0115149.081877518247
2025-01-0115291.84824789482
2025-02-0115371.162682045215
2025-03-0115180.807845631334
2025-04-0115260.12227978173
2025-05-0115275.985425882385
2025-06-0115507.621323397394
2025-07-0115718.278666348455
2025-08-0115685.869844355984
2025-09-0115831.709543322104
2025-10-0116026.162475276931
2025-11-0116107.184530258108
2025-12-0115977.549242288223
2026-01-0116074.775708265635
2026-02-0116431.272750182816
2026-03-0116155.797763246816
2026-04-0116398.863928190345
Annual Return Matrix
YearAnnual Return
20170.05789361736258081
20180.029602505275597935
20190.08900702626328627
20200.08214189795967153
20210.10804830565305057
2022-0.041829182786832786
2023-0.03258728789705956
20240.039765110863802855
20250.05468762869381871
20260.026369168356997985
Total Factor Risk
0.05994928439924331
VTI.US Exposure
0.10499254235162685
VEA.US Exposure
0.16782065251290185
VWO.US Exposure
-0.03385590583896868
QQQ.US Exposure
-0.05209418429471866
VTV.US Exposure
-0.05229138722379322
IJR.US Exposure
-0.012050269915689053
QUAL.US Exposure
0.05745643736821201
SHV.US Exposure
0.2774841973664657
TLT.US Exposure
0.0369585930313952
LQD.US Exposure
0.07049679297864393
HYG.US Exposure
-0.02140464834780645
GLD.US Exposure
-0.0037321235150743425
USO.US Exposure
0.03647883072635922
VNQ.US Exposure
0.08842943491862726
BTC-USD.CC Exposure
-0.00297846487480981
CPER.US Exposure
0.003266682345984498
VIX.INDX Exposure
-0.02398471895470201
UUP.US Exposure
0.054683269987867614
TIP.US Exposure
0.07749373256676066
Idiosyncratic Exposure
0.22683053681071733
Value Score
41.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
6.0%

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 →22.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.04%
Market Cap$791.1M
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 →
+2.6%
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 →
1.0% 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 →
0.25
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Capital Gearing Trust a high-risk investment?

Capital Gearing Trust (CGT.LSE) has an annualized volatility of 6.0% and experienced a maximum drawdown of 13.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CGT.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.1%. It has had a positive return in 80% 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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