CT Private Equity Trust PLC

10-Year Study

CTPE.LSE · Financial Services · GB · Common Stock

Executive Summary: CT Private Equity Trust PLC has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 31.9% and an annualized volatility of 38.2%.

1Y CAGR
+6.6%
3Y CAGR
+7.5%
5Y CAGR
+8.9%
10Y CAGR
+12.1%

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 →
31.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.47
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +66.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -14.2%
% 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.
20263.1-10.5-8.84.9————————-11.8%
202510.2-10.8-3.07.3-1.0-1.26.6-4.4-1.75.87.07.321.7%
2024-0.2-0.7-3.74.31.8-5.813.6-4.5-1.7-3.66.56.110.9%
202312.9-1.1-4.312.0-5.11.51.97.2-8.1-6.27.60.617.7%
20221.5-10.04.51.2-1.9-3.3-2.0-0.7-7.19.18.1-6.6-8.9%
20210.5-3.826.73.110.4-0.2-0.919.4-3.40.7-4.18.266.3%
20209.2-12.8-19.227.9-10.5-1.92.2-8.2-8.310.32.02.5-14.2%
20194.96.4-2.92.0-5.89.34.2-1.00.14.6-2.53.223.6%
2018-0.1-1.27.68.0-7.0-2.8-3.12.42.7-4.80.8-3.8-2.5%
20170.42.15.310.15.0-5.31.8-5.44.24.4-0.6-3.119.2%
2016———2.54.4-5.93.45.03.611.7-1.21.426.7%

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 38.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.9% of variance. Idiosyncratic stock-specific factors contribute 10.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110245.901917817526
2016-05-0110697.324568108852
2016-06-0110068.069782058466
2016-07-0110414.16025412356
2016-08-0110933.29256484737
2016-09-0111326.579354159234
2016-10-0112647.648167966161
2016-11-0112497.586165893763
2016-12-0112669.078802085987
2017-01-0112717.314715724744
2017-02-0112990.633440350608
2017-03-0113676.603985119502
2017-04-0115053.912925308734
2017-05-0115812.92700742326
2017-06-0114972.043010752686
2017-07-0115245.055971733847
2017-08-0114415.09792930065
2017-09-0115015.726443459203
2017-10-0115683.555011975743
2017-11-0115594.441896414068
2017-12-0115104.336747694031
2018-01-0115084.543647760278
2018-02-0114904.428476787443
2018-03-0116030.141500620019
2018-04-0117304.944877609603
2018-05-0116099.740100902003
2018-06-0115644.947255771287
2018-07-0115166.087414428646
2018-08-0115533.744415566765
2018-09-0115947.367884625182
2018-10-0115183.97798501758
2018-11-0115300.066248789686
2018-12-0114719.638519424483
2019-01-0115444.13528342591
2019-02-0116429.930863442558
2019-03-0115960.508926599738
2019-04-0116272.99937148584
2019-05-0115324.140039749273
2019-06-0116747.435832101786
2019-07-0117453.206271552088
2019-08-0117285.38959384396
2019-09-0117309.361463588644
2019-10-0118101.357250845092
2019-11-0117640.951944147175
2019-12-0118198.291120963495
2020-01-0119877.82364232448
2020-02-0117331.89964157706
2020-03-0114002.602388353802
2020-04-0117903.528172722486
2020-05-0116024.155327931509
2020-06-0115727.40831337376
2020-07-0116078.221135062593
2020-08-0114752.95316720175
2020-09-0113527.710679644633
2020-10-0114923.066469618982
2020-11-0115227.620649238139
2020-12-0115608.309976388251
2021-01-0115680.021743192508
2021-02-0115088.810749290797
2021-03-0119124.489969253766
2021-04-0119726.008595355786
2021-05-0121779.177495795746
2021-06-0121727.204470943958
2021-07-0121529.67436171839
2021-08-0125704.333350320197
2021-09-0124837.894307700146
2021-10-0125023.791808931695
2021-11-0123988.876998080483
2021-12-0125952.56586658513
2022-01-0126342.312592366095
2022-02-0123713.451901679997
2022-03-0124786.4580679135
2022-04-0125089.34753435594
2022-05-0124600.59454042025
2022-06-0123786.006217194106
2022-07-0123299.230494827494
2022-08-0123133.98902648253
2022-09-0121481.560753537513
2022-10-0123429.2344018074
2022-11-0125330.418386587167
2022-12-0123652.90390528122
2023-01-0126700.864631639743
2023-02-0126416.810205710983
2023-03-0125280.606091491274
2023-04-0128319.29878204148
2023-05-0126877.37858635275
2023-06-0127281.115697565776
2023-07-0127799.826733934668
2023-08-0129789.709354668837
2023-09-0127390.144218519083
2023-10-0125687.86967673988
2023-11-0127650.13164823591
2023-12-0127828.520953303094
2024-01-0127765.621974213933
2024-02-0127584.541949073366
2024-03-0126558.426336441928
2024-04-0127706.81343321612
2024-05-0128197.203961337884
2024-06-0126572.797227742954
2024-07-0130196.9457609268
2024-08-0128827.18578538789
2024-09-0128329.090013419624
2024-10-0127320.7834344052
2024-11-0129091.57621158844
2024-12-0130862.36898877168
2025-01-0134007.0597428188
2025-02-0130349.698483072585
2025-03-0129451.39886867451
2025-04-0131601.243438821788
2025-05-0131275.45567276495
2025-06-0130884.51307139581
2025-07-0132922.17635767551
2025-08-0131467.787800030575
2025-09-0130938.911821162237
2025-10-0132743.297830776806
2025-11-0135024.59358915558
2025-12-0137574.27508535902
2026-01-0138730.061662335014
2026-02-0134653.213066299744
2026-03-0131595.5766192733
2026-04-0133158.36858108682
Annual Return Matrix
YearAnnual Return
20170.1922206013279415
2018-0.02546938900367668
20190.23632731177117394
2020-0.1423200193556481
20210.6627402906429547
2022-0.08861019650719049
20230.17653718396452578
20240.10901937765788738
20250.21747864200020617
2026-0.11752472919944301
Total Factor Risk
0.38243524169918697
VTI.US Exposure
0.2117172256278345
VEA.US Exposure
0.04650155377043096
VWO.US Exposure
-0.0028447773667456093
QQQ.US Exposure
-0.027590716523191217
VTV.US Exposure
0.016649794830248008
IJR.US Exposure
0.02816787685620477
QUAL.US Exposure
0.043177901945460284
SHV.US Exposure
0.42872736355739144
TLT.US Exposure
0.03584685239999287
LQD.US Exposure
0.02092715838153365
HYG.US Exposure
0.09420264262027468
GLD.US Exposure
0.008142857919515835
USO.US Exposure
0.004698463276586705
VNQ.US Exposure
-0.005091392206031017
BTC-USD.CC Exposure
-0.003003258562932972
CPER.US Exposure
-0.002460235044859749
VIX.INDX Exposure
0.005224166356352119
UUP.US Exposure
-0.002464653610649781
TIP.US Exposure
-0.0005053541592122306
Idiosyncratic Exposure
0.09997652993179705
Value Score
44.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
71.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
38.2%

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 →14.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.95%
Market Cap$340.0M
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
$5
Avg Yield on Cost
0.05%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$4.820.05%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 →
-1.6%
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 →
-0.7%
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 →
15.6% 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 →
0.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CT Private Equity Trust PLC a high-risk investment?

CT Private Equity Trust PLC (CTPE.LSE) has an annualized volatility of 38.2% and experienced a maximum drawdown of 31.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CTPE.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.1%. 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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