Edinburgh Investment Trust

10-Year Study

EDIN.LSE · Financial Services · GB · Common Stock

Executive Summary: Edinburgh Investment Trust has compounded at 5.9% annually over the last 10 years, with a maximum drawdown of 36.3% and an annualized volatility of 12.4%.

1Y CAGR
+4.2%
3Y CAGR
+12.1%
5Y CAGR
+9.4%
10Y CAGR
+5.9%

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 →
36.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +20.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.3%
% 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.
2026-2.25.3-7.85.4————————0.1%
20253.8-0.4-2.93.46.5-0.10.50.0-0.43.3-0.61.014.7%
2024-1.6-0.33.84.63.8-1.27.6-1.5-2.5-2.84.0-0.912.9%
20235.52.2-2.83.2-3.6-0.72.7-1.23.1-4.64.93.612.1%
20221.8-1.61.8-0.22.5-6.13.7-5.7-5.36.98.10.65.4%
2021-2.44.58.95.21.6-2.6-1.31.8-0.21.00.22.820.6%
2020-4.0-11.2-17.83.72.64.0-3.43.5-4.4-1.221.93.6-7.7%
20196.7-0.52.2-0.5-7.10.02.2-7.27.31.52.82.69.4%
2018-3.1-5.70.86.11.60.82.3-1.4-1.7-4.3-1.5-5.1-11.3%
2017-2.92.41.15.02.9-2.0-1.1-2.9-2.32.4-2.32.01.7%
2016———3.22.2-2.96.70.80.9-5.82.23.510.7%

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 12.4%. The dominant macroeconomic risk driver is VEA.US, accounting for 63.4% of variance. Idiosyncratic stock-specific factors contribute 21.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110315.789473684212
2016-05-0110546.936328079406
2016-06-0110244.217209109656
2016-07-0110927.164412749487
2016-08-0111011.573591978817
2016-09-0111111.330310818574
2016-10-0110466.749667576778
2016-11-0110695.173054608955
2016-12-0111074.103487182538
2017-01-0110749.305973548038
2017-02-0111005.069311100075
2017-03-0111121.97700844275
2017-04-0111675.348958559813
2017-05-0112018.567639257297
2017-06-0111781.397115870948
2017-07-0111646.345175457669
2017-08-0111312.683805439154
2017-09-0111050.521463898038
2017-10-0111312.683805439154
2017-11-0111047.990241290054
2017-12-0111264.302208754918
2018-01-0110911.793986858698
2018-02-0110294.450305875138
2018-03-0110375.252607319491
2018-04-0111005.52474807927
2018-05-0111180.584195192509
2018-06-0111264.72331631357
2018-07-0111528.998061532055
2018-08-0111363.825487534988
2018-09-0111165.618856464116
2018-10-0110686.620451637857
2018-11-0110525.13028015096
2018-12-019991.367295047638
2019-01-0110658.57102642679
2019-02-0110610.473219619036
2019-03-0110846.261411671545
2019-04-0110795.735370517436
2019-05-0110034.327131914231
2019-06-0110038.107945429952
2019-07-0110262.711612269792
2019-08-019519.788622314582
2019-09-0110210.87876450704
2019-10-0110366.37501916726
2019-11-0110652.778508867292
2019-12-0110932.19481717295
2020-01-0110495.606978484608
2020-02-019317.730230258867
2020-03-017658.89143435185
2020-04-017941.246341055927
2020-05-018148.273344578126
2020-06-018477.039339227313
2020-07-018184.726611937941
2020-08-018467.903136106997
2020-09-018093.378312503005
2020-10-017992.896098575788
2020-11-019743.321211233502
2020-12-0110094.598151246273
2021-01-019854.251012145749
2021-02-0110301.931830925316
2021-03-0111218.074211052703
2021-04-0111797.673838464056
2021-05-0111986.43759025777
2021-06-0111674.444950485531
2021-07-0111520.834525327102
2021-08-0111732.049718155457
2021-09-0111712.84812893215
2021-10-0111828.055375643962
2021-11-0111846.881629869344
2021-12-0112176.501282776013
2022-01-0112389.783106721014
2022-02-0112192.622378662663
2022-03-0112407.902174883224
2022-04-0112388.332116546095
2022-05-0112693.417676905225
2022-06-0111922.172915002644
2022-07-0112361.516261846511
2022-08-0111662.562393721835
2022-09-0111043.486221314908
2022-10-0111802.35179416995
2022-11-0112757.895194567714
2022-12-0112838.642568939198
2023-01-0113545.171795863534
2023-02-0113838.459478696306
2023-03-0113451.225903607565
2023-04-0113879.21994402016
2023-05-0113379.637618636754
2023-06-0113287.286900121984
2023-07-0113640.781520701787
2023-08-0113474.430303266103
2023-09-0113890.308346855309
2023-10-0113245.697951449045
2023-11-0113889.479863506227
2023-12-0114393.785917156241
2024-01-0114162.645928645157
2024-02-0114113.831781262088
2024-03-0114644.425016535337
2024-04-0115323.586829403379
2024-05-0115900.229549392026
2024-06-0115704.801312757041
2024-07-0116894.558329118445
2024-08-0116634.97527137407
2024-09-0116223.96742824579
2024-10-0115767.100056529112
2024-11-0116400.40462943679
2024-12-0116247.538008390113
2025-01-0116858.99991532076
2025-02-0116792.88602861243
2025-03-0116308.051622293984
2025-04-0116858.99991532076
2025-05-0117960.67679308285
2025-06-0117949.027676378842
2025-07-0118038.88379033421
2025-08-0118038.88379033421
2025-09-0117971.490560553666
2025-10-0118566.90231906679
2025-11-0118453.551149692295
2025-12-0118634.913478417093
2026-01-0118217.4791677633
2026-02-0119178.70294294679
2026-03-0117691.09471944853
2026-04-0118652.31849463202
Annual Return Matrix
YearAnnual Return
20170.017175089775214758
2018-0.11300610460521199
20190.09416404125105537
2020-0.0766174295221057
20210.2062393272458014
20220.05437861589189019
20230.12112988891671717
20240.1287883606094451
20250.14693767565240723
20260.000934000377038835
Total Factor Risk
0.1243744966596771
VTI.US Exposure
0.19410903957002998
VEA.US Exposure
0.6338370273461066
VWO.US Exposure
0.0033631172956709995
QQQ.US Exposure
-0.12229148600157866
VTV.US Exposure
-0.17681340193044
IJR.US Exposure
0.0926265672666452
QUAL.US Exposure
-0.009454755023980107
SHV.US Exposure
0.06242184973037117
TLT.US Exposure
-0.012370224080662174
LQD.US Exposure
-0.020559732716692626
HYG.US Exposure
0.058434217005787
GLD.US Exposure
0.03054449233065877
USO.US Exposure
-0.0027614283729981226
VNQ.US Exposure
0.04948757024859879
BTC-USD.CC Exposure
-0.005343198680511674
CPER.US Exposure
-0.021755631372216887
VIX.INDX Exposure
0.0665191201180368
UUP.US Exposure
-0.03029861673585808
TIP.US Exposure
-0.002550654334864768
Idiosyncratic Exposure
0.21285612833789785
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
46.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.4%

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 →13.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.87%
Market Cap$1.0B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.740.02%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 →
+2.7%
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 →
+2.5%
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 →
2.7% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Edinburgh Investment Trust a high-risk investment?

Edinburgh Investment Trust (EDIN.LSE) has an annualized volatility of 12.4% and experienced a maximum drawdown of 36.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, EDIN.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.9%. 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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