F&C Investment Trust PLC

10-Year Study

FCIT.LSE · Financial Services · GB · Common Stock

Executive Summary: F&C Investment Trust PLC has compounded at 13.2% annually over the last 10 years, with a maximum drawdown of 25.2% and an annualized volatility of 14.4%.

1Y CAGR
+21.9%
3Y CAGR
+15.2%
5Y CAGR
+10.3%
10Y CAGR
+13.2%

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 →
25.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.97
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +22.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -0.9%
% 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.
2026-0.33.6-6.76.8————————2.9%
20257.6-3.5-5.8-3.94.72.46.7-1.33.43.1-0.11.314.7%
20241.60.81.4-0.11.90.64.3-2.70.21.77.5-1.216.9%
20235.8-1.5-3.1-1.3-0.9-1.42.6-3.02.0-3.74.38.98.1%
2022-6.3-3.64.2-3.0-0.4-3.18.8-0.73.20.03.0-2.2-0.9%
2021-2.8-0.96.16.8-0.1-0.60.95.4-4.14.80.22.919.4%
2020-3.0-9.1-15.213.73.42.4-2.15.1-2.41.09.24.94.6%
20196.11.02.41.4-2.73.14.3-3.60.7-0.15.03.722.9%
20182.7-1.7-3.65.04.11.53.42.2-0.8-6.82.4-8.0-0.6%
20170.93.60.1-0.14.3-0.32.73.3-1.52.61.42.521.0%
2016———0.11.43.96.13.40.94.2-0.74.926.6%

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 14.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 28.7% of variance. Idiosyncratic stock-specific factors contribute 21.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110006.913432411506
2016-05-0110147.465020939517
2016-06-0110538.981205586311
2016-07-0111180.587038714144
2016-08-0111558.136366915887
2016-09-0111658.930334784582
2016-10-0112147.630318739386
2016-11-0112066.179424031394
2016-12-0112659.598525565161
2017-01-0112775.258526835856
2017-02-0113231.10086180996
2017-03-0113246.712619813983
2017-04-0113234.9694764421
2017-05-0113810.402346690329
2017-06-0113763.429773202803
2017-07-0114128.223710919454
2017-08-0114588.15541654507
2017-09-0114364.575335414542
2017-10-0114731.684519188006
2017-11-0114944.843300916298
2017-12-0115323.79254533844
2018-01-0115744.661204121781
2018-02-0115483.043783995081
2018-03-0114929.584214113956
2018-04-0115670.091436066363
2018-05-0116315.048991683421
2018-06-0116553.9231575218
2018-07-0117122.558357661364
2018-08-0117506.25654864655
2018-09-0117362.372082655358
2018-10-0116175.673871209861
2018-11-0116560.809668467533
2018-12-0115236.906206690091
2019-01-0116173.781292165742
2019-02-0116343.015010332458
2019-03-0116729.830707054607
2019-04-0116966.930748298295
2019-05-0116505.741810220894
2019-06-0117015.478227533767
2019-07-0117742.715859004747
2019-08-0117109.04647398794
2019-09-0117230.906488827055
2019-10-0117205.83721989561
2019-11-0118062.459415890342
2019-12-0118723.279099143143
2020-01-0118155.758447686745
2020-02-0116509.701957836674
2020-03-0114003.765774632873
2020-04-0115921.443701292335
2020-05-0116464.50081679727
2020-06-0116859.44948833062
2020-07-0116507.817455232293
2020-08-0117350.558943472457
2020-09-0116929.186853279087
2020-10-0117099.072070917602
2020-11-0118667.107460799656
2020-12-0119588.01811706961
2021-01-0119034.012041433212
2021-02-0118859.15981335886
2021-03-0120008.194894182485
2021-04-0121368.512330569756
2021-05-0121343.432293052
2021-06-0121218.029413316646
2021-07-0121416.693677870662
2021-08-0122574.351704182627
2021-09-0121643.192045891406
2021-10-0122680.32805421337
2021-11-0122730.840800450558
2021-12-0123387.509193680566
2022-01-0121916.81105546145
2022-02-0121131.35306210136
2022-03-0122018.159605525147
2022-04-0121353.390543242873
2022-05-0121277.035882006447
2022-06-0120619.721373597793
2022-07-0122433.848574293017
2022-08-0122280.54159527991
2022-09-0122995.971471861143
2022-10-0123000.28698282518
2022-11-0123692.60208889037
2022-12-0123179.777779452892
2023-01-0124521.8693835092
2023-02-0124161.630557802
2023-03-0123415.42406154462
2023-04-0123105.086864801473
2023-05-0122898.330007634926
2023-06-0122572.827949219656
2023-07-0123169.58262036318
2023-08-0122469.045698649727
2023-09-0122910.124301791784
2023-10-0122062.69578635986
2023-11-0123000.426974447222
2023-12-0125058.220361889107
2024-01-0125462.2146459235
2024-02-0125671.348668518145
2024-03-0126037.33791931529
2024-04-0126023.852957107643
2024-05-0126522.79655879056
2024-06-0126670.003133658614
2024-07-0127829.567199747584
2024-08-0127091.6632835358
2024-09-0127144.370129233805
2024-10-0127609.634977229827
2024-11-0129672.424988719904
2024-12-0129302.179454183435
2025-01-0131520.274017447264
2025-02-0130405.91916883743
2025-03-0128654.793582353304
2025-04-0127544.931926381632
2025-05-0128851.516809224802
2025-06-0129544.80647235111
2025-07-0131518.10145515907
2025-08-0131116.76701194344
2025-09-0132186.992193851784
2025-10-0133200.77652275887
2025-11-0133173.93851352588
2025-12-0133603.37358271943
2026-01-0133490.30342645648
2026-02-0134701.769386416716
2026-03-0132386.52332960381
2026-04-0134594.08352330914
Annual Return Matrix
YearAnnual Return
20170.21044853945353204
2018-0.005670028381765002
20190.22881107523798283
20200.04618523354523063
20210.19397016348989182
2022-0.008882152114078168
20230.08103798924687355
20240.16936394648156794
20250.1467875157635048
20260.02948245473481803
Total Factor Risk
0.14368277331952375
VTI.US Exposure
0.28710916999949504
VEA.US Exposure
0.15731174409210613
VWO.US Exposure
0.03455644619658458
QQQ.US Exposure
-0.06439772472933462
VTV.US Exposure
-0.03306767544232389
IJR.US Exposure
0.1854876589370317
QUAL.US Exposure
-0.022751207021274367
SHV.US Exposure
0.14617704377986634
TLT.US Exposure
0.06920278036521507
LQD.US Exposure
-0.006146929565385016
HYG.US Exposure
-0.02428717241692307
GLD.US Exposure
0.0046108392341382325
USO.US Exposure
0.001194345785591416
VNQ.US Exposure
-0.03810623489668709
BTC-USD.CC Exposure
-0.0015341218834671944
CPER.US Exposure
-0.0033484421369478472
VIX.INDX Exposure
-0.0037396650881293602
UUP.US Exposure
0.0937871660778251
TIP.US Exposure
0.006943854945057299
Idiosyncratic Exposure
0.21099812376756172
Value Score
46.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.4%

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 →8.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.34%
Market Cap$5.8B
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.40.01%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 →
+2.9%
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 →
+6.2%
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 →
0.6% 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 →
0.37
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is F&C Investment Trust PLC a high-risk investment?

F&C Investment Trust PLC (FCIT.LSE) has an annualized volatility of 14.4% and experienced a maximum drawdown of 25.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FCIT.LSE has generated a Compound Annual Growth Rate (CAGR) of 13.2%. 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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