Finsbury Growth & Income Trust

10-Year Study

FGT.LSE · Financial Services · GB · Common Stock

Executive Summary: Finsbury Growth & Income Trust has compounded at 4.6% annually over the last 10 years, with a maximum drawdown of 23.3% and an annualized volatility of 14.7%.

1Y CAGR
-16.3%
3Y CAGR
-2.9%
5Y CAGR
-1.4%
10Y CAGR
+4.6%

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 →
23.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.06
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +21.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -7.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.72.2-8.95.5————————-7.4%
20257.5-4.6-3.52.41.1-0.60.8-2.0-3.5-0.1-3.40.2-6.0%
2024-1.92.30.5-3.00.70.61.9-0.91.5-1.75.61.46.9%
20233.60.22.93.0-4.20.61.9-3.3-2.2-4.41.55.03.9%
2022-5.3-3.90.90.1-4.3-4.010.6-1.4-3.00.77.2-2.4-6.0%
2021-3.4-0.62.66.6-0.8-1.41.9-0.1-3.31.50.33.96.9%
2020-1.2-10.6-4.43.56.7-0.1-0.20.61.0-5.99.02.7-0.7%
20192.33.54.06.81.12.63.4-0.70.9-5.51.40.721.8%
2018-2.8-0.70.32.95.60.61.42.4-3.0-5.51.3-2.8-0.9%
2017-0.25.41.22.24.8-2.93.32.5-2.53.9-1.03.321.5%
2016———-2.12.00.68.10.70.50.3-4.03.79.8%

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 14.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 50.7% of variance. Idiosyncratic stock-specific factors contribute 27.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019792.124770892566
2016-05-019992.646501603776
2016-06-0110051.131325515065
2016-07-0110869.927030826886
2016-08-0110945.122679843591
2016-09-0110995.253112521392
2016-10-0111027.171380837886
2016-11-0110588.110332706992
2016-12-0110984.952086851352
2017-01-0110959.623370153253
2017-02-0111550.664889026519
2017-03-0111694.20517772078
2017-04-0111953.448678402714
2017-05-0112524.69090284415
2017-06-0112158.074069746706
2017-07-0112558.794794295074
2017-08-0112874.257832854571
2017-09-0112558.794794295074
2017-10-0113052.672087692921
2017-11-0112923.52422947082
2017-12-0113345.410773569649
2018-01-0112966.57283466537
2018-02-0112880.473581637823
2018-03-0112914.912465793466
2018-04-0113284.901694960954
2018-05-0114032.61153980418
2018-06-0114119.556445147293
2018-07-0114310.831151625254
2018-08-0114658.602602443936
2018-09-0114223.886246282142
2018-10-0113435.65862527573
2018-11-0113611.28876391573
2018-12-0113224.903275963106
2019-01-0113523.473694595728
2019-02-0113997.674251868348
2019-03-0114559.687835822528
2019-04-0115550.281690054535
2019-05-0115727.59292013345
2019-06-0116135.411813272613
2019-07-0116685.07969047491
2019-08-0116560.960808100448
2019-09-0116702.809792163578
2019-10-0115790.326432007001
2019-11-0116005.160930291082
2019-12-0116112.579200752343
2020-01-0115915.646385786178
2020-02-0114232.77785142624
2020-03-0113606.178082530354
2020-04-0114082.760356227975
2020-05-0115024.02449205199
2020-06-0115005.922630166624
2020-07-0114969.72094903433
2020-08-0115060.228215822726
2020-09-0115205.036982990336
2020-10-0114300.538296508988
2020-11-0115580.637339961831
2020-12-0116001.241107118207
2021-01-0115452.627231352702
2021-02-0115361.190564072562
2021-03-0115763.508631883666
2021-04-0116797.179688248434
2021-05-0116667.970550873033
2021-06-0116428.011599735193
2021-07-0116741.80580268644
2021-08-0116723.346479073476
2021-09-0116169.593324984387
2021-10-0116415.524950930718
2021-11-0116471.487116364413
2021-12-0117105.724310400154
2022-01-0116191.678331834377
2022-02-0115557.441137798636
2022-03-0115694.23050643748
2022-04-0115713.071803439354
2022-05-0115034.809623033116
2022-06-0114431.910587995944
2022-07-0115958.000493909976
2022-08-0115731.91310044123
2022-09-0115256.623816878278
2022-10-0115371.048337200387
2022-11-0116477.153395406393
2022-12-0116076.66553164057
2023-01-0116648.790175889553
2023-02-0116686.930320904627
2023-03-0117163.70051733904
2023-04-0117674.4581748331
2023-05-0116923.58224040261
2023-06-0117019.84974760138
2023-07-0117347.153961217242
2023-08-0116769.5570885784
2023-09-0116403.74505502766
2023-10-0115677.926166382296
2023-11-0115911.92469854231
2023-12-0116711.421555840934
2024-01-0116399.422832081433
2024-02-0116769.92067822133
2024-03-0116847.920869820813
2024-04-0116335.343221473686
2024-05-0116453.571134577396
2024-06-0116552.095757256116
2024-07-0116867.374958355707
2024-08-0116709.73433648669
2024-09-0116965.897538395984
2024-10-0116683.77240187114
2024-11-0117621.73563397063
2024-12-0117861.216607712715
2025-01-0119198.313434290056
2025-02-0118320.219934966477
2025-03-0117681.60536674654
2025-04-0118100.869163084048
2025-05-0118302.43672467828
2025-06-0118201.652943881163
2025-07-0118342.75227963557
2025-08-0117979.928626127512
2025-09-0117355.06509990851
2025-10-0117342.000384424555
2025-11-0116749.63523583997
2025-12-0116790.488004707873
2026-01-0115830.447936312166
2026-02-0116177.696471689338
2026-03-0114731.99868699201
2026-04-0115544.478554236852
Annual Return Matrix
YearAnnual Return
20170.2148811089985263
2018-0.009029882980088
20190.2183513833358406
2020-0.006910010634978869
20210.06902484600338998
2022-0.060158737513027916
20230.03948306462873763
20240.0688029470161926
2025-0.05994712602849739
2026-0.07420924574209242
Total Factor Risk
0.14688047066409288
VTI.US Exposure
0.5065085791209872
VEA.US Exposure
0.28603985963646295
VWO.US Exposure
-0.04230314480263531
QQQ.US Exposure
-0.19484155121836258
VTV.US Exposure
-0.10988278765984931
IJR.US Exposure
-0.030358904965325072
QUAL.US Exposure
0.10634632261935001
SHV.US Exposure
0.0004530454588959928
TLT.US Exposure
0.06313837161637535
LQD.US Exposure
-0.01784953629443052
HYG.US Exposure
-0.03123038391221548
GLD.US Exposure
0.002936448692991201
USO.US Exposure
0.006217608401497696
VNQ.US Exposure
0.06997763859327803
BTC-USD.CC Exposure
0.017057255196333405
CPER.US Exposure
-0.000020778882893837405
VIX.INDX Exposure
0.06884523644491011
UUP.US Exposure
0.0025562583945033194
TIP.US Exposure
0.01890071235903147
Idiosyncratic Exposure
0.2775097512010953
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.7%

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 →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.76%
Market Cap$792.0M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.80.02%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 →
+2.1%
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 →
-7.6%
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 →
17.4% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Finsbury Growth & Income Trust a high-risk investment?

Finsbury Growth & Income Trust (FGT.LSE) has an annualized volatility of 14.7% and experienced a maximum drawdown of 23.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, FGT.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.6%. It has had a positive return in 50% 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.

Run a Full Backtest on Finsbury Growth & Income Trust

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest