Henderson Smaller Cos Inv Tst

10-Year Study

HSL.LSE · Financial Services · GB · Common Stock

Executive Summary: Henderson Smaller Cos Inv Tst has compounded at 6.5% annually over the last 10 years, with a maximum drawdown of 48.8% and an annualized volatility of 22.3%.

1Y CAGR
+7.7%
3Y CAGR
+7.2%
5Y CAGR
-4.7%
10Y CAGR
+6.5%

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 →
48.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +46.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.4-0.5-14.611.3————————2.4%
20251.2-3.0-4.10.410.53.22.2-1.21.3-1.30.20.09.2%
2024-4.8-1.90.83.311.8-3.613.7-6.5-1.1-6.4-0.6-0.91.5%
20233.02.1-7.31.4-4.6-6.02.7-2.7-0.4-9.210.914.61.7%
2022-8.8-7.9-3.1-5.7-2.6-11.912.6-9.5-12.05.89.62.1-30.1%
2021-4.07.67.75.83.6-3.13.16.8-9.1-1.0-4.16.019.1%
2020-2.6-15.8-22.59.03.3-0.4-5.48.1-3.06.221.78.6-0.6%
20196.51.31.96.9-4.20.5-2.1-2.47.22.010.512.046.4%
20180.2-3.4-1.26.67.10.0-4.6-2.13.2-10.5-5.9-0.5-11.7%
20171.74.51.04.78.3-3.81.92.00.85.7-0.77.037.8%
2016———2.20.2-8.44.25.57.6-6.60.97.011.8%

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 22.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 31.1% of variance. Idiosyncratic stock-specific factors contribute 18.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110215.947236101978
2016-05-0110240.864724812529
2016-06-019377.075780404612
2016-07-019767.441104757654
2016-08-0110307.309195012602
2016-09-0111093.674549694706
2016-10-0110358.04321241065
2016-11-0110446.825034905498
2016-12-0111178.229801117192
2017-01-0111372.708395841886
2017-02-0111885.122188198315
2017-03-0112004.315391889357
2017-04-0112566.219710205836
2017-05-0113604.89034420233
2017-06-0113094.068827467729
2017-07-0113340.96470239069
2017-08-0113604.89034420233
2017-09-0113709.88521534174
2017-10-0114488.856778598949
2017-11-0114393.647361859259
2017-12-0115406.310827365909
2018-01-0115440.931448743348
2018-02-0114922.350025508906
2018-03-0114748.022924436233
2018-04-0115724.252524081814
2018-05-0116839.941638224143
2018-06-0116839.941638224143
2018-07-0116072.90455986577
2018-08-0115737.341679601648
2018-09-0116233.564086927418
2018-10-0114532.229499992962
2018-11-0113681.56220652573
2018-12-0113610.674529114272
2019-01-0114496.785661287231
2019-02-0114683.785976492814
2019-03-0114969.602700152838
2019-04-0116005.68453228799
2019-05-0115326.872521547173
2019-06-0115398.325619281482
2019-07-0115076.783429935
2019-08-0114714.225520387085
2019-09-0115772.408571425476
2019-10-0116091.68907948055
2019-11-0117788.430980267694
2019-12-0119923.042177973086
2020-01-0119412.194664901806
2020-02-0116343.379112160112
2020-03-0112670.709819141319
2020-04-0113809.23671505957
2020-05-0114268.31902271105
2020-06-0114213.230618918618
2020-07-0113441.969135849273
2020-08-0114537.151473071586
2020-09-0114105.72710128931
2020-10-0114987.334368131957
2020-11-0118232.40075086086
2020-12-0119808.040883572157
2021-01-0119020.221900397202
2021-02-0120462.295021593207
2021-03-0122047.935078481856
2021-04-0123331.547529427313
2021-05-0124162.119654638667
2021-06-0123407.05388932276
2021-07-0124124.366474690938
2021-08-0125765.41555685778
2021-09-0123433.531158234287
2021-10-0123204.165479681156
2021-11-0122248.475152376446
2021-12-0123586.441610603037
2022-01-0121522.148337263472
2022-02-0119811.266595682224
2022-03-0119195.77082929397
2022-04-0118099.41865692093
2022-05-0117637.79737372009
2022-06-0115541.264310170958
2022-07-0117503.158013316624
2022-08-0115837.670208306481
2022-09-0113934.008299330488
2022-10-0114738.649078700659
2022-11-0116151.675626376316
2022-12-0116485.306112280345
2023-01-0116975.941473580682
2023-02-0117327.340455607464
2023-03-0116061.416345413327
2023-04-0116278.997018003547
2023-05-0115527.354103684223
2023-06-0114597.690442121864
2023-07-0114993.29186195512
2023-08-0114588.125956583952
2023-09-0114527.173212508138
2023-10-0113186.20417739467
2023-11-0114628.762563542088
2023-12-0116762.12377072531
2024-01-0115949.415461537877
2024-02-0115652.350989539726
2024-03-0115775.437144649033
2024-04-0116288.29287472907
2024-05-0118216.629639939907
2024-06-0117560.174478746372
2024-07-0119960.338255667473
2024-08-0118654.34295883805
2024-09-0118444.743161609476
2024-10-0117270.98689676313
2024-11-0117166.186998148845
2024-12-0117019.468006633397
2025-01-0117229.065637500582
2025-02-0116713.29181862789
2025-03-0116036.297385093483
2025-04-0116099.767441104757
2025-05-0117792.25244176008
2025-06-0118363.465614970424
2025-07-0118765.431804568205
2025-08-0118544.053500460894
2025-09-0118782.353253387377
2025-10-0118544.053500460894
2025-11-0118587.380728265707
2025-12-0118587.380728265707
2026-01-0120147.160929239053
2026-02-0120038.842859727018
2026-03-0117114.25498290199
2026-04-0119042.31662021627
Annual Return Matrix
YearAnnual Return
20170.3782424499652126
2018-0.11655199731931198
20190.46378066240259996
2020-0.005772275808765603
20210.19075085462714836
2022-0.30106853825421687
20230.016791781514979398
20240.015352722568338084
20250.0921246610658577
20260.02447552447552437
Total Factor Risk
0.2229380208533264
VTI.US Exposure
-0.1478892425682747
VEA.US Exposure
0.3111710270281034
VWO.US Exposure
0.023755804536672847
QQQ.US Exposure
0.052158718099191766
VTV.US Exposure
-0.08532826513977303
IJR.US Exposure
0.15910708841982343
QUAL.US Exposure
0.04558295615535054
SHV.US Exposure
0.25360471350157365
TLT.US Exposure
-0.0019178090073377137
LQD.US Exposure
-0.01832757523543924
HYG.US Exposure
0.19281109766695853
GLD.US Exposure
-0.005780932699096552
USO.US Exposure
0.008737435538374479
VNQ.US Exposure
0.10233123538653788
BTC-USD.CC Exposure
-0.010214426452298536
CPER.US Exposure
-0.00828605091579117
VIX.INDX Exposure
-0.02451578982540961
UUP.US Exposure
-0.021631346809102982
TIP.US Exposure
-0.00944992500174243
Idiosyncratic Exposure
0.18408128732167947
Value Score
23.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
41.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
22.3%

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 →67.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.46%
Market Cap$460.5M
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$1.620.02%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 →
+0.9%
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 →
+1.9%
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 →
6.1% 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 →
1.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Henderson Smaller Cos Inv Tst a high-risk investment?

Henderson Smaller Cos Inv Tst (HSL.LSE) has an annualized volatility of 22.3% and experienced a maximum drawdown of 48.8% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, HSL.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.5%. It has had a positive return in 70% 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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