Invesco Asia Dragon Trust plc

10-Year Study

IAD.LSE · Financial Services · GB · Common Stock

Executive Summary: Invesco Asia Dragon Trust plc has compounded at 9.3% annually over the last 10 years, with a maximum drawdown of 27.8% and an annualized volatility of 24.1%.

1Y CAGR
+33.3%
3Y CAGR
+11.8%
5Y CAGR
+2.8%
10Y CAGR
+9.3%

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 →
27.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +30.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -13.2%
% 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.
20263.35.5-11.07.0————————3.8%
20250.6-0.3-1.2-5.05.62.18.10.58.35.90.5-1.924.7%
2024-5.23.42.71.30.34.5-0.9-1.89.7-2.0-0.6-0.310.7%
202310.2-4.4-2.4-6.3-0.95.71.8-6.1-3.4-4.54.7-1.0-7.8%
2022-1.0-2.32.5-5.0-0.80.00.63.2-7.7-11.117.11.2-5.7%
20218.3-1.32.4-0.8-0.3-3.1-5.60.6-2.05.8-4.91.1-0.7%
2020-5.8-4.0-13.610.9-1.69.21.34.20.94.811.34.921.3%
20194.40.23.94.3-7.17.7-0.3-5.50.5-3.84.94.312.9%
20181.3-4.0-4.83.21.0-3.1-1.80.4-2.5-7.14.8-1.0-13.2%
20173.54.55.2-1.23.91.42.62.4-3.14.02.22.030.7%
2016———-2.7-0.811.66.95.32.06.0-8.10.921.7%

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 24.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.3% of variance. Idiosyncratic stock-specific factors contribute 9.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019734.04255319149
2016-05-019654.255319148937
2016-06-0110771.27659574468
2016-07-0111515.957446808512
2016-08-0112127.659574468085
2016-09-0112367.021276595744
2016-10-0113111.702127659575
2016-11-0112054.521276595744
2016-12-0112167.553191489362
2017-01-0112593.08510638298
2017-02-0113164.893617021276
2017-03-0113843.08510638298
2017-04-0113670.212765957445
2017-05-0114208.77659574468
2017-06-0114408.244680851063
2017-07-0114787.234042553193
2017-08-0115146.27659574468
2017-09-0114680.851063829787
2017-10-0115265.957446808512
2017-11-0115598.404255319148
2017-12-0115904.255319148937
2018-01-0116117.021276595744
2018-02-0115478.72340425532
2018-03-0114734.042553191488
2018-04-0115212.765957446807
2018-05-0115372.340425531915
2018-06-0114893.617021276596
2018-07-0114627.659574468085
2018-08-0114680.851063829787
2018-09-0114308.510638297874
2018-10-0113297.872340425532
2018-11-0113936.170212765957
2018-12-0113803.191489361701
2019-01-0114414.893617021276
2019-02-0114441.489361702126
2019-03-0115000
2019-04-0115638.297872340425
2019-05-0114521.27659574468
2019-06-0115638.297872340425
2019-07-0115585.106382978724
2019-08-0114734.042553191488
2019-09-0114813.829787234043
2019-10-0114255.319148936169
2019-11-0114946.808510638299
2019-12-0115585.106382978724
2020-01-0114680.851063829787
2020-02-0114095.744680851063
2020-03-0112180.851063829787
2020-04-0113510.63829787234
2020-05-0113297.872340425532
2020-06-0114521.27659574468
2020-07-0114707.446808510638
2020-08-0115319.148936170213
2020-09-0115452.127659574468
2020-10-0116196.808510638299
2020-11-0118031.91489361702
2020-12-0118909.574468085106
2021-01-0120478.72340425532
2021-02-0120212.76595744681
2021-03-0120691.489361702126
2021-04-0120531.914893617024
2021-05-0120478.72340425532
2021-06-0119840.425531914894
2021-07-0118723.40425531915
2021-08-0118829.787234042553
2021-09-0118457.44680851064
2021-10-0119521.276595744683
2021-11-0118563.829787234044
2021-12-0118776.59574468085
2022-01-0118590.425531914894
2022-02-0118164.893617021276
2022-03-0118617.021276595744
2022-04-0117686.170212765956
2022-05-0117553.191489361703
2022-06-0117553.191489361703
2022-07-0117659.574468085106
2022-08-0118218.08510638298
2022-09-0116808.510638297874
2022-10-0114946.808510638299
2022-11-0117500
2022-12-0117712.76595744681
2023-01-0119521.276595744683
2023-02-0118670.212765957447
2023-03-0118218.08510638298
2023-04-0117074.468085106382
2023-05-0116914.893617021276
2023-06-0117872.340425531915
2023-07-0118191.489361702126
2023-08-0117074.468085106382
2023-09-0116489.361702127662
2023-10-0115744.680851063831
2023-11-0116489.361702127662
2023-12-0116329.787234042555
2024-01-0115478.72340425532
2024-02-0116010.63829787234
2024-03-0116436.170212765956
2024-04-0116648.936170212768
2024-05-0116702.127659574468
2024-06-0117446.808510638297
2024-07-0117287.23404255319
2024-08-0116968.08510638298
2024-09-0118617.021276595744
2024-10-0118244.68085106383
2024-11-0118138.297872340427
2024-12-0118085.106382978724
2025-01-0118191.489361702126
2025-02-0118138.297872340427
2025-03-0117925.531914893618
2025-04-0117021.276595744683
2025-05-0117978.723404255317
2025-06-0118351.063829787232
2025-07-0119840.425531914894
2025-08-0119946.808510638297
2025-09-0121595.744680851065
2025-10-0122872.340425531915
2025-11-0122978.72340425532
2025-12-0122553.191489361703
2026-01-0123297.872340425532
2026-02-0124574.468085106386
2026-03-0121869.78723404255
2026-04-0123404.255319148935
Annual Return Matrix
YearAnnual Return
20170.30710382513661205
2018-0.13210702341137126
20190.12909441233140662
20200.2133105802047781
2021-0.007032348804500654
2022-0.056657223796033995
2023-0.0780780780780781
20240.10749185667752448
20250.24705882352941178
20260.037735849056603765
Total Factor Risk
0.24103971271055327
VTI.US Exposure
0.25579650551173266
VEA.US Exposure
0.08833558560757686
VWO.US Exposure
0.23650699383330787
QQQ.US Exposure
-0.06550859845601384
VTV.US Exposure
-0.02922082844088709
IJR.US Exposure
-0.012581570643180766
QUAL.US Exposure
-0.029766600968852912
SHV.US Exposure
0.3225173074574526
TLT.US Exposure
0.08389807240836672
LQD.US Exposure
-0.0019453118618492948
HYG.US Exposure
0.018775439935089788
GLD.US Exposure
-0.0016572283108961053
USO.US Exposure
-0.0025757603323689413
VNQ.US Exposure
0.005670646195266003
BTC-USD.CC Exposure
-0.0011514515799107576
CPER.US Exposure
0.01240914462194852
VIX.INDX Exposure
-0.002909132996387394
UUP.US Exposure
0.02045992134475409
TIP.US Exposure
0.010381226525277601
Idiosyncratic Exposure
0.09256564014957443
Value Score
47.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.1%

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 →5.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.69%
Market Cap$847.4M
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$2.10.02%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 →
+1.4%
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 →
+6.7%
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 →
4.8% 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 →
0.52
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Invesco Asia Dragon Trust plc a high-risk investment?

Invesco Asia Dragon Trust plc (IAD.LSE) has an annualized volatility of 24.1% and experienced a maximum drawdown of 27.8% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, IAD.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.3%. 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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