International Biotechnology Trust plc

10-Year Study

IBT.LSE · Healthcare · GB · Common Stock

Executive Summary: International Biotechnology Trust plc has compounded at 12.5% annually over the last 10 years, with a maximum drawdown of 24.5% and an annualized volatility of 31.1%.

1Y CAGR
+91.3%
3Y CAGR
+19.5%
5Y CAGR
+11.0%
10Y CAGR
+12.5%

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 →
24.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +47.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -4.9%
% 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.
2026-4.80.4-4.110.6————————1.5%
20256.5-5.5-10.50.2-8.64.611.95.013.612.310.72.947.3%
20242.63.8-4.1-6.11.62.910.4-2.3-0.60.04.1-0.910.9%
2023-0.7-1.6-3.90.5-0.8-1.10.10.6-2.0-11.33.213.6-4.9%
2022-15.60.80.5-1.2-1.86.84.2-3.41.3-1.56.54.1-1.5%
20210.9-4.7-6.00.3-2.50.7-0.02.30.8-3.02.54.4-4.7%
2020-6.8-6.910.413.112.81.1-3.2-0.39.0-1.64.71.335.7%
20197.01.01.9-0.3-2.24.24.3-2.3-5.0-0.36.6-1.213.7%
20180.4-4.6-6.51.57.02.59.53.9-0.9-12.53.6-4.5-2.6%
20171.87.61.0-1.7-2.45.13.72.0-3.0-0.81.52.618.3%
2016———4.64.71.715.8-6.110.1-2.44.6-1.733.8%

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 31.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 63.4% of variance. Idiosyncratic stock-specific factors contribute 18.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110462.285599171175
2016-05-0110948.907131345688
2016-06-0111131.38885691263
2016-07-0112895.378870726372
2016-08-0112104.624726602971
2016-09-0113321.1695637159
2016-10-0113004.867186600668
2016-11-0113607.056521238632
2016-12-0113381.996805571545
2017-01-0113628.658483941523
2017-02-0114659.814953378615
2017-03-0114808.899073327964
2017-04-0114560.427938298608
2017-05-0114212.566190859905
2017-06-0114933.13643950731
2017-07-0115492.197392655693
2017-08-0115804.794520547946
2017-09-0115323.558190399448
2017-10-0115196.91780821918
2017-11-0115424.869776677797
2017-12-0115830.119719120528
2018-01-0115893.162915851273
2018-02-0115168.394583860942
2018-03-0114184.77682168758
2018-04-0114391.853487970531
2018-05-0115401.354034764592
2018-06-0115789.624582709797
2018-07-0117290.93401059054
2018-08-0117967.965782203293
2018-09-0117809.424283411998
2018-10-0115589.854092321862
2018-11-0116144.745740762059
2018-12-0115419.988200759757
2019-01-0116502.09004834811
2019-02-0116664.408742949236
2019-03-0116989.038937492805
2019-04-0116934.935104178658
2019-05-0116556.1974789916
2019-06-0117259.56529872223
2019-07-0117995.294693219756
2019-08-0117580.655721192586
2019-09-0116696.094019799704
2019-10-0116640.81026246115
2019-11-0117746.510590537586
2019-12-0117536.649591343386
2020-01-0116352.50230229078
2020-02-0115224.743150684932
2020-03-0116803.607401864858
2020-04-0119002.73397030045
2020-05-0121427.416685852426
2020-06-0121652.969235639463
2020-07-0120959.645159433636
2020-08-0120902.375676297917
2020-09-0122792.182283872455
2020-10-0122419.945032807645
2020-11-0123479.383705537013
2020-12-0123789.038218026937
2021-01-0123992.859301254754
2021-02-0122857.275958328537
2021-03-0121488.751151145392
2021-04-0121561.543110394843
2021-05-0121022.871819960863
2021-06-0121168.45933578911
2021-07-0121164.76487855416
2021-08-0121654.552060550253
2021-09-0121817.813255439167
2021-10-0121164.76487855416
2021-11-0121699.0762058248
2021-12-0122660.710688384945
2022-01-0119128.975048923683
2022-02-0119280.552118107516
2022-03-0119371.499798549557
2022-04-0119144.1341947738
2022-05-0118795.506216185106
2022-06-0120068.75215839761
2022-07-0120917.58158742949
2022-08-0120202.25624496374
2022-09-0120465.832565903078
2022-10-0120155.74277656268
2022-11-0121458.11629446299
2022-12-0122327.59439392195
2023-01-0122169.47018533441
2023-02-0121821.586853919653
2023-03-0120967.699579831937
2023-04-0121062.5755439162
2023-05-0120904.44773799931
2023-06-0120683.071687579148
2023-07-0120693.78813169103
2023-08-0120823.122913548985
2023-09-0120402.782174513643
2023-10-0118107.06371589732
2023-11-0118689.079227581446
2023-12-0121228.318896051573
2024-01-0121790.44117647059
2024-02-0122617.085875446068
2024-03-0121691.241222516404
2024-04-0120368.60394842869
2024-05-0120699.263266950613
2024-06-0121294.452198687693
2024-07-0123499.26254748475
2024-08-0122959.04800276275
2024-09-0122823.997064579256
2024-10-0122823.997064579256
2024-11-0123769.368021181075
2024-12-0123544.013324507887
2025-01-0125062.982042131924
2025-02-0123682.100408656614
2025-03-0121196.514907332796
2025-04-0121231.03847703465
2025-05-0119401.372021411305
2025-06-0120298.94166570738
2025-07-0122723.24666167837
2025-08-0123855.86940255554
2025-09-0127112.161131575922
2025-10-0130439.237510072522
2025-11-0133695.529239092895
2025-12-0134678.254863589274
2026-01-0133023.48336594912
2026-02-0133167.37653965696
2026-03-0131800.391389432487
2026-04-0135181.88097156671
Annual Return Matrix
YearAnnual Return
20170.18294152577661005
2018-0.025908301746157325
20190.13726738068965183
20200.35653267712949654
2021-0.04743056525870659
2022-0.014700169780365147
2023-0.04923394246939683
20240.10908515364761318
20250.47291179229376823
20260.014522821576763434
Total Factor Risk
0.31079417803854437
VTI.US Exposure
0.634265907195378
VEA.US Exposure
0.050314257040715474
VWO.US Exposure
-0.009337435420348612
QQQ.US Exposure
-0.08669454150102618
VTV.US Exposure
-0.013894917369073527
IJR.US Exposure
0.05433137885640587
QUAL.US Exposure
-0.0022867552707780624
SHV.US Exposure
0.15494014290423308
TLT.US Exposure
0.022758395395424156
LQD.US Exposure
-0.006463299312873289
HYG.US Exposure
-0.00020972293324505388
GLD.US Exposure
0.0010794931856079177
USO.US Exposure
-0.00017328101186943448
VNQ.US Exposure
0.019145221522627365
BTC-USD.CC Exposure
-0.005033359102009942
CPER.US Exposure
-0.0005688386748041977
VIX.INDX Exposure
-0.00034026421478742646
UUP.US Exposure
0.004791960235565338
TIP.US Exposure
-0.00036007144195459895
Idiosyncratic Exposure
0.18373572991681306
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
40.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.1%

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 →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 →3.39%
Market Cap$298.0M
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
$0
Avg Yield on Cost
0.00%

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 →
+7.5%
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 →
+18.8%
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 →
0.8% 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 →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is International Biotechnology Trust plc a high-risk investment?

International Biotechnology Trust plc (IBT.LSE) has an annualized volatility of 31.1% and experienced a maximum drawdown of 24.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, IBT.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.5%. 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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