ICG Enterprise Trust PLC

10-Year Study

ICGT.LSE · Financial Services · GB · Common Stock

Executive Summary: ICG Enterprise Trust PLC has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 33.5% and an annualized volatility of 20.6%.

1Y CAGR
+11.6%
3Y CAGR
+8.9%
5Y CAGR
+8.2%
10Y CAGR
+12.6%

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 →
33.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.69
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +35.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -8.2%
% 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.
20263.1-4.1-9.42.6————————-8.2%
20253.71.1-6.7-7.38.19.88.3-4.01.46.71.4-3.918.0%
2024-0.30.5-2.91.71.3-0.210.5-8.5-1.12.35.60.28.1%
2023-2.70.8-13.86.78.5-3.06.1-7.09.8-8.412.51.07.0%
2022-5.4-7.92.9-1.6-2.3-0.710.5-7.7-7.91.316.71.5-3.5%
20210.83.01.57.9-2.0-0.83.76.62.16.3-0.22.335.5%
2020-2.2-9.5-24.812.50.01.96.56.5-6.04.112.15.0-0.3%
20192.21.70.15.8-0.20.20.3-0.60.17.53.33.126.0%
20182.30.6-3.98.7-2.84.3-0.93.4-0.7-4.8-0.6-1.73.0%
20173.2-1.1-2.19.12.2-0.10.20.10.312.0-4.10.821.2%
2016———4.51.62.26.5-1.99.53.80.83.334.2%

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 20.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 29.1% of variance. Idiosyncratic stock-specific factors contribute 43.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110453.667624734946
2016-05-0110617.760765044055
2016-06-0110853.520837349304
2016-07-0111556.266717664179
2016-08-0111341.53803273369
2016-09-0112415.17637119814
2016-10-0112887.347547872474
2016-11-0112996.392875471298
2016-12-0113422.666291645071
2017-01-0113848.939707818847
2017-02-0113700.239915487902
2017-03-0113412.753311235541
2017-04-0114632.095677299683
2017-05-0114949.321222780629
2017-06-0114939.276001483133
2017-07-0114969.414208469623
2017-08-0114989.507194158617
2017-09-0115029.695708630601
2017-10-0116840.2896278894
2017-11-0116148.779136863724
2017-12-0116270.809502423315
2018-01-0116636.903142196086
2018-02-0116742.06770835188
2018-03-0116087.12182284909
2018-04-0117478.880875882263
2018-05-0116987.672097528673
2018-06-0117723.9181550972
2018-07-0117559.044284930285
2018-08-0118159.738346144597
2018-09-0118035.35561863559
2018-10-0117164.68415535456
2018-11-0117058.80243669095
2018-12-0116766.842530093705
2019-01-0117142.21846296416
2019-02-0117435.706769055025
2019-03-0117456.687294549793
2019-04-0118463.803380178822
2019-05-0118421.842329189276
2019-06-0118463.803380178822
2019-07-0118527.762194262883
2019-08-0118421.160779997448
2019-09-0118442.433761302145
2019-10-0119825.08345162959
2019-11-0120487.350904756553
2019-12-0121128.917572728675
2020-01-0120658.43755356392
2020-02-0118702.226071901405
2020-03-0114058.915350064519
2020-04-0115821.653326443244
2020-05-0115821.653326443244
2020-06-0116122.608156516248
2020-07-0117165.58186753634
2020-08-0118276.53756734749
2020-09-0117183.444559787888
2020-10-0117883.02428807355
2020-11-0120049.427574971683
2020-12-0121060.691446913675
2021-01-0121236.56419862785
2021-02-0121873.990709569003
2021-03-0122205.414348848415
2021-04-0123950.915234099433
2021-05-0123464.825703966566
2021-06-0123288.065412446613
2021-07-0124157.19067457603
2021-08-0125760.118080940578
2021-09-0126297.720523124604
2021-10-0127955.329536663536
2021-11-0127907.560058979434
2021-12-0128537.7311227404
2022-01-0127007.317498673776
2022-02-0124876.886276396683
2022-03-0125600.577078890336
2022-04-0125193.50147931778
2022-05-0124605.50254334831
2022-06-0124424.579206951392
2022-07-0126989.559073276203
2022-08-0124906.314960157346
2022-09-0122938.809598043652
2022-10-0123239.72119551866
2022-11-0127116.7722644065
2022-12-0127536.10303396201
2023-01-0126790.625545175775
2023-02-0127003.907209620626
2023-03-0123276.80713531142
2023-04-0124847.34569650004
2023-05-0126957.025271742314
2023-06-0126160.03487090492
2023-07-0127743.34485015836
2023-08-0125800.80249874244
2023-09-0128323.760279821723
2023-10-0125943.612485370853
2023-11-0129175.740002207407
2023-12-0129463.185916955776
2024-01-0129367.369764341653
2024-02-0129521.6643634712
2024-03-0128653.380865455583
2024-04-0129135.760021443366
2024-05-0129521.6643634712
2024-06-0129473.42695649122
2024-07-0132556.531708058912
2024-08-0129788.10177869081
2024-09-0129445.709774992134
2024-10-0130130.493782389487
2024-11-0131814.222914395898
2024-12-0131863.472472787624
2025-01-0133045.42372777909
2025-02-0133408.62586967457
2025-03-0131178.080665924423
2025-04-0128897.965473938628
2025-05-0131227.64811106607
2025-06-0134300.84496841224
2025-07-0137158.657022576066
2025-08-0135679.58846635665
2025-09-0136182.11909919542
2025-10-0138594.259016158314
2025-11-0139129.30819196698
2025-12-0137612.667965000925
2026-01-0138775.42394648517
2026-02-0137180.03427073474
2026-03-0133670.5645516093
2026-04-0134535.216511393824
Annual Return Matrix
YearAnnual Return
20170.21218907994092562
20180.03048606939909848
20190.26016079263616687
2020-0.0032290402752604974
20210.3550234660943403
2022-0.035098378510555195
20230.06998386375214305
20240.08146731187174505
20250.1804321703205225
2026-0.08181954698004157
Total Factor Risk
0.206060646194303
VTI.US Exposure
0.29091289543241755
VEA.US Exposure
0.18973266019973073
VWO.US Exposure
-0.017229305966248068
QQQ.US Exposure
-0.09006939345037103
VTV.US Exposure
-0.09784239384503346
IJR.US Exposure
0.2276915702516325
QUAL.US Exposure
-0.022371790186964197
SHV.US Exposure
0.08948521696270349
TLT.US Exposure
-0.010154737361146124
LQD.US Exposure
0.022057088813516135
HYG.US Exposure
0.020097208270745043
GLD.US Exposure
0.0031072617964075476
USO.US Exposure
0.00002673901417490203
VNQ.US Exposure
-0.0008051426067024352
BTC-USD.CC Exposure
-0.0046065398943277965
CPER.US Exposure
-0.012618189886282475
VIX.INDX Exposure
-0.03607736751987175
UUP.US Exposure
0.010532372615387992
TIP.US Exposure
0.0063444084657222986
Idiosyncratic Exposure
0.43178743889450905
Value Score
44.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
32.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
20.6%

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 →13.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.74%
Market Cap$823.6M
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$2.290.02%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 →
-3.1%
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 →
-6.3%
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 →
14.1% 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 →
0.46
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ICG Enterprise Trust PLC a high-risk investment?

ICG Enterprise Trust PLC (ICGT.LSE) has an annualized volatility of 20.6% and experienced a maximum drawdown of 33.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ICGT.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.6%. 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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