JPMorgan Claverhouse Investment Trust Plc

10-Year Study

JCH.LSE · Financial Services · GB · Common Stock

Executive Summary: JPMorgan Claverhouse Investment Trust Plc has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 34.0% and an annualized volatility of 13.1%.

1Y CAGR
+18.1%
3Y CAGR
+12.5%
5Y CAGR
+4.1%
10Y CAGR
+9.8%

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 →
34.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +65.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -16.3%
% 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.
20261.24.8-7.66.8————————4.6%
20254.01.1-1.11.44.91.00.52.01.71.21.42.923.1%
2024-4.1-0.66.71.42.8-1.73.9-1.6-3.3-1.11.4-0.63.0%
20230.0-0.3-2.91.8-6.71.23.4-4.23.7-5.42.55.2-2.2%
2022-3.1-6.33.00.1-2.6-7.76.5-1.9-4.92.27.6-1.4-9.3%
2021-4.85.25.25.63.0-1.61.62.0-1.40.1-0.94.019.0%
2020-1.3-11.7-24.310.20.00.7-2.5-0.9-3.1-0.713.68.2-16.3%
20195.01.91.740.5-3.63.50.0-3.62.3-0.65.74.665.3%
20181.8-1.7-2.26.13.6-1.01.8-1.80.7-8.0-2.3-1.9-5.5%
20170.55.82.32.50.7-2.40.64.1-1.13.42.91.722.8%
2016———2.30.5-2.03.61.52.40.02.34.516.0%

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 13.1%. The dominant macroeconomic risk driver is VEA.US, accounting for 72.3% of variance. Idiosyncratic stock-specific factors contribute 19.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110226.258769045033
2016-05-0110281.23955209752
2016-06-0110079.647183864095
2016-07-0110446.179024035713
2016-08-0110604.164256995527
2016-09-0110853.783169303062
2016-10-0110853.783169303062
2016-11-0111102.369159892256
2016-12-0111601.299122045311
2017-01-0111661.916377649992
2017-02-0112334.405960677619
2017-03-0112617.737251185272
2017-04-0112938.846430723179
2017-05-0113028.342336152435
2017-06-0112714.175886715822
2017-07-0112785.576960148788
2017-08-0113303.902257408696
2017-09-0113158.76956293313
2017-10-0113603.843734768721
2017-11-0114003.161488535145
2017-12-0114246.951154599323
2018-01-0114510.239735664112
2018-02-0114263.29951449802
2018-03-0113947.21683702682
2018-04-0114798.473807809809
2018-05-0115336.23759846564
2018-06-0115176.900072448383
2018-07-0115455.740023673761
2018-08-0115175.648482065431
2018-09-0115276.017399120376
2018-10-0114051.52754448325
2018-11-0113727.572795086171
2018-12-0113464.35902172243
2019-01-0114132.515512527702
2019-02-0114405.716113981616
2019-03-0114651.96580252263
2019-04-0120591.55271653287
2019-05-0119847.625406434196
2019-06-0120535.989229143146
2019-07-0120535.989229143146
2019-08-0119792.075967966695
2019-09-0120251.029671359698
2019-10-0120138.064043884395
2019-11-0121285.536108130793
2019-12-0122260.884289538495
2020-01-0121974.01232221752
2020-02-0119394.71273959684
2020-03-0114689.488099510894
2020-04-0116183.202876390273
2020-05-0116183.202876390273
2020-06-0116297.979058716995
2020-07-0115896.269445034573
2020-08-0115754.577283844947
2020-09-0115266.733728016787
2020-10-0115153.787417809535
2020-11-0117220.208265201683
2020-12-0118626.524696935303
2021-01-0117739.646090992817
2021-02-0118658.208528777446
2021-03-0119634.17135053238
2021-04-0120726.97203395018
2021-05-0121358.544844690223
2021-06-0121014.0459545281
2021-07-0121358.544844690223
2021-08-0121791.156818916163
2021-09-0121475.338803471146
2021-10-0121506.039210757714
2021-11-0121305.048304982472
2021-12-0122166.438653782912
2022-01-0121477.321457619786
2022-02-0120130.344161123165
2022-03-0120733.390635290558
2022-04-0120762.108388428485
2022-05-0120218.61529556199
2022-06-0118667.756527542864
2022-07-0119876.16579192907
2022-08-0119502.768268755404
2022-09-0118554.920852598116
2022-10-0118959.187370125022
2022-11-0120395.48947022715
2022-12-0120108.229401429777
2023-01-0120108.229401429777
2023-02-0120053.774022780348
2023-03-0119479.167835537
2023-04-0119823.931899106065
2023-05-0118504.49575851125
2023-06-0118734.362467799423
2023-07-0119368.811795364505
2023-08-0118564.172067881587
2023-09-0119253.865269855833
2023-10-0118221.60490452505
2023-11-0118681.45773894029
2023-12-0119658.63754858275
2024-01-0118856.88487461654
2024-02-0118741.90498291759
2024-03-0120006.696084412975
2024-04-0120296.535886553436
2024-05-0120871.507345774575
2024-06-0120526.522011680503
2024-07-0121333.931132956517
2024-08-0120988.907164326334
2024-09-0120298.859227065976
2024-10-0120068.845004094463
2024-11-0120358.749782500206
2024-12-0120243.727744034593
2025-01-0121051.956971145337
2025-02-0121282.030902036295
2025-03-0121051.956971145337
2025-04-0121341.96711646775
2025-05-0122377.425367719414
2025-06-0122607.527396454814
2025-07-0122724.946532274633
2025-08-0123185.19976097321
2025-09-0123587.91914094037
2025-10-0123877.941579069728
2025-11-0124223.16574484158
2025-12-0124913.612320270004
2026-01-0125204.44081531187
2026-02-0126412.872909196685
2026-03-0124398.819419388663
2026-04-0126067.60659665817
Annual Return Matrix
YearAnnual Return
20170.22804791124871726
2018-0.05493049877020528
20190.653319274510163
2020-0.16326213933519085
20210.19004693652971372
2022-0.09285250032719539
2023-0.022358599748969588
20240.02976249976662415
20250.23068303601403306
20260.046319829559572145
Total Factor Risk
0.13062416755327963
VTI.US Exposure
0.30704854457158365
VEA.US Exposure
0.7233916248056325
VWO.US Exposure
-0.04719008094947629
QQQ.US Exposure
-0.10635594491394502
VTV.US Exposure
-0.12135568807967631
IJR.US Exposure
0.015833684016848402
QUAL.US Exposure
-0.0503546971316434
SHV.US Exposure
0.06865870594035973
TLT.US Exposure
0.010439635706449303
LQD.US Exposure
-0.02483320907321732
HYG.US Exposure
-0.02966884604752884
GLD.US Exposure
0.007821899931377144
USO.US Exposure
-0.0033788874163473213
VNQ.US Exposure
0.04460553996503565
BTC-USD.CC Exposure
-0.008435697419794207
CPER.US Exposure
0.021688903895017205
VIX.INDX Exposure
0.022350695201889165
UUP.US Exposure
-0.024718612223975017
TIP.US Exposure
-0.0038055460036143843
Idiosyncratic Exposure
0.19825797522502536
Value Score
48.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
50.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.1%

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 →4.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.20%
Market Cap$475.3M
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
$3
Avg Yield on Cost
0.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$3.160.03%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 →
+3.2%
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 →
+7.9%
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 →
1.3% 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 →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan Claverhouse Investment Trust Plc a high-risk investment?

JPMorgan Claverhouse Investment Trust Plc (JCH.LSE) has an annualized volatility of 13.1% and experienced a maximum drawdown of 34.0% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, JCH.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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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