JPMorgan Euro Small Companies Trust Plc

10-Year Study

JEDT.LSE · Financial Services · GB · Common Stock

Executive Summary: JPMorgan Euro Small Companies Trust Plc has compounded at 10.7% annually over the last 10 years, with a maximum drawdown of 40.1% and an annualized volatility of 21.2%.

1Y CAGR
+17.7%
3Y CAGR
+20.2%
5Y CAGR
+7.4%
10Y CAGR
+10.7%

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 →
40.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.53
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +45.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.44.8-12.79.4————————5.4%
20256.91.11.22.910.82.25.4-2.61.21.6-0.93.137.4%
20240.63.86.00.13.6-4.55.5-4.62.5-3.4-3.42.68.3%
20237.22.1-2.5-1.4-5.0-0.02.7-3.3-4.0-3.410.86.88.9%
2022-11.3-6.3-0.7-3.6-0.7-11.19.1-7.0-7.28.65.7-2.5-26.0%
2021-5.61.10.77.8-1.1-1.06.46.4-6.67.1-3.84.014.9%
2020-0.3-6.3-29.722.77.53.56.810.01.3-5.020.55.128.3%
20193.71.21.53.7-4.48.01.6-3.2-1.1-1.74.04.718.7%
20183.3-2.8-3.80.70.00.8-2.02.3-1.5-8.5-3.0-7.8-20.6%
20173.52.17.84.77.50.3-1.75.02.15.01.00.945.1%
2016———-4.34.0-3.511.71.81.10.2-8.46.07.4%

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 21.2%. The dominant macroeconomic risk driver is VEA.US, accounting for 71.8% of variance. Idiosyncratic stock-specific factors contribute 16.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019565.219848978566
2016-05-019945.651937598215
2016-06-019598.796594147507
2016-07-0110721.086909069722
2016-08-0110912.698723283616
2016-09-0111031.317424165343
2016-10-0111058.689298140798
2016-11-0110128.00644923963
2016-12-0110740.158082899166
2017-01-0111120.464073926236
2017-02-0111354.144653940375
2017-03-0112243.050065962085
2017-04-0112820.377023105428
2017-05-0113782.592966537177
2017-06-0113818.735145486186
2017-07-0113578.249643665595
2017-08-0114262.71172438023
2017-09-0114567.946165893993
2017-10-0115289.407019548606
2017-11-0115446.646369302454
2017-12-0115584.231887385286
2018-01-0116103.706138691698
2018-02-0115658.442494714773
2018-03-0115064.757636078866
2018-04-0115176.075721169524
2018-05-0115176.075721169524
2018-06-0115300.33402817455
2018-07-0114999.591269872328
2018-08-0115337.928503534644
2018-09-0115112.370347759766
2018-10-0113834.210363830687
2018-11-0113420.684179448179
2018-12-0112373.404539339406
2019-01-0112826.090548507134
2019-02-0112976.985884896378
2019-03-0113165.601794238295
2019-04-0113656.012724551549
2019-05-0113052.431378994575
2019-06-0114097.132540744742
2019-07-0114326.978014667324
2019-08-0113867.287066822159
2019-09-0113714.05675087377
2019-10-0113484.211276951186
2019-11-0114020.517382770548
2019-12-0114681.051358244998
2020-01-0114642.617681665322
2020-02-0113720.24857748871
2020-03-019646.448439564032
2020-04-0111837.076692555807
2020-05-0112721.01646834559
2020-06-0113165.201760496318
2020-07-0114063.71667871116
2020-08-0115470.087476943705
2020-09-0115665.416996042273
2020-10-0114884.098919648006
2020-11-0117931.238547947087
2020-12-0118838.280272336015
2021-01-0117780.83020915677
2021-02-0117976.65542223996
2021-03-0118094.147941174167
2021-04-0119504.079909348875
2021-05-0119288.674783873073
2021-06-0119094.8801768497
2021-07-0120322.97506833185
2021-08-0121630.30272988243
2021-09-0120204.125913229203
2021-10-0121630.30272988243
2021-11-0120798.367340549594
2021-12-0121640.147038489333
2022-01-0119198.18889071513
2022-02-0117987.134567002606
2022-03-0117868.01147575056
2022-04-0117232.705715177715
2022-05-0117113.58697211852
2022-06-0115209.70899284548
2022-07-0116599.73493416401
2022-08-0115431.305944936224
2022-09-0114323.31248809682
2022-10-0115552.17700971299
2022-11-0116438.573514461656
2022-12-0116023.360231254286
2023-01-0117175.1008563331
2023-02-0117538.809795260993
2023-03-0117094.276647682454
2023-04-0116851.804021730528
2023-05-0116003.154179091625
2023-06-0115999.85390072032
2023-07-0116432.842596288556
2023-08-0115896.762596497269
2023-09-0115257.595640675778
2023-10-0114742.134771367671
2023-11-0116329.746943872657
2023-12-0117443.88004901283
2024-01-0117547.588796620235
2024-02-0118211.32739022335
2024-03-0119310.646202331845
2024-04-0119331.387082214762
2024-05-0120036.611783776545
2024-06-0119125.44362437527
2024-07-0120180.928304387417
2024-08-0119252.10213383216
2024-09-0119737.62569538474
2024-10-0119062.112195550406
2024-11-0118407.709171991028
2024-12-0118893.519714271548
2025-01-0120189.924715389036
2025-02-0120402.451337199742
2025-03-0120657.48154409546
2025-04-0121252.553476249734
2025-05-0123547.829686503992
2025-06-0124057.890100295415
2025-07-0125350.407817007173
2025-08-0124701.505257399967
2025-09-0125004.326451883335
2025-10-0125393.667987647652
2025-11-0125177.367134445256
2025-12-0125958.711299996605
2026-01-0127350.133011219208
2026-02-0128654.59086549039
2026-03-0125002.10887353107
2026-04-0127350.133011219208
Annual Return Matrix
YearAnnual Return
20170.4510244418281899
2018-0.2060305166945633
20190.18650055541049948
20200.2831697003604774
20210.14873261920133207
2022-0.2595540038265445
20230.0886530538699215
20240.08310305168263055
20250.3739478769743596
20260.05360134003350092
Total Factor Risk
0.21203207451161168
VTI.US Exposure
0.013360338685975602
VEA.US Exposure
0.7180013754075533
VWO.US Exposure
-0.0954071175381051
QQQ.US Exposure
-0.0029506597830740956
VTV.US Exposure
-0.12058870971409638
IJR.US Exposure
0.04794196764283399
QUAL.US Exposure
0.05142093896974408
SHV.US Exposure
0.09255604214121738
TLT.US Exposure
-0.027352776948905512
LQD.US Exposure
0.06496040660267291
HYG.US Exposure
0.04711351808220783
GLD.US Exposure
0.015174328469578485
USO.US Exposure
0.0013041021190688268
VNQ.US Exposure
0.07436034716464561
BTC-USD.CC Exposure
0.022532453383014697
CPER.US Exposure
-0.0032930103241085016
VIX.INDX Exposure
-0.045846519554816716
UUP.US Exposure
-0.03437131936307108
TIP.US Exposure
0.020873146718215045
Idiosyncratic Exposure
0.16021114783944942
Value Score
48
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
26.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.2%

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 →5.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.21%
Market Cap$542.5M
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
$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 →
+3.0%
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 →
+6.9%
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 →
4.6% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPMorgan Euro Small Companies Trust Plc a high-risk investment?

JPMorgan Euro Small Companies Trust Plc (JEDT.LSE) has an annualized volatility of 21.2% and experienced a maximum drawdown of 40.1% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, JEDT.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.7%. It has had a positive return in 80% 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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