JPmorgan US Smaller Companies Investment Trust PLC

10-Year Study

JUSC.LSE · Financial Services · GB · Common Stock

Executive Summary: JPmorgan US Smaller Companies Investment Trust PLC has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 37.5% and an annualized volatility of 27.7%.

1Y CAGR
+7.0%
3Y CAGR
+5.8%
5Y CAGR
-0.5%
10Y CAGR
+9.5%

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 →
37.5%
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 →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
25.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +33.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.7%
% 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.
20262.20.7-5.85.5————————2.4%
20256.7-13.2-9.5-8.36.0-0.24.70.2-3.5-3.14.02.0-15.3%
2024-0.7-2.53.1-3.00.50.315.1-7.3-0.20.024.5-8.118.7%
20233.37.2-9.7-4.7-4.66.53.7-4.1-5.6-9.28.616.14.0%
2022-14.60.13.9-6.5-1.9-8.57.23.9-6.27.92.6-2.3-15.7%
2021-0.25.33.23.5-3.8-0.2-2.11.3-2.71.95.44.216.5%
20200.0-14.2-27.224.110.30.2-5.76.7-2.04.724.94.415.4%
20196.08.2-2.06.9-6.35.78.3-5.71.4-2.56.34.533.4%
2018-4.2-4.5-1.46.49.3-2.21.65.72.7-10.02.0-15.0-11.6%
2017-3.21.5-1.6-3.3-0.75.8-2.0-3.94.03.55.92.17.7%
2016———-0.52.15.78.63.60.96.49.114.662.4%

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 27.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 57.3% of variance. Idiosyncratic stock-specific factors contribute 12.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019949.604837348557
2016-05-0110158.389164887152
2016-06-0110741.53843143298
2016-07-0111670.268505133079
2016-08-0112095.034721967424
2016-09-0112203.022609027468
2016-10-0112987.758641354732
2016-11-0114175.668205244863
2016-12-0116241.900449832321
2017-01-0115723.54146945225
2017-02-0115953.924597437985
2017-03-0115701.94266900511
2017-04-0115183.583688625038
2017-05-0115075.595801564996
2017-06-0115953.924597437985
2017-07-0115637.146267663684
2017-08-0115032.398200670712
2017-09-0115637.146267663684
2017-10-0116184.301610248056
2017-11-0117134.630484395293
2017-12-0117494.60029988821
2018-01-0116760.25943021239
2018-02-0116011.517321846584
2018-03-0115781.134193860851
2018-04-0116797.213436753183
2018-05-0118366.508161313443
2018-06-0117959.653294000524
2018-07-0118250.264787106273
2018-08-0119296.45515497078
2018-09-0119819.553396490868
2018-10-0117843.409919793354
2018-11-0118192.140042414856
2018-12-0115460.411575782926
2019-01-0116390.364684615928
2019-02-0117727.166545586188
2019-03-0117378.436422964685
2019-04-0118577.909784036456
2019-05-0117405.801834063484
2019-06-0118402.09236850538
2019-07-0119925.835149540504
2019-08-0118783.031121351993
2019-09-0119046.754187060775
2019-10-0118577.909784036456
2019-11-0119750.017734009427
2019-12-0120629.098696489153
2020-01-0120629.098696489153
2020-02-0117698.828821556726
2020-03-0112893.18744970268
2020-04-0115999.274740166185
2020-05-0117640.227093163478
2020-06-0117668.79719386819
2020-07-0116664.214481225186
2020-08-0117786.98519393668
2020-09-0117432.427308906877
2020-10-0118259.724963859313
2020-11-0122809.886526800365
2020-12-0123814.463124267706
2021-01-0123755.372181821294
2021-02-0125025.867193060985
2021-03-0125823.62243437805
2021-04-0126740.061004992425
2021-05-0125729.882906616374
2021-06-0125670.45562950841
2021-07-0125135.65905694207
2021-08-0125462.478505157538
2021-09-0124779.119854996952
2021-10-0125254.50138080666
2021-11-0126621.21256595217
2021-12-0127750.23910336848
2022-01-0123709.5205946886
2022-02-0123739.234233242583
2022-03-0124660.277531132357
2022-04-0123053.97376345033
2022-05-0122605.450089159258
2022-06-0120691.760901523656
2022-07-0122186.829623867776
2022-08-0123053.97376345033
2022-09-0121618.705343929712
2022-10-0123323.08429891957
2022-11-0123921.111787857215
2022-12-0123382.88460174307
2023-01-0124160.32522950254
2023-02-0125894.601278316317
2023-03-0123382.88460174307
2023-04-0122273.175904251024
2023-05-0121249.813487142233
2023-06-0122634.362639701187
2023-07-0123477.1316890849
2023-08-0122513.967061217798
2023-09-0121249.813487142233
2023-10-0119293.38533678718
2023-11-0120948.824540933765
2023-12-0124319.900738468616
2024-01-0124139.307370743532
2024-02-0123537.329478326596
2024-03-0124259.70294922692
2024-04-0123537.800346852764
2024-05-0123659.12543203716
2024-06-0123719.794089805026
2024-07-0127298.994175906697
2024-08-0125297.069118607502
2024-09-0125236.400460839635
2024-10-0125236.400460839635
2024-11-0131424.175490865146
2024-12-0128876.269204709173
2025-01-0130817.531719416173
2025-02-0126753.012947049912
2025-03-0124205.10666089394
2025-04-0122203.181603594745
2025-05-0123537.800346852764
2025-06-0123482.274551818777
2025-07-0124583.006171435278
2025-08-0124644.15792808064
2025-09-0123788.03333504558
2025-10-0123054.21225530124
2025-11-0123971.488604981667
2025-12-0124460.702658144553
2026-01-0125011.06846795281
2026-02-0125194.523737888896
2026-03-0123726.88157840022
2026-04-0125041.64434627549
Annual Return Matrix
YearAnnual Return
20170.07712766458119891
2018-0.11627523288533115
20190.3343175629814681
20200.15441122632859705
20210.16526830601064835
2022-0.15738078815671463
20230.040072734937745436
20240.18735144173649587
2025-0.15291333223353254
20260.023749999999999938
Total Factor Risk
0.2769504403584684
VTI.US Exposure
0.5734108737111091
VEA.US Exposure
-0.006265617190557789
VWO.US Exposure
0.0013897908547643647
QQQ.US Exposure
-0.176235777355653
VTV.US Exposure
-0.12362134584277085
IJR.US Exposure
0.35845516310691694
QUAL.US Exposure
0.00898785916860473
SHV.US Exposure
0.22844533965674188
TLT.US Exposure
0.013699311424672626
LQD.US Exposure
0.00250414718771749
HYG.US Exposure
-0.026436021118468486
GLD.US Exposure
-0.0010248059137006038
USO.US Exposure
0.0012644102667303287
VNQ.US Exposure
0.014835828203503302
BTC-USD.CC Exposure
-0.003234974926088131
CPER.US Exposure
0.00225471807863741
VIX.INDX Exposure
-0.003382557019664675
UUP.US Exposure
0.013475910334666125
TIP.US Exposure
-0.00372864115334155
Idiosyncratic Exposure
0.12520638852618068
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
27.7%

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 →0.78%
Market Cap$207.7M
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 →
+1.7%
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 →
+2.9%
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 →
4.1% 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 →
0.66
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is JPmorgan US Smaller Companies Investment Trust PLC a high-risk investment?

JPmorgan US Smaller Companies Investment Trust PLC (JUSC.LSE) has an annualized volatility of 27.7% and experienced a maximum drawdown of 37.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, JUSC.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.5%. 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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