Monks Investment Trust PLC

10-Year Study

MNKS.LSE · Financial Services · GB · Common Stock

Executive Summary: Monks Investment Trust PLC has compounded at 14.1% annually over the last 10 years, with a maximum drawdown of 37.3% and an annualized volatility of 28.2%.

1Y CAGR
+28.5%
3Y CAGR
+17.0%
5Y CAGR
+2.9%
10Y CAGR
+14.1%

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 →
37.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.67
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +42.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.0%
% 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.
20260.90.9-8.19.1————————2.1%
20255.7-4.3-9.1-2.17.06.25.34.13.54.8-5.33.018.7%
2024-1.55.24.40.9-0.22.2-0.3-1.31.21.56.5-0.519.2%
20237.4-3.1-1.50.5-0.21.82.0-3.9-2.8-4.410.76.512.6%
2022-15.7-5.21.5-5.7-6.1-5.810.50.7-6.0-0.22.5-4.7-31.0%
2021-0.71.2-1.03.3-3.72.11.73.7-3.9-0.60.6-1.21.2%
2020-0.7-5.9-9.412.66.68.43.64.9-1.92.010.57.442.1%
20198.33.82.75.4-2.87.04.9-4.3-2.0-1.65.32.632.3%
20185.0-0.2-4.62.94.52.42.1-2.40.2-8.22.5-7.9-4.8%
20174.63.33.82.88.0-2.32.41.3-1.35.94.0-1.635.0%
2016———2.8-1.12.711.62.95.23.91.03.737.2%

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 28.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 68.7% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110275.431137659667
2016-05-0110164.291350256068
2016-06-0110437.304157066403
2016-07-0111650.468939470804
2016-08-0111987.077444705923
2016-09-0112604.591577904239
2016-10-0113101.026633161375
2016-11-0113234.217066618856
2016-12-0113718.543229018396
2017-01-0114348.166255074308
2017-02-0114820.38598727495
2017-03-0115389.469474360274
2017-04-0115813.253635130517
2017-05-0117084.61104275865
2017-06-0116685.0422050449
2017-07-0117091.48924852462
2017-08-0117321.962088846813
2017-09-0117091.48924852462
2017-10-0118098.298007315083
2017-11-0118826.112161298235
2017-12-0118522.85544291902
2018-01-0119456.882786311162
2018-02-0119408.36102182605
2018-03-0118510.724386133064
2018-04-0119044.453944834473
2018-05-0119893.571278701056
2018-06-0120378.779072917354
2018-07-0120815.467565307245
2018-08-0120314.732707949363
2018-09-0120363.330814854362
2018-10-0118686.637022822935
2018-11-0119148.336277031372
2018-12-0117641.740784484857
2019-01-0119099.735707467666
2019-02-0119828.734400288427
2019-03-0120363.330814854362
2019-04-0121456.82762275615
2019-05-0120849.3291225153
2019-06-0122307.32404549811
2019-07-0123400.8208533999
2019-08-0122398.95465063246
2019-09-0121960.714683257764
2019-10-0121619.86055441343
2019-11-0122764.15462344471
2019-12-0123348.47704260301
2020-01-0123178.04874685149
2020-02-0121814.634694132863
2020-03-0119769.51238372557
2020-04-0122252.87466150756
2020-05-0123713.677015415255
2020-06-0125710.10517522802
2020-07-0126646.38585133619
2020-08-0127964.063406566234
2020-09-0127427.230897895213
2020-10-0127964.063406566234
2020-11-0130892.23848780935
2020-12-0133185.97358256753
2021-01-0132941.95858202082
2021-02-0133332.383567959034
2021-03-0132990.76108959842
2021-04-0134064.42610694046
2021-05-0132795.55105928802
2021-06-0133478.79109069184
2021-07-0134064.49506138424
2021-08-0135335.19493913786
2021-09-0133966.74967468279
2021-10-0133771.25890127989
2021-11-0133966.74967468279
2021-12-0133575.76566521829
2022-01-0128297.48030611833
2022-02-0126831.289654961816
2022-03-0127222.273664426306
2022-04-0125682.772126249674
2022-05-0124118.836088391716
2022-06-0122725.95632425532
2022-07-0125105.953428168683
2022-08-0125277.408652600614
2022-09-0123758.805236203443
2022-10-0123722.064830968033
2022-11-0124309.911314734676
2022-12-0123170.958752436803
2023-01-0124885.510996756188
2023-02-0124113.962486812463
2023-03-0123758.805236203443
2023-04-0123881.273253654832
2023-05-0123832.28604667428
2023-06-0124273.170909499262
2023-07-0124768.372172744672
2023-08-0123810.070402487087
2023-09-0123146.63260973853
2023-10-0122139.188485001916
2023-11-0124498.080603804512
2023-12-0126095.247758241778
2024-01-0125702.09907177468
2024-02-0127028.977119930492
2024-03-0128208.423179331792
2024-04-0128454.13987704438
2024-05-0128404.997522565343
2024-06-0129043.862906745027
2024-07-0128945.575735128252
2024-08-0128556.354989297284
2024-09-0128900.999149890213
2024-10-0129344.115181502875
2024-11-0131264.284651824386
2024-12-0131116.579307953503
2025-01-0132889.040971745424
2025-02-0131461.22346854643
2025-03-0128605.58846214844
2025-04-0128014.7670866649
2025-05-0129984.172492496276
2025-06-0131855.10602730793
2025-07-0133529.09828273883
2025-08-0134920.500451651606
2025-09-0136151.82980467176
2025-10-0137875.69089889998
2025-11-0135856.31075994692
2025-12-0136939.88059060466
2026-01-0137284.6528094503
2026-02-0137629.42502829595
2026-03-0134575.72823280597
2026-04-0137727.93137653756
Annual Return Matrix
YearAnnual Return
20170.35020571307733417
2018-0.047569051172992816
20190.32347920354532045
20200.42133354231260745
20210.011745687728008214
2022-0.3098903839312891
20230.126204920437202
20240.19242321805991724
20250.1871446480353547
20260.021333333333333426
Total Factor Risk
0.2820024681267664
VTI.US Exposure
0.6866808668090003
VEA.US Exposure
0.12861960549897836
VWO.US Exposure
0.003311387951977153
QQQ.US Exposure
-0.1538624777352701
VTV.US Exposure
-0.09363361361994271
IJR.US Exposure
0.018113236874005807
QUAL.US Exposure
-0.023778795979355866
SHV.US Exposure
0.33125116128454085
TLT.US Exposure
0.018716735949955262
LQD.US Exposure
0.019429234218245595
HYG.US Exposure
-0.026262521420541658
GLD.US Exposure
0.0007463185172168304
USO.US Exposure
-0.0013985027111591212
VNQ.US Exposure
0.014978367207673943
BTC-USD.CC Exposure
0.0030637596661937964
CPER.US Exposure
-0.002752951903357277
VIX.INDX Exposure
-0.010238041761741817
UUP.US Exposure
0.037825794968150125
TIP.US Exposure
-0.00033748965802837913
Idiosyncratic Exposure
0.04952792584345903
Value Score
48
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.2%

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 →0.03%
Market Cap$2.3B
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 →
+4.7%
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 →
+5.6%
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 →
1.4% 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 →
0.63
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Monks Investment Trust PLC a high-risk investment?

Monks Investment Trust PLC (MNKS.LSE) has an annualized volatility of 28.2% and experienced a maximum drawdown of 37.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, MNKS.LSE has generated a Compound Annual Growth Rate (CAGR) of 14.1%. 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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