Murray Income Trust

10-Year Study

MUT.LSE · Financial Services · GB · Common Stock

Executive Summary: Murray Income Trust has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 21.3% and an annualized volatility of 14.0%.

1Y CAGR
+16.8%
3Y CAGR
+8.9%
5Y CAGR
+5.3%
10Y CAGR
+8.5%

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 →
21.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.49
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +28.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -4.5%
% 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.
20261.57.8-10.77.7————————5.2%
20255.50.2-3.41.13.40.14.61.20.13.6-1.31.016.9%
2024-2.4-1.61.33.71.4-1.04.9-1.4-1.7-4.90.80.1-1.1%
20230.72.7-1.42.6-2.8-0.63.3-3.61.5-6.66.85.47.3%
2022-4.0-3.45.1-0.51.3-6.04.8-5.4-8.63.010.60.6-4.1%
2021-2.92.23.95.42.2-4.44.04.3-6.12.1-2.05.514.1%
20200.7-7.2-15.28.00.61.6-3.94.0-3.7-2.415.13.2-2.4%
20193.02.33.65.30.33.4-0.5-1.72.90.51.84.628.3%
2018-1.9-3.3-1.13.81.61.61.8-3.00.2-5.21.10.3-4.5%
2017-0.34.91.82.84.0-1.9-1.60.8-0.71.3-1.64.614.9%
2016———2.3-0.63.25.72.70.6-1.70.82.016.0%

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 14.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 80.8% of variance. Idiosyncratic stock-specific factors contribute 20.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110231.839916558787
2016-05-0110170.01769392172
2016-06-0110498.770903084076
2016-07-0111100.263721525005
2016-08-0111404.916052596876
2016-09-0111471.37416409802
2016-10-0111280.979620517675
2016-11-0111376.176892307847
2016-12-0111599.62577822262
2017-01-0111567.581423033595
2017-02-0112136.347785962185
2017-03-0112360.430905510917
2017-04-0112708.04359027933
2017-05-0113213.293249767668
2017-06-0112964.601865221284
2017-07-0112760.754388597581
2017-08-0112866.755172175286
2017-09-0112781.449551740421
2017-10-0112947.013250217617
2017-11-0112740.059225454741
2017-12-0113330.86819883153
2018-01-0113079.972553240324
2018-02-0112645.089320439005
2018-03-0112509.84677633404
2018-04-0112983.193287366952
2018-05-0113187.114957359156
2018-06-0113392.096874520585
2018-07-0113631.24124787502
2018-08-0113221.277413552161
2018-09-0113242.889223796159
2018-10-0112551.354376008643
2018-11-0112689.660388232358
2018-12-0112724.619824803129
2019-01-0113109.15448040589
2019-02-0113406.47842133744
2019-03-0113883.391000727333
2019-04-0114625.250492368734
2019-05-0114661.966636438854
2019-06-0115161.400493170502
2019-07-0115090.052799351693
2019-08-0114840.334674318636
2019-09-0115270.124891372532
2019-10-0115342.324612261868
2019-11-0115620.281690680189
2019-12-0116331.121174284774
2020-01-0116440.48219945523
2020-02-0115262.396814376092
2020-03-0112945.455189479093
2020-04-0113975.206490914545
2020-05-0114054.215248364697
2020-06-0114277.2979541059
2020-07-0113719.591189752893
2020-08-0114266.961142539583
2020-09-0113739.948892735776
2020-10-0113406.085914484724
2020-11-0115436.148110067541
2020-12-0115934.088526091296
2021-01-0115474.451034889791
2021-02-0115816.774450484423
2021-03-0116432.512395677546
2021-04-0117317.63449522542
2021-05-0117691.832339261862
2021-06-0116915.02298438756
2021-07-0117594.729973235342
2021-08-0118347.012436483896
2021-09-0117228.530652990197
2021-10-0117581.73416707533
2021-11-0117227.391425783535
2021-12-0118177.868309642912
2022-01-0117445.20879569564
2022-02-0116850.362267071716
2022-03-0117709.870901145474
2022-04-0117629.916776580554
2022-05-0117862.44118679712
2022-06-0116792.71162641198
2022-07-0117600.05514242614
2022-08-0116645.39470991709
2022-09-0115213.972478089623
2022-10-0115663.847557997075
2022-11-0117329.7040809464
2022-12-0117432.981249899778
2023-01-0117556.912895310044
2023-02-0118035.053255281913
2023-03-0117784.8564633553
2023-04-0118243.5509807765
2023-05-0117725.35098848304
2023-06-0117620.092138590342
2023-07-0118209.53451798603
2023-08-0117555.237561182606
2023-09-0117811.82934280711
2023-10-0116635.778292025578
2023-11-0117759.743204784947
2023-12-0118711.543602605
2024-01-0118257.274360614716
2024-02-0117967.908256788513
2024-03-0118208.646590898486
2024-04-0118887.094685816213
2024-05-0119155.85417987488
2024-06-0118956.774225510984
2024-07-0119885.81161920804
2024-08-0119600.806170782125
2024-09-0119265.176911693856
2024-10-0118325.412592912235
2024-11-0118473.89027662399
2024-12-0118496.528827354665
2025-01-0119515.311476924307
2025-02-0119549.64864653346
2025-03-0118885.783138527877
2025-04-0119091.81094285172
2025-05-0119745.38271931141
2025-06-0119768.53105028372
2025-07-0120671.308778200364
2025-08-0120917.84137505681
2025-09-0120941.291266172062
2025-10-0121691.706928535754
2025-11-0121416.851611587666
2025-12-0121630.071385987172
2026-01-0121961.749249869146
2026-02-0123670.077886283587
2026-03-0121133.143350443283
2026-04-0122760.610788529517
Annual Return Matrix
YearAnnual Return
20170.1492498511339202
2018-0.04547703607793052
20190.28342704136840013
2020-0.02431141401477377
20210.14081632469140204
2022-0.04097769040102395
20230.07334157791930007
2024-0.01149102285823178
20250.1694124658675571
20260.05226702133191985
Total Factor Risk
0.14035963451377673
VTI.US Exposure
-0.1309301440641889
VEA.US Exposure
0.8075968564825954
VWO.US Exposure
-0.025131938712013423
QQQ.US Exposure
0.05484108429528766
VTV.US Exposure
0.015456906383767031
IJR.US Exposure
0.023667695258026745
QUAL.US Exposure
-0.06490154492214632
SHV.US Exposure
5.466025696073222e-7
TLT.US Exposure
0.017149059452937994
LQD.US Exposure
-0.03569364398775549
HYG.US Exposure
-0.03941445016736048
GLD.US Exposure
-0.005581892508138687
USO.US Exposure
0.003432594830896367
VNQ.US Exposure
0.13276299088573196
BTC-USD.CC Exposure
-0.010108431397362767
CPER.US Exposure
0.003346133421884262
VIX.INDX Exposure
0.09211454035465944
UUP.US Exposure
-0.040914423539053016
TIP.US Exposure
-0.0019052597301715069
Idiosyncratic Exposure
0.20421332105983422
Value Score
47
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
53.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.0%

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 →7.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.47%
Market Cap$856.5M
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$2.270.02%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 →
+2.8%
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 →
+6.1%
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 →
3.8% 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 →
0.67
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Murray Income Trust a high-risk investment?

Murray Income Trust (MUT.LSE) has an annualized volatility of 14.0% and experienced a maximum drawdown of 21.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, MUT.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.5%. 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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