Mid Wynd International Investment Trust plc

10-Year Study

MWY.LSE · Financial Services · GB · Common Stock

Executive Summary: Mid Wynd International Investment Trust plc has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 21.3% and an annualized volatility of 14.4%.

1Y CAGR
-0.6%
3Y CAGR
+3.0%
5Y CAGR
+0.6%
10Y CAGR
+9.1%

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 →
21.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.68
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +30.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.8%
% 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.
2026-1.8-1.3-7.45.2————————-5.7%
20255.3-6.0-6.9-2.23.90.35.1-2.81.82.7-1.0-0.5-1.2%
20240.53.30.5-1.9-1.25.6-1.00.6-1.40.73.6-2.27.0%
20230.0-3.50.01.4-0.4-0.43.6-1.30.7-4.76.15.36.5%
2022-9.3-2.36.5-4.7-3.0-7.26.5-3.7-5.21.16.2-0.4-15.8%
2021-1.1-1.13.33.30.82.90.86.0-2.91.03.53.121.1%
20200.3-6.3-2.69.94.7-2.93.62.50.0-0.87.83.520.2%
20194.53.43.93.5-3.08.84.9-1.0-2.0-0.44.21.030.8%
20182.7-1.5-3.53.24.9-3.35.42.4-0.5-9.11.2-4.9-4.0%
20173.50.80.6-0.12.8-1.22.23.3-1.23.62.10.718.3%
2016———1.7-0.12.611.42.9-0.72.9-1.23.524.8%

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 14.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 63.5% of variance. Idiosyncratic stock-specific factors contribute 15.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110170.243802440069
2016-05-0110155.439133762093
2016-06-0110421.909986823448
2016-07-0111606.217565350484
2016-08-0111946.70517023062
2016-09-0111857.880453948317
2016-10-0112203.901682762184
2016-11-0112062.25541151508
2016-12-0112479.739158348655
2017-01-0112912.129743212165
2017-02-0113016.50067992056
2017-03-0113097.214467971227
2017-04-0113082.245010015891
2017-05-0113448.304614956669
2017-06-0113290.090429763843
2017-07-0113583.916302866872
2017-08-0114028.4254911874
2017-09-0113862.677140233696
2017-10-0114356.50116769682
2017-11-0114658.108390476762
2017-12-0114759.902022887252
2018-01-0115155.762120745718
2018-02-0114929.555879714373
2018-03-0114409.873118848005
2018-04-0114863.966451539756
2018-05-0115590.512488061016
2018-06-0115075.875574867394
2018-07-0115893.240277927003
2018-08-0116271.652487098647
2018-09-0116195.97136357854
2018-10-0114724.033988777192
2018-11-0114906.94019928956
2018-12-0114175.312061454535
2019-01-0114815.485446140603
2019-02-0115318.481644781552
2019-03-0115914.356375927846
2019-04-0116465.24033856946
2019-05-0115975.565705110248
2019-06-0117383.373684734383
2019-07-0118240.300997502454
2019-08-0118056.673009955248
2019-09-0117689.42033064639
2019-10-0117621.566697800856
2019-11-0118360.933340100677
2019-12-0118545.77417672925
2020-01-0118607.388887533958
2020-02-0117436.725861172283
2020-03-0116975.816843968943
2020-04-0118648.615868943747
2020-05-0119515.994117681956
2020-06-0118958.393344095173
2020-07-0119639.905766899636
2020-08-0120135.549067984804
2020-09-0120135.549067984804
2020-10-0119983.646312114844
2020-11-0121540.00523370745
2020-12-0122287.057647903323
2021-01-0122038.041275099877
2021-02-0121789.024902296438
2021-03-0122510.4097386508
2021-04-0123260.757938393857
2021-05-0123448.344164383238
2021-06-0124136.161424939473
2021-07-0124323.747650928854
2021-08-0125793.17693292879
2021-09-0125051.605410097894
2021-10-0125302.750860364817
2021-11-0126181.75334472796
2021-12-0126997.971114417152
2022-01-0124486.533090675628
2022-02-0123921.45747546782
2022-03-0125477.279184016228
2022-04-0124279.089756764435
2022-05-0123553.86862603315
2022-06-0121851.18012193088
2022-07-0123270.08830727795
2022-08-0122418.744055226816
2022-09-0121252.0096052374
2022-10-0121490.795859702364
2022-11-0122827.99822554906
2022-12-0122732.486360391515
2023-01-0122732.486360391515
2023-02-0121936.531080246445
2023-03-0121945.10671424023
2023-04-0122249.235212963777
2023-05-0122153.196022118675
2023-06-0122057.15353548803
2023-07-0122857.485618839764
2023-08-0122569.36804630447
2023-09-0122718.65394844996
2023-10-0121653.716426656574
2023-11-0122976.819421932396
2023-12-0124203.112012545076
2024-01-0124332.1947492863
2024-02-0125138.963501811693
2024-03-0125264.96138328074
2024-04-0124778.473774445665
2024-05-0124486.58252745884
2024-06-0125848.74717303995
2024-07-0125589.28975162301
2024-08-0125751.45228790137
2024-09-0125394.693389774762
2024-10-0125560.385712374155
2024-11-0126473.25568902022
2024-12-0125886.411410273227
2025-01-0127255.718023135094
2025-02-0125625.592829425303
2025-03-0123854.53984571769
2025-04-0123330.262759798534
2025-05-0124247.746836210663
2025-06-0124313.28023603098
2025-07-0125558.434607330222
2025-08-0124837.557321950124
2025-09-0125296.297712263422
2025-10-0125970.79011185237
2025-11-0125707.12726807722
2025-12-0125575.295846189645
2026-01-0125113.88586958313
2026-02-0124784.30731486419
2026-03-0122938.667408438134
2026-04-0124125.15020542631
Annual Return Matrix
YearAnnual Return
20170.18270917649855067
2018-0.03960662886015309
20190.3083150548169491
20200.20173239658382847
20210.2113744012753076
2022-0.15799278901175773
20230.0646926882013199
20240.06954888267490777
2025-0.012018489513773045
2026-0.05670103092783507
Total Factor Risk
0.1442118346677445
VTI.US Exposure
0.635359037667765
VEA.US Exposure
0.07722697705731925
VWO.US Exposure
0.011565627219999715
QQQ.US Exposure
-0.2963814880108043
VTV.US Exposure
-0.12945747861080992
IJR.US Exposure
0.0103096119268051
QUAL.US Exposure
0.3823864204907163
SHV.US Exposure
0.023128240149507696
TLT.US Exposure
0.09498243109551963
LQD.US Exposure
-0.02198356561500745
HYG.US Exposure
-0.028234957377671017
GLD.US Exposure
0.004852846652740636
USO.US Exposure
-0.003364849156469633
VNQ.US Exposure
-0.006788258343981897
BTC-USD.CC Exposure
-0.005728968074325207
CPER.US Exposure
-0.010226014719911912
VIX.INDX Exposure
0.04871480216334923
UUP.US Exposure
0.05208848748014852
TIP.US Exposure
0.007293373497960623
Idiosyncratic Exposure
0.15425772450714964
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.4%

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 →1.20%
Market Cap$209.6M
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
$1
Avg Yield on Cost
0.01%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.270.01%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 →
+1.0%
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 →
-3.5%
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 →
8.0% 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 →
0.47
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Mid Wynd International Investment Trust plc a high-risk investment?

Mid Wynd International Investment Trust plc (MWY.LSE) has an annualized volatility of 14.4% and experienced a maximum drawdown of 21.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, MWY.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.1%. 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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