The North American Income Trust plc

10-Year Study

NAIT.LSE · Financial Services · GB · Common Stock

Executive Summary: The North American Income Trust plc has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 31.3% and an annualized volatility of 13.1%.

1Y CAGR
+31.5%
3Y CAGR
+19.6%
5Y CAGR
+12.4%
10Y CAGR
+12.2%

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 →
31.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -16.1%
% 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.
20263.37.4-7.86.1————————8.4%
20257.3-1.4-6.1-3.23.83.24.81.22.51.82.51.318.2%
2024-0.3-2.13.9-1.42.12.72.90.3-0.36.15.3-3.816.0%
20230.7-0.5-7.0-0.4-4.93.84.3-1.1-0.7-5.82.510.40.2%
20221.1-0.57.91.71.0-6.95.81.0-1.36.4-1.1-1.912.9%
2021-4.30.210.54.51.54.5-2.94.41.10.3-3.92.619.0%
2020-3.9-9.3-17.917.1-4.2-0.4-5.20.7-1.6-6.515.13.6-16.1%
20198.86.3-1.13.2-1.56.24.6-6.96.0-5.13.80.526.1%
2018-1.8-2.7-5.95.35.13.11.42.20.0-5.68.5-11.7-4.0%
2017-1.21.1-1.2-2.7-1.40.91.01.71.42.62.44.99.5%
2016———1.11.46.212.81.00.83.85.26.045.0%

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 13.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.6% of variance. Idiosyncratic stock-specific factors contribute 18.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110112.485203036558
2016-05-0110259.036753031105
2016-06-0110898.087808110151
2016-07-0112293.571754667359
2016-08-0112419.95499299038
2016-09-0112523.357991572297
2016-10-0112996.020475361289
2016-11-0113678.203921346816
2016-12-0114499.12531260479
2017-01-0114331.791351705137
2017-02-0114483.013287976179
2017-03-0114308.520222853378
2017-04-0113924.635479583221
2017-05-0113732.470900988617
2017-06-0113850.248669788338
2017-07-0113984.582877135712
2017-08-0114215.678115038561
2017-09-0114411.228319670972
2017-10-0114782.960362318547
2017-11-0115140.61660411204
2017-12-0115879.765834265929
2018-01-0115591.874497509263
2018-02-0115172.097270086497
2018-03-0114272.563096676187
2018-04-0115022.176254560292
2018-05-0115789.242759083216
2018-06-0116275.06797512898
2018-07-0116494.99630328422
2018-08-0116861.55698396474
2018-09-0116861.55698396474
2018-10-0115915.076540197239
2018-11-0117266.935200410477
2018-12-0115239.14721009062
2019-01-0116574.23126492322
2019-02-0117625.585313332012
2019-03-0117440.046542257704
2019-04-0117996.646694974486
2019-05-0117723.049325904885
2019-06-0118818.998291026477
2019-07-0119679.1250701972
2019-08-0118325.197865197137
2019-09-0119427.231260883094
2019-10-0118429.635136172466
2019-11-0119126.29031541268
2019-12-0119221.281770545054
2020-01-0118477.914648286784
2020-02-0116757.556046655383
2020-03-0113762.860732798152
2020-04-0116120.387690542468
2020-05-0115441.290901231027
2020-06-0115376.40646905061
2020-07-0114582.723610903495
2020-08-0114680.80980296303
2020-09-0114451.936634655398
2020-10-0113515.72619254435
2020-11-0115559.561565468231
2020-12-0116119.97559763572
2021-01-0115427.70799581443
2021-02-0115452.692138317772
2021-03-0117081.040898200932
2021-04-0117845.36819693193
2021-05-0118111.216603304016
2021-06-0118922.166962269257
2021-07-0118374.253081606515
2021-08-0119190.89193873552
2021-09-0119395.047612891238
2021-10-0119457.863500284828
2021-11-0118704.21021586396
2021-12-0119183.805556790037
2022-01-0119389.3510344744
2022-02-0119284.154219710163
2022-03-0120804.768965363994
2022-04-0121150.36946957179
2022-05-0121366.128387141085
2022-06-0119895.02135206875
2022-07-0121051.18436309425
2022-08-0121263.113240706698
2022-09-0120980.546790725486
2022-10-0122330.991406650854
2022-11-0122081.683278320277
2022-12-0121654.29445250225
2023-01-0121796.757394441593
2023-02-0121689.031460465343
2023-03-0120180.852224291662
2023-04-0120109.034934974163
2023-05-0119127.219544516134
2023-06-0119854.490802651937
2023-07-0120702.65072702077
2023-08-0120482.41534924874
2023-09-0120335.58907064969
2023-10-0119159.90416819855
2023-11-0119641.68117745448
2023-12-0121690.493986271653
2024-01-0121615.69508357002
2024-02-0121166.925908119443
2024-03-0121989.673436572033
2024-04-0121681.89659700142
2024-05-0122136.75828326943
2024-06-0122743.245918462166
2024-07-0123410.93339043379
2024-08-0123487.44530678701
2024-09-0123410.93339043379
2024-10-0124844.66925504107
2024-11-0126156.336736466586
2024-12-0125153.294521184405
2025-01-0126997.19211205695
2025-02-0126608.184488338175
2025-03-0124974.34923661809
2025-04-0124174.420342845136
2025-05-0125081.45299110768
2025-06-0125896.104105980605
2025-07-0127129.255768290663
2025-08-0127447.48037508535
2025-09-0128123.724835061836
2025-10-0128627.019558252567
2025-11-0129348.707361514564
2025-12-0129735.33131057665
2026-01-0130704.9616793998
2026-02-0132967.43253998715
2026-03-0130381.75155645875
2026-04-0132240.20976336979
Annual Return Matrix
YearAnnual Return
20170.09522233182307072
2018-0.04034181806339732
20190.26130954085263114
2020-0.1613475214572745
20210.1900641809658623
20220.1287799174360269
20230.0016717022966876716
20240.15964599686408376
20250.18216447891281984
20260.0842391304347827
Total Factor Risk
0.13149497478151276
VTI.US Exposure
0.33625912578619266
VEA.US Exposure
0.1681415876700505
VWO.US Exposure
0.047022121606243285
QQQ.US Exposure
-0.11353818373326108
VTV.US Exposure
0.020794137144380012
IJR.US Exposure
0.12903673299263782
QUAL.US Exposure
-0.020562890762761993
SHV.US Exposure
0.015657029643024005
TLT.US Exposure
0.004157984791471358
LQD.US Exposure
0.0169287325252206
HYG.US Exposure
0.017223286844013665
GLD.US Exposure
0.0026206147324848543
USO.US Exposure
-0.00032480286065004224
VNQ.US Exposure
0.03383276198899124
BTC-USD.CC Exposure
-0.00968813872420155
CPER.US Exposure
-0.010831685195446323
VIX.INDX Exposure
-0.011380792750633863
UUP.US Exposure
0.17570722413303783
TIP.US Exposure
0.011489209094608144
Idiosyncratic Exposure
0.18745594507459887
Value Score
45
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.1%

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 →12.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.27%
Market Cap$433.7M
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 →
+1.8%
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 →
+10.1%
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 →
2.3% 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 →
0.34
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is The North American Income Trust plc a high-risk investment?

The North American Income Trust plc (NAIT.LSE) has an annualized volatility of 13.1% and experienced a maximum drawdown of 31.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, NAIT.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.2%. 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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