Pacific Assets Trust plc

10-Year Study

PAC.LSE · Financial Services · GB · Common Stock

Executive Summary: Pacific Assets Trust plc has compounded at 8.3% annually over the last 10 years, with a maximum drawdown of 29.2% and an annualized volatility of 15.0%.

1Y CAGR
+16.2%
3Y CAGR
+3.0%
5Y CAGR
+3.8%
10Y CAGR
+8.3%

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 →
29.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.32
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 →
15.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +17.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -3.1%
% 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.
20263.18.6-11.48.1————————7.2%
2025-3.2-5.0-2.9-0.64.03.51.7-1.71.16.3-2.1-1.6-1.3%
2024-9.42.6-2.03.40.35.21.8-2.80.3-3.23.0-1.3-2.9%
20231.6-0.6-0.6-0.63.70.61.1-3.03.9-7.35.55.89.9%
2022-7.1-2.6-4.56.0-4.2-2.84.86.6-1.3-1.25.6-1.3-3.1%
20213.9-5.1-0.34.81.73.3-2.33.63.4-4.42.34.015.1%
2020-3.4-10.4-10.47.06.39.3-2.75.4-1.85.86.27.217.0%
2019-3.43.73.52.0-1.74.10.2-3.00.0-0.5-1.0-4.3-0.8%
2018-2.70.0-3.13.81.61.63.40.4-2.6-2.38.30.78.9%
2017-4.73.94.00.63.5-2.12.20.8-4.51.8-0.65.610.4%
2016———-0.61.07.411.70.01.79.9-9.42.825.5%

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 15.0%. The dominant macroeconomic risk driver is VEA.US, accounting for 24.0% of variance. Idiosyncratic stock-specific factors contribute 28.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019935.319201454977
2016-05-0110038.814192978478
2016-06-0110783.329038421653
2016-07-0112039.639273129527
2016-08-0112039.639273129527
2016-09-0112249.02335993893
2016-10-0113466.07372125433
2016-11-0112203.22112662295
2016-12-0112550.01762723176
2017-01-0111954.577166421068
2017-02-0112419.147573355853
2017-03-0112916.44120761108
2017-04-0112994.955240544577
2017-05-0113452.989001407323
2017-06-0113167.427846912207
2017-07-0113458.274314009279
2017-08-0113570.648630704067
2017-09-0112955.906779656174
2017-10-0113193.871551476375
2017-11-0113114.546151635333
2017-12-0113854.884171660098
2018-01-0113484.718018573445
2018-02-0113484.718018573445
2018-03-0113061.66445635846
2018-04-0113564.037704563025
2018-05-0113781.706875991713
2018-06-0113995.382065248756
2018-07-0114476.134099522722
2018-08-0114529.552896836984
2018-09-0114155.632743340078
2018-10-0113835.125673305973
2018-11-0114983.604103231011
2018-12-0115090.435984008074
2019-01-0114582.971694151245
2019-02-0115117.148239590933
2019-03-0115651.319071179163
2019-04-0115971.82614121327
2019-05-0115704.46360362327
2019-06-0116352.071528278138
2019-07-0116379.05233487969
2019-08-0115893.34639138854
2019-09-0115893.34639138854
2019-10-0115812.398257732413
2019-11-0115650.496276568694
2019-12-0114975.90754531227
2020-01-0114463.215081368102
2020-02-0112952.135637691536
2020-03-0111602.952461327228
2020-04-0112412.462367145812
2020-05-0113198.059804597708
2020-06-0114427.692066831494
2020-07-0114045.143997627609
2020-08-0114810.245849886838
2020-09-0114536.998045291417
2020-10-0115384.076524469856
2020-11-0116340.455268256756
2020-12-0117515.44025511204
2021-01-0118198.57119430352
2021-02-0117269.51608820587
2021-03-0117214.863098975908
2021-04-0118034.617940465097
2021-05-0118337.8463236794
2021-06-0118943.600286378238
2021-07-0118503.05091098791
2021-08-0119163.874974073402
2021-09-0119824.69903715889
2021-10-0118943.600286378238
2021-11-0119384.149661768563
2021-12-0120155.108211775907
2022-01-0118723.325598683074
2022-02-0118227.70612290609
2022-03-0117401.677472512092
2022-04-0118447.980810601253
2022-05-0117677.022260593913
2022-06-0117173.231977226875
2022-07-0118004.197395283674
2022-08-0119195.244018597445
2022-09-0118945.954393180407
2022-10-0118724.36551964908
2022-11-0119776.914097385743
2022-12-0119527.630185820162
2023-01-0119832.31560115717
2023-02-0119721.518307465776
2023-03-0119610.721013774382
2023-04-0119499.929433934452
2023-05-0120220.097558299858
2023-06-0120343.882436363412
2023-07-0120566.83120654259
2023-08-0119953.72351701271
2023-09-0120734.04135571411
2023-10-0119229.15001317043
2023-11-0120288.143815355746
2023-12-0121458.61485955639
2024-01-0119452.093069498147
2024-02-0119953.72351701271
2024-03-0119563.57031151347
2024-04-0120232.410908199552
2024-05-0120288.143815355746
2024-06-0121353.182872387417
2024-07-0121747.570041819683
2024-08-0121127.82285689145
2024-09-0121184.16143230257
2024-10-0120508.069958111755
2024-11-0121127.82285689145
2024-12-0120846.11855213289
2025-01-0120170.02707794208
2025-02-0119155.89272358158
2025-03-0118592.484114064475
2025-04-0118479.801249390763
2025-05-0119212.231298992705
2025-06-0119884.20308627973
2025-07-0120227.03417397421
2025-08-0119884.20308627973
2025-09-0120112.757144742718
2025-10-0121369.804466289133
2025-11-0120912.696349363163
2025-12-0120569.865261668685
2026-01-0121198.388922441896
2026-02-0123026.82139014578
2026-03-0120398.449717821444
2026-04-0122055.466641678093
Annual Return Matrix
YearAnnual Return
20170.10397328379818083
20180.08917806868968814
2019-0.007589471822893268
20200.16957454512295578
20210.1507052017087298
2022-0.03113245631641548
20230.09888474204813624
2024-0.028543142762577967
2025-0.013252025300217962
20260.07222222222222219
Total Factor Risk
0.15030740554621294
VTI.US Exposure
0.219923662023199
VEA.US Exposure
0.23966583814932255
VWO.US Exposure
0.05883878085363625
QQQ.US Exposure
0.05838102171369954
VTV.US Exposure
-0.051314897941535
IJR.US Exposure
0.13128097205473538
QUAL.US Exposure
-0.12618060031805398
SHV.US Exposure
0.0032313117570875968
TLT.US Exposure
0.02690843945460093
LQD.US Exposure
0.01078610023595385
HYG.US Exposure
-0.015421202589820233
GLD.US Exposure
-0.0031926605897962725
USO.US Exposure
0.00369841848764375
VNQ.US Exposure
0.08300316652629369
BTC-USD.CC Exposure
-0.002551848461021495
CPER.US Exposure
-0.004721634288434049
VIX.INDX Exposure
-0.04174958566476813
UUP.US Exposure
0.04150675532884855
TIP.US Exposure
0.08425333120383209
Idiosyncratic Exposure
0.2836546320645759
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.0%

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 →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 →1.34%
Market Cap$415.9M
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 →
+1.6%
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 →
+5.4%
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 →
4.2% 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 →
0.20
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pacific Assets Trust plc a high-risk investment?

Pacific Assets Trust plc (PAC.LSE) has an annualized volatility of 15.0% and experienced a maximum drawdown of 29.2% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, PAC.LSE has generated a Compound Annual Growth Rate (CAGR) of 8.3%. 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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