Polar Capital Global Healthcare Trust plc

10-Year Study

PCGH.LSE · Financial Services · GB · Common Stock

Executive Summary: Polar Capital Global Healthcare Trust plc has compounded at 9.7% annually over the last 10 years, with a maximum drawdown of 19.3% and an annualized volatility of 21.1%.

1Y CAGR
+25.9%
3Y CAGR
+6.8%
5Y CAGR
+9.7%
10Y CAGR
+9.7%

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 →
19.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +27.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -6.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.00.2-12.27.7————————-6.2%
20259.5-5.5-7.8-0.3-2.73.70.02.84.19.310.3-1.621.8%
20244.87.31.4-3.2-1.15.80.84.5-5.8-1.30.0-6.26.2%
2023-2.10.3-2.85.0-0.60.0-1.81.2-2.7-6.03.06.8-0.3%
2022-9.92.06.61.30.7-1.05.30.3-1.31.63.40.69.0%
20212.9-5.83.28.7-1.94.32.25.3-0.22.6-1.55.727.5%
2020-2.5-8.2-7.521.45.9-6.02.5-2.3-1.5-3.04.03.43.0%
20191.72.43.3-4.6-1.06.95.3-2.2-2.5-3.09.23.019.2%
2018-0.7-5.4-4.23.65.03.05.43.30.5-4.96.8-11.0-0.5%
2017-2.85.53.6-3.03.16.2-5.23.2-6.81.00.61.66.3%
2016———6.20.45.86.20.31.43.6-7.75.122.4%

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 21.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 45.1% of variance. Idiosyncratic stock-specific factors contribute 17.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110617.282862377457
2016-05-0110657.762872575438
2016-06-0111277.405373738306
2016-07-0111975.309227950598
2016-08-0112014.446685046536
2016-09-0112178.814512049754
2016-10-0112617.124197010851
2016-11-0111643.610464319958
2016-12-0112240.714346739427
2017-01-0111902.879166152474
2017-02-0112555.88885830098
2017-03-0113013.32653468059
2017-04-0112618.982073525802
2017-05-0113007.732563422074
2017-06-0113818.729565053478
2017-07-0113103.148761664279
2017-08-0113516.594091952682
2017-09-0112594.28723313367
2017-10-0112721.497529837905
2017-11-0112801.00650799226
2017-12-0113007.732563422074
2018-01-0112912.32314575109
2018-02-0112209.17790998385
2018-03-0111697.800789529712
2018-04-0112113.293852327295
2018-05-0112720.555030437985
2018-06-0113104.091261064197
2018-07-0113808.450219080258
2018-08-0114258.022432841832
2018-09-0114322.248003460802
2018-10-0113615.773507223343
2018-11-0114547.037500627202
2018-12-0112941.405015724144
2019-01-0113166.194512890543
2019-02-0113486.71211457538
2019-03-0113938.420208272026
2019-04-0113293.12680617466
2019-05-0113164.065413526698
2019-06-0114067.48160091999
2019-07-0114809.574437788937
2019-08-0114485.510597354763
2019-09-0114129.04240704854
2019-10-0113707.765516998214
2019-11-0114971.602967720415
2019-12-0115425.28420764279
2020-01-0115036.411667464514
2020-02-0113802.91049239152
2020-03-0112761.184213202858
2020-04-0115495.720781501519
2020-05-0116407.232970934405
2020-06-0115430.613736623629
2020-07-0115821.262786462183
2020-08-0115460.9093288455
2020-09-0115232.098952944192
2020-10-0114774.484981712798
2020-11-0115362.848707826543
2020-12-0115885.84094678472
2021-01-0116343.454918016114
2021-02-0115391.978041798153
2021-03-0115884.261073689893
2021-04-0117262.642714072805
2021-05-0116934.456286335386
2021-06-0117656.471851814687
2021-07-0118050.294208985342
2021-08-0119004.39516626639
2021-09-0118971.455151267764
2021-10-0119465.501131677338
2021-11-0119169.074899545838
2021-12-0120255.980124789632
2022-01-0118246.849407581492
2022-02-0118609.15566971024
2022-03-0119832.133398246002
2022-04-0120096.562114778797
2022-05-0120228.776473045196
2022-06-0120030.458325931213
2022-07-0121088.173192062393
2022-08-0121154.69737632577
2022-09-0120889.434649532617
2022-10-0121221.011362881254
2022-11-0121950.48555670524
2022-12-0122083.113529816208
2023-01-0121618.90206278538
2023-02-0121691.2100743015
2023-03-0121092.370365649083
2023-04-0122156.96751157105
2023-05-0122023.898801330623
2023-06-0122023.898801330623
2023-07-0121624.672328895675
2023-08-0121891.23014479232
2023-09-0121290.55290133862
2023-10-0120022.464032459953
2023-11-0120623.141275913647
2023-12-0122024.71246987731
2024-01-0123092.57785112849
2024-02-0124780.3162729641
2024-03-0125115.188343926846
2024-04-0124311.50079807323
2024-05-0124043.60720964577
2024-06-0125450.053634318367
2024-07-0125650.975520781776
2024-08-0126806.547590795242
2024-09-0125261.309653770473
2024-10-0124925.38659426825
2024-11-0124925.38659426825
2024-12-0123380.14865724348
2025-01-0125597.2327132727
2025-02-0124196.400601572277
2025-03-0122309.211677228537
2025-04-0122241.81279927746
2025-05-0121635.216117146574
2025-06-0122444.009433130686
2025-07-0122444.009433130686
2025-08-0123067.340565038565
2025-09-0124014.389728248265
2025-10-0126246.716508385536
2025-11-0128952.55769927082
2025-12-0128479.03650795158
2026-01-0128208.451032748806
2026-02-0128274.981997583403
2026-03-0124816.890674137954
2026-04-0126715.45061642173
Annual Return Matrix
YearAnnual Return
20170.06266122997036994
2018-0.005099086053202195
20190.19193272978480058
20200.029857261165647575
20210.2750964958445856
20220.09020217208796022
2023-0.0026446026218197582
20240.06154160646682527
20250.2180862031913724
2026-0.06192575689972657
Total Factor Risk
0.2106566028340204
VTI.US Exposure
0.450964252600377
VEA.US Exposure
0.11087805329902112
VWO.US Exposure
-0.00383368246632124
QQQ.US Exposure
-0.11217861303118777
VTV.US Exposure
-0.06988929653338424
IJR.US Exposure
0.00043520598456796495
QUAL.US Exposure
0.11674798509642073
SHV.US Exposure
0.2310744128210551
TLT.US Exposure
0.033395949290970964
LQD.US Exposure
-0.004109151757579219
HYG.US Exposure
-0.004828752778175862
GLD.US Exposure
0.007154440832800777
USO.US Exposure
0.001956887679606903
VNQ.US Exposure
0.021917448470321108
BTC-USD.CC Exposure
-0.0027692589523650624
CPER.US Exposure
-0.0025338435709661073
VIX.INDX Exposure
-0.0035455520228193254
UUP.US Exposure
0.04745271152746925
TIP.US Exposure
0.0022679486990531575
Idiosyncratic Exposure
0.17944285481113487
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.1%

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 →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 →0.00%
Market Cap$369.6M
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$0.680.01%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 →
-0.1%
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 →
+3.2%
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 →
9.6% 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 →
1.04
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Polar Capital Global Healthcare Trust plc a high-risk investment?

Polar Capital Global Healthcare Trust plc (PCGH.LSE) has an annualized volatility of 21.1% and experienced a maximum drawdown of 19.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, PCGH.LSE has generated a Compound Annual Growth Rate (CAGR) of 9.7%. It has had a positive return in 70% 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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