Polar Capital Technology Trust

10-Year Study

PCT.LSE · Financial Services · GB · Common Stock

Executive Summary: Polar Capital Technology Trust has compounded at 25.7% annually over the last 10 years, with a maximum drawdown of 36.8% and an annualized volatility of 22.9%.

1Y CAGR
+84.5%
3Y CAGR
+38.6%
5Y CAGR
+21.4%
10Y CAGR
+25.7%

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 →
36.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.92
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +50.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -36.8%
% 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.
20267.12.8-6.119.3————————23.4%
20257.6-10.7-14.20.313.211.310.6-1.09.98.9-4.41.933.1%
20243.57.63.8-2.72.410.4-6.5-4.11.43.58.23.734.3%
20239.62.83.0-3.013.9-0.25.0-2.4-1.5-3.611.78.450.5%
2022-15.2-2.10.5-10.4-4.5-5.215.9-5.6-5.6-0.6-1.1-8.0-36.8%
2021-1.5-4.20.97.7-6.57.12.85.2-5.54.06.12.218.4%
20201.0-7.76.013.37.66.7-4.211.5-5.11.52.17.745.3%
20198.71.73.07.8-4.93.911.5-6.40.60.95.85.943.7%
20182.01.0-7.25.59.40.01.18.5-3.5-11.61.5-7.5-2.9%
20173.37.0-0.41.67.1-4.46.32.6-0.89.10.3-1.034.3%
2016———-1.95.05.117.3-0.210.8-1.94.02.446.7%

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 22.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 49.2% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019809.358752166378
2016-05-0110303.292894280763
2016-06-0110831.889081455805
2016-07-0112703.639514731369
2016-08-0112677.642980935874
2016-09-0114046.793760831888
2016-10-0113778.162911611784
2016-11-0114332.75563258232
2016-12-0114670.710571923744
2017-01-0115155.979202772962
2017-02-0116221.837088388213
2017-03-0116152.512998266897
2017-04-0116412.478336221837
2017-05-0117573.6568457539
2017-06-0116793.76083188908
2017-07-0117850.953206239166
2017-08-0118318.890814558057
2017-09-0118180.242634315426
2017-10-0119826.689774696708
2017-11-0119896.013864818022
2017-12-0119705.3726169844
2018-01-0120103.986135181975
2018-02-0120311.958405545924
2018-03-0118856.152512998266
2018-04-0119896.013864818022
2018-05-0121767.764298093585
2018-06-0121767.764298093585
2018-07-0122010.3986135182
2018-08-0123882.149046793762
2018-09-0123050.259965337955
2018-10-0120381.28249566724
2018-11-0120693.24090121317
2018-12-0119133.448873483536
2019-01-0120797.227036395147
2019-02-0121143.84748700173
2019-03-0121767.764298093585
2019-04-0123466.20450606586
2019-05-0122322.357019064126
2019-06-0123188.90814558059
2019-07-0125857.885615251296
2019-08-0124194.107452339686
2019-09-0124332.75563258232
2019-10-0124540.72790294627
2019-11-0125961.871750433274
2019-12-0127487.001733102254
2020-01-0127764.298093587517
2020-02-0125615.25129982669
2020-03-0127140.381282495666
2020-04-0130745.233968804157
2020-05-0133067.59098786829
2020-06-0135268.630849220106
2020-07-0133795.49393414211
2020-08-0137694.9740034662
2020-09-0135788.56152512998
2020-10-0136308.49220103986
2020-11-0137088.38821490468
2020-12-0139948.00693240901
2021-01-0139341.42114384748
2021-02-0137694.9740034662
2021-03-0138041.59445407279
2021-04-0140970.53726169844
2021-05-0138301.55979202773
2021-06-0141039.86135181976
2021-07-0142183.70883882149
2021-08-0144367.41767764298
2021-09-0141906.41247833622
2021-10-0143570.19064124783
2021-11-0146239.168110918545
2021-12-0147279.029462738305
2022-01-0140103.98613518198
2022-02-0139272.09705372617
2022-03-0139480.069324090124
2022-04-0135355.28596187175
2022-05-0133760.831889081455
2022-06-0131993.067590987866
2022-07-0137088.38821490468
2022-08-0135008.665511265164
2022-09-0133032.92894280762
2022-10-0132824.95667244367
2022-11-0132478.33622183709
2022-12-0129878.682842287697
2023-01-0132755.632582322356
2023-02-0133656.84575389948
2023-03-0134662.04506065857
2023-04-0133622.18370883882
2023-05-0138301.55979202773
2023-06-0138214.90467937608
2023-07-0140121.3171577123
2023-08-0139168.11091854419
2023-09-0138561.52512998267
2023-10-0137175.04332755633
2023-11-0141507.79896013865
2023-12-0144974.00346620451
2024-01-0146533.795493934136
2024-02-0150086.65511265164
2024-03-0151993.06759098786
2024-04-0150606.585788561526
2024-05-0151819.75736568457
2024-06-0157192.374350086655
2024-07-0153466.20450606586
2024-08-0151299.82668977469
2024-09-0151993.06759098786
2024-10-0153812.82495667244
2024-11-0158232.23570190641
2024-12-0160398.61351819758
2025-01-0164991.33448873483
2025-02-0158058.925476603115
2025-03-0149826.68977469671
2025-04-0150000
2025-05-0156585.78856152513
2025-06-0162998.266897746966
2025-07-0169670.71057192374
2025-08-0168977.46967071056
2025-09-0175823.22357019063
2025-10-0182582.32235701906
2025-11-0178942.8076256499
2025-12-0180415.9445407279
2026-01-0186135.18197573656
2026-02-0188561.52512998266
2026-03-0183188.90814558059
2026-04-0199220.10398613517
Annual Return Matrix
YearAnnual Return
20170.34317779090372125
2018-0.02902374670184693
20190.43659420289855055
20200.45334174022698615
20210.18351409978308042
2022-0.3680351906158358
20230.5052204176334105
20240.34296724470134876
20250.3314203730272596
20260.23383620689655182
Total Factor Risk
0.22898047175168465
VTI.US Exposure
0.49203150711376104
VEA.US Exposure
0.1071661961859886
VWO.US Exposure
-0.004400514905399858
QQQ.US Exposure
0.15477758155540877
VTV.US Exposure
-0.09221391180797384
IJR.US Exposure
0.07430479929354682
QUAL.US Exposure
0.0071799469396468234
SHV.US Exposure
0.04615864002615353
TLT.US Exposure
0.05674168520817798
LQD.US Exposure
-0.015445160663787507
HYG.US Exposure
-0.02935234820390173
GLD.US Exposure
0.005235341061571639
USO.US Exposure
-0.002808682698225278
VNQ.US Exposure
-0.031882280469656854
BTC-USD.CC Exposure
0.0125895089218493
CPER.US Exposure
-0.009564485416399352
VIX.INDX Exposure
-0.013676067508189595
UUP.US Exposure
0.12062366446909722
TIP.US Exposure
0.0013861420764148381
Idiosyncratic Exposure
0.12114843882191763
Value Score
48.9
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
22.9%

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 →2.7x
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$5.7B
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 →
+13.1%
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 →
+26.0%
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 →
0.0% 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 →
0.59
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Polar Capital Technology Trust a high-risk investment?

Polar Capital Technology Trust (PCT.LSE) has an annualized volatility of 22.9% and experienced a maximum drawdown of 36.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, PCT.LSE has generated a Compound Annual Growth Rate (CAGR) of 25.7%. 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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