Pacific Horizon Investment Trust

10-Year Study

PHI.LSE · Financial Services · GB · Common Stock

Executive Summary: Pacific Horizon Investment Trust has compounded at 19.8% annually over the last 10 years, with a maximum drawdown of 42.3% and an annualized volatility of 29.2%.

1Y CAGR
+76.5%
3Y CAGR
+24.4%
5Y CAGR
+4.9%
10Y CAGR
+19.8%

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 →
42.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.75
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +128.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -32.5%
% 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.
202615.09.0-12.514.8————————26.0%
20252.3-1.51.4-4.14.54.36.24.29.95.7-4.34.136.6%
2024-2.97.8-0.711.1-3.31.9-2.9-5.22.6-3.3-1.91.83.9%
202314.5-6.7-8.6-3.2-4.72.58.5-4.9-2.3-5.34.53.4-4.9%
2022-14.8-1.61.4-1.4-7.8-8.95.5-2.2-7.3-10.413.0-1.0-32.5%
20212.12.9-7.611.3-3.17.6-5.65.03.82.7-0.3-2.715.5%
20202.4-7.0-6.216.820.515.45.210.73.68.513.26.2128.6%
20190.59.82.05.2-6.72.5-2.4-1.6-0.8-1.14.52.214.0%
20187.1-2.14.21.67.8-4.80.8-5.2-5.2-10.45.1-5.7-8.2%
20174.52.87.3-1.37.83.98.13.0-1.44.64.9-1.152.1%
2016———-3.9-0.912.17.52.54.711.4-14.00.418.7%

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 29.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 30.4% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019614.286639066002
2016-05-019528.568670893274
2016-06-0110685.714585643027
2016-07-0111485.712019586013
2016-08-0111771.424972283668
2016-09-0112328.568437615364
2016-10-0113735.181749735959
2016-11-0111817.98141124971
2016-12-0111868.060346662638
2017-01-0112404.587876663636
2017-02-0112747.967128809647
2017-03-0113677.952846369582
2017-04-0113506.266136270457
2017-05-0114565.021260365558
2017-06-0115137.31612597707
2017-07-0116367.763792119056
2017-08-0116854.218218654885
2017-09-0116625.296773241622
2017-10-0117397.90154855709
2017-11-0118256.346762948237
2017-12-0118056.042685192046
2018-01-0119343.719254700405
2018-02-0118943.111099188016
2018-03-0119744.32741021279
2018-04-0120059.08929470173
2018-05-0121632.916212989734
2018-06-0120602.778456551696
2018-07-0120774.465166650825
2018-08-0119687.098506846418
2018-09-0118656.960750408383
2018-10-0116711.143044265067
2018-11-0117569.588258656215
2018-12-0116568.06786987525
2019-01-0116653.90830895093
2019-02-0118284.9641306053
2019-03-0118656.960750408383
2019-04-0119629.869603480038
2019-05-0118313.58149826237
2019-06-0118771.418557141133
2019-07-0118313.58149826237
2019-08-0118027.431149482734
2019-09-0117884.35597509292
2019-10-0117684.05189733672
2019-11-0118485.268208361496
2019-12-0118885.876363873882
2020-01-0119343.719254700405
2020-02-0117998.813781825666
2020-03-0116882.829754364193
2020-04-0119715.710042555722
2020-05-0123750.42062923217
2020-06-0127413.1404280533
2020-07-0128843.886340003715
2020-08-0131934.305441265577
2020-09-0133078.90100443636
2020-10-0135897.831273586584
2020-11-0140649.85977081612
2020-12-0143169.00459732442
2021-01-0144085.057791686326
2021-02-0145344.63020494048
2021-03-0141909.43218407027
2021-04-0146661.4606812998
2021-05-0145230.12574262565
2021-06-0148665.32376349586
2021-07-0145917.16418041013
2021-08-0148207.300082288784
2021-09-0150039.4064710126
2021-10-0151413.48334658157
2021-11-0151241.72082116157
2021-12-0149867.64394559259
2022-01-0142481.96615953993
2022-02-0141794.92772175543
2022-03-0142367.45586527734
2022-04-0141794.92772175543
2022-05-0138531.48639435747
2022-06-0135096.28837348726
2022-07-0137042.89922452591
2022-08-0136241.35049247883
2022-09-0133607.7012036557
2022-10-0130113.944595329896
2022-11-0134029.33353084196
2022-12-0133683.85477750245
2023-01-0138578.095320853354
2023-02-0135987.02508262412
2023-03-0132877.74546230724
2023-04-0131841.320866184207
2023-05-0130344.25987625773
2023-06-0131092.79037122097
2023-07-0133741.4335977344
2023-08-0132071.63614711205
2023-09-0131323.10565214881
2023-10-0129664.558028755
2023-11-0130997.146427961154
2023-12-0132040.044486097515
2024-01-0131113.02722994728
2024-02-0133546.4482563351
2024-03-0133314.6924843106
2024-04-0137022.761508911506
2024-05-0135806.05391169148
2024-06-0136501.315395817204
2024-07-0135458.417337680854
2024-08-0133604.3828253804
2024-09-0134473.46551248532
2024-10-0133350.66977004046
2024-11-0132710.426881080173
2024-12-0133292.466931398216
2025-01-0134049.10966569526
2025-02-0133525.27828596722
2025-03-0133990.906827053004
2025-04-0132594.02120379566
2025-05-0134049.10966569526
2025-06-0135504.20395954261
2025-07-0137715.940987687005
2025-08-0139287.43512687111
2025-09-0143187.077803431865
2025-10-0145664.150958801365
2025-11-0143681.288720488155
2025-12-0145489.19252600903
2026-01-0152312.571404910384
2026-02-0157036.44909030363
2026-03-0149921.47282341503
2026-04-0157328.04647829086
Annual Return Matrix
YearAnnual Return
20170.5213979502783281
2018-0.08240868950410152
20190.13989612501605997
20201.28578244215878
20210.15517243009775927
2022-0.3245348664506237
2023-0.048801133429147714
20240.03908928546725776
20250.36635091114584983
20260.2602564102564102
Total Factor Risk
0.29203882499454764
VTI.US Exposure
0.3038018484201248
VEA.US Exposure
0.18352614528841263
VWO.US Exposure
0.1813325116853118
QQQ.US Exposure
-0.09388882450231888
VTV.US Exposure
-0.061786909717902475
IJR.US Exposure
0.00800493997885883
QUAL.US Exposure
0.013419707129789021
SHV.US Exposure
0.25823652286751786
TLT.US Exposure
0.030924788317142772
LQD.US Exposure
-0.010537539071045288
HYG.US Exposure
-0.010829006370250726
GLD.US Exposure
0.0014335524562504578
USO.US Exposure
-0.0001720395882847823
VNQ.US Exposure
0.022062031081955622
BTC-USD.CC Exposure
0.001794102089628821
CPER.US Exposure
0.014146498584940255
VIX.INDX Exposure
-0.030274574123347067
UUP.US Exposure
0.029099887481670236
TIP.US Exposure
0.026219266400572552
Idiosyncratic Exposure
0.13348709159097358
Value Score
48.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.2%

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 →3.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.17%
Market Cap$728.0M
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 →
+7.2%
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 →
+25.8%
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 →
0.72
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Pacific Horizon Investment Trust a high-risk investment?

Pacific Horizon Investment Trust (PHI.LSE) has an annualized volatility of 29.2% and experienced a maximum drawdown of 42.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, PHI.LSE has generated a Compound Annual Growth Rate (CAGR) of 19.8%. 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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