Personal Assets Trust plc

10-Year Study

PNL.LSE · Financial Services · GB · Common Stock

Executive Summary: Personal Assets Trust plc has compounded at 4.0% annually over the last 10 years, with a maximum drawdown of 8.3% and an annualized volatility of 9.8%.

1Y CAGR
+6.0%
3Y CAGR
+4.9%
5Y CAGR
+2.9%
10Y CAGR
+4.0%

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 →
8.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +10.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -4.9%
% 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.
20260.71.7-5.23.2————————0.2%
20252.8-0.2-1.21.40.6-1.61.00.61.82.71.7-0.98.9%
20240.3-0.31.60.50.40.6-0.1-0.41.30.21.0-0.25.1%
20230.5-1.20.70.7-2.0-1.21.0-0.8-1.00.20.41.7-0.9%
2022-2.00.51.9-0.2-2.1-2.42.3-0.1-4.41.10.9-0.3-4.9%
2021-0.9-1.82.44.20.21.12.70.8-1.91.81.10.710.7%
20201.4-4.50.54.62.00.30.91.5-0.3-2.72.70.36.6%
20190.80.92.00.50.63.50.50.4-0.9-1.20.60.88.7%
2018-0.4-2.1-1.2-0.51.5-0.10.9-0.2-0.50.50.3-2.4-4.3%
20170.13.40.1-0.32.1-1.9-0.01.3-1.91.1-0.40.94.3%
2016———1.1-0.93.14.30.8-0.5-0.3-2.51.46.6%

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 9.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 77.1% of variance. Idiosyncratic stock-specific factors contribute 6.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110108.54783275227
2016-05-0110013.569498029108
2016-06-0110326.037486485524
2016-07-0110773.817335645093
2016-08-0110855.231606659543
2016-09-0110804.045742848502
2016-10-0110774.192303752425
2016-11-0110508.23122924599
2016-12-0110655.167101276442
2017-01-0110663.307713229826
2017-02-0111021.557133863342
2017-03-0111032.792591282316
2017-04-0111002.936435026042
2017-05-0111230.922478604401
2017-06-0111022.309787238204
2017-07-0111019.595344200347
2017-08-0111158.398755758
2017-09-0110941.256898530099
2017-10-0111060.684240715394
2017-11-0111014.541426231954
2017-12-0111109.921900664427
2018-01-0111061.064643143123
2018-02-0110830.34241924532
2018-03-0110694.997952619791
2018-04-0110640.709091862567
2018-05-0110803.578391294437
2018-06-0110790.386578532858
2018-07-0110885.394802018198
2018-08-0110858.625339746919
2018-09-0110804.333761829497
2018-10-0110858.625339746919
2018-11-0110885.772487285727
2018-12-0110628.250912354466
2019-01-0110709.692354970894
2019-02-0110804.708729936829
2019-03-0111022.277181315827
2019-04-0111076.574193553648
2019-05-0111144.44342098077
2019-06-0111538.483275743123
2019-07-0111592.783005141138
2019-08-0111633.88820461738
2019-09-0111525.28602866115
2019-10-0111389.533988005911
2019-11-0111457.41136691363
2019-12-0111552.821730108282
2020-01-0111715.729069782923
2020-02-0111186.282253710488
2020-03-0111240.948799735239
2020-04-0111756.836986419361
2020-05-0111987.629856482316
2020-06-0112028.737773118753
2020-07-0112137.348100555579
2020-08-0112314.224360808443
2020-09-0112273.494129439532
2020-10-0111947.649561328071
2020-11-0112273.494129439532
2020-12-0112314.604763236171
2021-01-0112205.986284318753
2021-02-0111988.749326483916
2021-03-0112274.25765145519
2021-04-0112790.211049984064
2021-05-0112817.366349003467
2021-06-0112953.525963688415
2021-07-0113306.558436741658
2021-08-0113415.562752407199
2021-09-0113157.571108761675
2021-10-0113388.4047362276
2021-11-0113537.769749475112
2021-12-0113633.199132791151
2022-01-0113361.62168815533
2022-02-0113429.518087184431
2022-03-0113687.90100189848
2022-04-0113660.742985718878
2022-05-0113375.57702293256
2022-06-0113050.436199312397
2022-07-0113349.198831729802
2022-08-0113335.993433167234
2022-09-0112752.034949201332
2022-10-0112887.838615900333
2022-11-0113010.061915929435
2022-12-0112969.701218347462
2023-01-0113037.605768857162
2023-02-0112874.635934497965
2023-03-0112970.084337935388
2023-04-0113065.152338945085
2023-05-0112807.109069255795
2023-06-0112658.284770887696
2023-07-0112780.518939557585
2023-08-0112672.24825714552
2023-09-0112550.008654155232
2023-10-0112577.17210465523
2023-11-0112631.501722815423
2023-12-0112849.200597883932
2024-01-0112889.949849374225
2024-02-0112849.200597883932
2024-03-0113053.324540602933
2024-04-0113121.239959753424
2024-05-0113175.572295073816
2024-06-0113257.502826525895
2024-07-0113243.9197426958
2024-08-0113189.965092642937
2024-09-0113366.556051075006
2024-10-0113393.7222187352
2024-11-0113529.561208516776
2024-12-0113502.77272612411
2025-01-0113883.131679289236
2025-02-0113855.962794468838
2025-03-0113693.327170814006
2025-04-0113883.512081716965
2025-05-0113965.021453338344
2025-06-0113748.099686086483
2025-07-0113883.94954450885
2025-08-0113965.83931855796
2025-09-0114210.378302062896
2025-10-0114590.772578310594
2025-11-0114835.308844655336
2025-12-0114699.836671500494
2026-01-0114808.523079422865
2026-02-0115053.067497248196
2026-03-0114265.091039811017
2026-04-0114727.008273481088
Annual Return Matrix
YearAnnual Return
20170.04267927429627161
2018-0.043355029190723315
20190.08699181317587068
20200.06593913166188448
20210.10707565487537951
2022-0.04866780775231372
2023-0.0092909326463948
20240.05086480853507824
20250.08865319513675884
20260.001848428835489857
Total Factor Risk
0.09809941857253039
VTI.US Exposure
0.018822237678906673
VEA.US Exposure
0.025999802684140243
VWO.US Exposure
0.0007583631796739515
QQQ.US Exposure
-0.002209406950399271
VTV.US Exposure
-0.012810911220941232
IJR.US Exposure
-0.010366454835263175
QUAL.US Exposure
0.045923098298817376
SHV.US Exposure
0.7708981907624151
TLT.US Exposure
0.008183471901094625
LQD.US Exposure
-0.009519932288449467
HYG.US Exposure
0.0023595209208648145
GLD.US Exposure
0.05203432379558913
USO.US Exposure
0.005475597221322352
VNQ.US Exposure
0.0019116246592837437
BTC-USD.CC Exposure
-0.0006401983825803422
CPER.US Exposure
-0.007410091733373269
VIX.INDX Exposure
0.0037882026607002728
UUP.US Exposure
0.0024985702132495837
TIP.US Exposure
0.03485506445564387
Idiosyncratic Exposure
0.06944892697930499
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.8%

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 →18.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.06%
Market Cap$1.6B
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%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$0.380.00%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 →
+0.4%
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 →
+1.9%
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 →
2.2% 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 →
0.18
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Personal Assets Trust plc a high-risk investment?

Personal Assets Trust plc (PNL.LSE) has an annualized volatility of 9.8% and experienced a maximum drawdown of 8.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, PNL.LSE has generated a Compound Annual Growth Rate (CAGR) of 4.0%. 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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