RIT Capital Partners

10-Year Study

RCP.LSE · Financial Services · GB · Common Stock

Executive Summary: RIT Capital Partners has compounded at 5.1% annually over the last 10 years, with a maximum drawdown of 33.5% and an annualized volatility of 16.9%.

1Y CAGR
+17.7%
3Y CAGR
+7.9%
5Y CAGR
-1.1%
10Y CAGR
+5.1%

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 →
33.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.09
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +35.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.30.5-5.84.9————————-4.0%
2025-0.7-1.9-2.00.40.92.40.30.54.17.32.32.516.8%
20240.7-7.00.112.6-7.0-0.45.2-4.70.72.03.53.77.9%
2023-7.90.3-2.25.5-7.91.23.9-1.30.8-7.3-0.16.4-9.6%
2022-7.3-2.93.8-0.8-3.8-1.45.8-10.0-9.08.4-1.6-3.4-21.5%
2021-2.23.015.43.52.0-3.45.14.7-3.82.51.93.035.1%
2020-3.1-8.0-4.23.0-2.4-0.7-3.55.52.2-0.06.25.7-0.4%
20192.73.04.00.1-3.84.02.6-0.90.90.12.1-2.512.5%
2018-2.91.3-1.65.71.82.01.9-1.2-1.9-0.2-0.5-5.0-1.0%
2017-1.51.9-1.1-0.00.61.81.80.6-0.31.00.30.55.8%
2016———0.3-3.64.16.0-1.21.31.33.04.416.3%

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 16.9%. The dominant macroeconomic risk driver is HYG.US, accounting for 24.5% of variance. Idiosyncratic stock-specific factors contribute 42.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110026.674483386405
2016-05-019665.73924321752
2016-06-0110063.380439929
2016-07-0110669.018178745506
2016-08-0110540.54914880096
2016-09-0110675.135959366242
2016-10-0110818.816905726477
2016-11-0111139.740420815753
2016-12-0111633.46851400905
2017-01-0111454.492343829887
2017-02-0111670.49806645991
2017-03-0111547.06622495704
2017-04-0111546.431395231386
2017-05-0111621.125329858762
2017-06-0111832.75778104541
2017-07-0112044.390959413873
2017-08-0112119.084894041245
2017-09-0112087.962239484386
2017-10-0112211.943103258582
2017-11-0112249.595123344214
2017-12-0112312.349459729361
2018-01-0111960.926484899814
2018-02-0112111.5367467878
2018-03-0111923.27446481418
2018-04-0112598.27880427167
2018-05-0112819.856921160184
2018-06-0113073.088535331473
2018-07-0113326.320149502764
2018-08-0113168.050481543434
2018-09-0112914.818867372143
2018-10-0112891.208000977915
2018-11-0112827.389797595486
2018-12-0112189.211399680287
2019-01-0112521.064457468916
2019-02-0112891.208000977915
2019-03-0113401.750719310072
2019-04-0113414.09972091489
2019-05-0112899.409884684233
2019-06-0113414.09972091489
2019-07-0113767.948574283695
2019-08-0113639.275933430577
2019-09-0113767.948574283695
2019-10-0113782.223153338138
2019-11-0114074.08266559257
2019-12-0113717.365807140182
2020-01-0113295.792329671658
2020-02-0112232.128943297925
2020-03-0111713.26871935065
2020-04-0112067.989463717226
2020-05-0111779.720775271802
2020-06-0111701.101513199912
2020-07-0111294.904295237562
2020-08-0111910.752393937077
2020-09-0112172.81490408581
2020-10-0112169.507681185165
2020-11-0112923.488328986361
2020-12-0113657.627093747333
2021-01-0113360.003211234902
2021-02-0113756.835054584813
2021-03-0115873.27082526919
2021-04-0116423.784546499242
2021-05-0116756.92398892095
2021-06-0116190.586791367683
2021-07-0117023.43539742195
2021-08-0117822.971077288592
2021-09-0117140.758184485883
2021-10-0117576.824395553747
2021-11-0117912.260278151407
2021-12-0118448.956817689483
2022-01-0117107.21474166248
2022-02-0116604.061644947804
2022-03-0117233.228805795115
2022-04-0117098.066067231302
2022-05-0116456.04378623501
2022-06-0116219.508993748344
2022-07-0117165.647436513213
2022-08-0115442.32470137006
2022-09-0114056.908085454625
2022-10-0115235.51419280746
2022-11-0114996.926566053306
2022-12-0114485.667573632067
2023-01-0113347.26516735835
2023-02-0113388.165508617505
2023-03-0113088.22700638371
2023-04-0113808.251899271649
2023-05-0112713.233887341647
2023-06-0112864.745854681876
2023-07-0113360.603136233367
2023-08-0113181.54334014533
2023-09-0113291.733927954752
2023-10-0112315.77012299335
2023-11-0112301.854044574355
2023-12-0113095.073423184402
2024-01-0113192.485972117376
2024-02-0112274.021887736362
2024-03-0112287.937966155358
2024-04-0113836.601809562862
2024-05-0112865.365413589385
2024-06-0112809.061179915036
2024-07-0113470.628653770484
2024-08-0112837.21329675221
2024-09-0112921.668920081918
2024-10-0113175.441557524555
2024-11-0113630.748272270543
2024-12-0114128.739832452946
2025-01-0114029.141374980103
2025-02-0113758.802808579785
2025-03-0113488.464969361285
2025-04-0113540.972586772607
2025-05-0113656.092012933073
2025-06-0113987.06154481487
2025-07-0114030.231420522772
2025-08-0114102.181698157154
2025-09-0114677.781010504943
2025-10-0115743.48632341891
2025-11-0116107.07723158101
2025-12-0116507.02723055932
2026-01-0115961.640868316172
2026-02-0116034.359049948593
2026-03-0115108.362816314091
2026-04-0115852.563595867541
Annual Return Matrix
YearAnnual Return
20170.05835585018370093
2018-0.010001182995319269
20190.12536942361176684
2020-0.004354969768448735
20210.3508171434945453
2022-0.21482457155828338
2023-0.09599793336269358
20240.07893551840942492
20250.1683297609206149
2026-0.03964757709251099
Total Factor Risk
0.16854912106171877
VTI.US Exposure
0.0690479851011566
VEA.US Exposure
0.01600734958396646
VWO.US Exposure
-0.009139423839937395
QQQ.US Exposure
0.044702845957586765
VTV.US Exposure
0.1011203896670657
IJR.US Exposure
0.020122515033744043
QUAL.US Exposure
-0.0740215709398584
SHV.US Exposure
0.02241590538129395
TLT.US Exposure
-0.003461177044262018
LQD.US Exposure
0.005669626479843601
HYG.US Exposure
0.24450440887532832
GLD.US Exposure
0.000010072645089806274
USO.US Exposure
0.006601985297576914
VNQ.US Exposure
0.03102759904384862
BTC-USD.CC Exposure
-0.006808389150481902
CPER.US Exposure
-0.006489496806461842
VIX.INDX Exposure
0.04601814458101025
UUP.US Exposure
-0.0003874335244391028
TIP.US Exposure
0.07096290351246093
Idiosyncratic Exposure
0.42209576014546873
Value Score
47.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.9%

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 →6.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.03%
Market Cap$2.9B
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
$2
Avg Yield on Cost
0.02%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$1.640.02%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 →
+0.8%
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 →
+4.1%
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 →
0.29
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is RIT Capital Partners a high-risk investment?

RIT Capital Partners (RCP.LSE) has an annualized volatility of 16.9% and experienced a maximum drawdown of 33.5% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, RCP.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.1%. It has had a positive return in 50% 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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