Royal Mint Responsibly Sourced Physical Gold ETC GBP

10-Year Study

RMAP.LSE · · GB · ETF

Executive Summary: Royal Mint Responsibly Sourced Physical Gold ETC GBP has compounded at 17.7% annually over the last 10 years, with a maximum drawdown of 18.7% and an annualized volatility of 24.1%.

1Y CAGR
+50.1%
3Y CAGR
+31.3%
5Y CAGR
+21.7%
10Y CAGR
+17.7%

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 →
18.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.98
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.58
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +53.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -2.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202613.36.9-9.71.2————————10.7%
20258.50.26.62.7-1.6-1.73.92.012.26.34.70.853.5%
2024-0.60.38.54.5-0.20.62.31.13.08.5-1.7-0.628.0%
20233.6-3.76.0-1.10.6-5.31.50.0-0.88.0-1.80.67.1%
2022-0.85.94.32.7-3.81.8-2.51.81.5-5.13.02.911.7%
2021-2.2-8.1-1.53.74.9-4.52.60.6-0.9-0.43.30.5-2.8%
2020——1.34.82.92.84.5-2.5-0.5-1.0-8.34.47.8%

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 24.1%. The dominant macroeconomic risk driver is GLD.US, accounting for 40.8% of variance. Idiosyncratic stock-specific factors contribute 36.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-02-0110000
2020-03-0110126.730356794698
2020-04-0110610.255410411386
2020-05-0110916.357964515499
2020-06-0111224.410216416456
2020-07-0111731.331643595242
2020-08-0111440.82667186586
2020-09-0111378.436342366933
2020-10-0111265.353870150127
2020-11-0110329.498927666213
2020-12-0110781.828816533436
2021-01-0110542.015987521932
2021-02-019688.048352505362
2021-03-019539.871319945409
2021-04-019892.766621173718
2021-05-0110380.191070384091
2021-06-019908.36420354845
2021-07-0110168.64885942679
2021-08-0110230.064340027297
2021-09-0110134.529147982063
2021-10-0110089.686098654709
2021-11-0110426.008968609865
2021-12-0110478.650809124585
2022-01-0110390.914408266719
2022-02-0111000.194969779684
2022-03-0111476.896081107428
2022-04-0111785.923181906806
2022-05-0111340.417235328523
2022-06-0111544.160655098458
2022-07-0111255.605381165919
2022-08-0111463.24819652954
2022-09-0111639.695847143692
2022-10-0111050.887112497563
2022-11-0111380.386040163774
2022-12-0111708.910118931566
2023-01-0112129.069994150906
2023-02-0111682.589198674204
2023-03-0112385.455254435563
2023-04-0112254.825502047182
2023-05-0112325.989471631898
2023-06-0111678.689803080522
2023-07-0111851.238058100995
2023-08-0111856.112302593097
2023-09-0111755.70286605576
2023-10-0112692.532657438098
2023-11-0112463.443166309222
2023-12-0112539.48138038604
2024-01-0112465.392864106065
2024-02-0112505.361668941316
2024-03-0113563.072723727822
2024-04-0114178.202378631313
2024-05-0114146.032364983428
2024-06-0114225.96997465393
2024-07-0114548.644960031197
2024-08-0114710.469877169038
2024-09-0115153.051277052056
2024-10-0116435.952427373755
2024-11-0116153.24624683174
2024-12-0116049.912263599143
2025-01-0117406.90193020082
2025-02-0117445.89588613765
2025-03-0118597.19243517255
2025-04-0119093.39052446871
2025-05-0118788.262819263015
2025-06-0118472.411776174693
2025-07-0119185.026320920257
2025-08-0119564.242542405926
2025-09-0121955.546890232017
2025-10-0123349.580814973677
2025-11-0124447.26067459544
2025-12-0124636.381360889063
2026-01-0127921.62214856697
2026-02-0129859.621758627414
2026-03-0126956.521739130436
2026-04-0127267.498537726653
Annual Return Matrix
YearAnnual Return
2021-0.02811934900542501
20220.11740627035073037
20230.07093497627175083
20240.27995024488843967
20250.5349854227405249
20260.10679803735359283
Total Factor Risk
0.2407417749759206
VTI.US Exposure
0.03647283022019061
VEA.US Exposure
-0.003501374291714012
VWO.US Exposure
-0.0013388075814763866
QQQ.US Exposure
0.0057472313367298725
VTV.US Exposure
0.00011802558459201454
IJR.US Exposure
0.011101986398918195
QUAL.US Exposure
0.00023563046567848624
SHV.US Exposure
0.08735723299777301
TLT.US Exposure
0.0008733689076959963
LQD.US Exposure
0.03906959236371347
HYG.US Exposure
0.009402747600306686
GLD.US Exposure
0.4082655953897604
USO.US Exposure
-0.00045039992309006465
VNQ.US Exposure
0.006515013782926215
BTC-USD.CC Exposure
0.00017602435703694273
CPER.US Exposure
-0.006321078299066741
VIX.INDX Exposure
-0.002259777684765952
UUP.US Exposure
0.05127049228258338
TIP.US Exposure
-0.003703625931540879
Idiosyncratic Exposure
0.3609692920237489
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
24.1%

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$0
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 →
-2.8%
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 →
+13.4%
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 →
13.7% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Royal Mint Responsibly Sourced Physical Gold ETC GBP a high-risk investment?

Royal Mint Responsibly Sourced Physical Gold ETC GBP (RMAP.LSE) has an annualized volatility of 24.1% and experienced a maximum drawdown of 18.7% over the last 10 years. Its primary macro risk driver is GLD.US.

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

Over the past 10 years, RMAP.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.7%. It has had a positive return in 83% 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.

Run a Full Backtest on Royal Mint Responsibly Sourced Physical Gold ETC GBP

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest