Schroder Asia Pacific Fund

10-Year Study

SDP.LSE · Financial Services · GB · Common Stock

Executive Summary: Schroder Asia Pacific Fund has compounded at 12.8% annually over the last 10 years, with a maximum drawdown of 28.4% and an annualized volatility of 24.2%.

1Y CAGR
+44.6%
3Y CAGR
+17.4%
5Y CAGR
+5.6%
10Y CAGR
+12.8%

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 →
28.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +41.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.0%
% 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.
20265.89.1-12.99.8————————10.3%
20251.3-1.5-2.8-2.54.15.76.33.05.24.2-1.31.625.3%
2024-4.62.73.32.00.85.10.7-2.44.2-2.6-0.22.712.0%
20237.8-5.00.8-4.3-1.81.43.4-5.20.6-5.34.74.20.2%
2022-3.7-3.5-1.5-2.80.2-2.72.9-0.2-7.4-8.215.4-0.6-13.0%
20212.11.3-0.80.8-2.5-0.6-4.72.0-3.20.7-1.44.3-2.3%
2020-5.6-1.9-9.77.33.79.0-1.96.14.75.19.06.534.7%
20195.50.94.54.2-7.26.32.0-5.9-0.8-0.64.44.417.9%
2018-0.50.0-3.71.83.3-3.2-1.1-0.4-3.6-10.57.0-0.5-11.7%
20175.73.34.21.56.10.75.51.0-2.54.72.62.741.6%
2016———-2.60.610.710.53.12.15.7-7.80.823.8%

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 24.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.1% of variance. Idiosyncratic stock-specific factors contribute 5.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019742.647124424768
2016-05-019797.792576017928
2016-06-0110845.587382478001
2016-07-0111985.294248849536
2016-08-0112352.942488495377
2016-09-0112610.29536407061
2016-10-0113327.204078318853
2016-11-0112288.6031543805
2016-12-0112383.18282309739
2017-01-0113091.861205830553
2017-02-0113530.120782903035
2017-03-0114098.928138722795
2017-04-0114304.070824567696
2017-05-0115180.58997871266
2017-06-0115292.486800243385
2017-07-0116141.036209889959
2017-08-0116294.892109052562
2017-09-0115889.268361445824
2017-10-0116635.2441977278
2017-11-0117073.503774800283
2017-12-0117529.740715561526
2018-01-0117442.905141972104
2018-02-0117442.905141972104
2018-03-0116801.064188556225
2018-04-0117103.10620294882
2018-05-0117669.433307103332
2018-06-0117103.10620294882
2018-07-0116914.33050156398
2018-08-0116838.821113186907
2018-09-0116234.737084401715
2018-10-0114535.751311053893
2018-11-0115555.143667239445
2018-12-0115474.24553064003
2019-01-0116325.32872256333
2019-02-0116480.072337699647
2019-03-0117215.101163933927
2019-04-0117930.783135002417
2019-05-0116634.81595283596
2019-06-0117679.327548458583
2019-07-0118027.499567294224
2019-08-0116963.64111650581
2019-09-0116828.244356535284
2019-10-0116731.527924243477
2019-11-0117466.55675047776
2019-12-0118240.27036527505
2020-01-0117221.217036295537
2020-02-0116885.48196286046
2020-03-0115246.303265188866
2020-04-0116352.25462013786
2020-05-0116964.47530186804
2020-06-0118485.15506925969
2020-07-0118129.671661072716
2020-08-0119235.62301602171
2020-09-0120144.08210168318
2020-10-0121171.035656740303
2020-11-0123066.947167070823
2020-12-0124576.876203323536
2021-01-0125097.233894869445
2021-02-0125417.454012743856
2021-03-0125217.316439072347
2021-04-0125417.454012743856
2021-05-0124777.01377699504
2021-06-0124616.903718057838
2021-07-0123456.110251647406
2021-08-0123936.435967574722
2021-09-0123175.917648507297
2021-10-0123336.0277074445
2021-11-0123015.807589570093
2021-12-0124013.716327014936
2022-01-0123118.287484364602
2022-02-0122304.265319122736
2022-03-0121978.651992141706
2022-04-0121368.135368210307
2022-05-0121408.836476472403
2022-06-0120839.0209608031
2022-07-0121449.537584734495
2022-08-0121408.836476472403
2022-09-0119821.488793366487
2022-10-0118193.440001998475
2022-11-0121001.825393851475
2022-12-0120881.68039726851
2023-01-0122507.199867244082
2023-02-0121381.839204749234
2023-03-0121548.56029420424
2023-04-0120631.598763086
2023-05-0120256.478542254386
2023-06-0120548.238218358503
2023-07-0121256.800618100126
2023-08-0120152.281207008225
2023-09-0120277.319793657334
2023-10-0119193.637173084095
2023-11-0120089.757452799382
2023-12-0120932.71737443057
2024-01-0119971.521714692542
2024-02-0120505.520790397324
2024-03-0121189.035324850516
2024-04-0121616.236369768052
2024-05-0121787.115003381346
2024-06-0122897.83058275208
2024-07-0123068.709216365376
2024-08-0122513.351426680016
2024-09-0123453.188372437442
2024-10-0122855.108693906608
2024-11-0122812.391265945433
2024-12-0123434.32775365926
2025-01-0123740.37564214429
2025-02-0123390.611087617115
2025-03-0122734.798644604918
2025-04-0122166.42845544558
2025-05-0123084.563199132088
2025-06-0124396.188085156493
2025-07-0125926.414144928774
2025-08-0126713.38550783599
2025-09-0128112.45264771326
2025-10-0129292.91415295837
2025-11-0128899.42401062047
2025-12-0129352.618628295924
2026-01-0131047.75465850146
2026-02-0133858.11176121065
2026-03-0129486.44515699636
2026-04-0132386.019945505835
Annual Return Matrix
YearAnnual Return
20170.41560864972974976
2018-0.11725759201314312
20190.17875022269474172
20200.3473964865187422
2021-0.02291421707338226
2022-0.1304269562900996
20230.0024441029740467357
20240.1195071970103807
20250.2525479261385051
20260.10334346504559266
Total Factor Risk
0.24186212409902597
VTI.US Exposure
-0.0038000754792859217
VEA.US Exposure
0.11898093054865841
VWO.US Exposure
0.2001563840128962
QQQ.US Exposure
-0.01538265679020207
VTV.US Exposure
-0.018284873360930754
IJR.US Exposure
0.011406764981019897
QUAL.US Exposure
0.018991446942699775
SHV.US Exposure
0.5713997800681401
TLT.US Exposure
0.05086228001193731
LQD.US Exposure
-0.010880206396752332
HYG.US Exposure
-0.008104029868049685
GLD.US Exposure
0.005881029090830381
USO.US Exposure
-0.003514163369029375
VNQ.US Exposure
0.009986957423933195
BTC-USD.CC Exposure
-0.0016398873468004903
CPER.US Exposure
-0.01335223462134116
VIX.INDX Exposure
0.0038363227498391947
UUP.US Exposure
0.016872208763113183
TIP.US Exposure
0.012786504932214664
Idiosyncratic Exposure
0.05379751770710949
Value Score
46.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.2%

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 →7.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.91%
Market Cap$863.7M
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 →
+2.9%
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 →
+11.6%
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 →
4.3% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schroder Asia Pacific Fund a high-risk investment?

Schroder Asia Pacific Fund (SDP.LSE) has an annualized volatility of 24.2% and experienced a maximum drawdown of 28.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SDP.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.8%. 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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