Schroder Oriental Income Fund

10-Year Study

SOI.LSE · Financial Services · GB · Common Stock

Executive Summary: Schroder Oriental Income Fund has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 26.3% and an annualized volatility of 19.2%.

1Y CAGR
+53.7%
3Y CAGR
+21.2%
5Y CAGR
+11.5%
10Y CAGR
+12.2%

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 →
26.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +30.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -6.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.613.1-12.28.9————————15.3%
20252.9-1.8-2.9-1.95.05.56.50.04.65.70.53.030.1%
2024-3.73.33.41.61.74.21.8-3.62.0-1.62.40.912.7%
20237.6-4.0-2.10.6-2.1-0.42.0-3.91.4-4.83.76.13.1%
20220.9-2.23.0-2.12.5-5.42.21.9-8.7-3.912.71.00.3%
20211.73.02.84.4-2.9-3.4-1.31.8-2.9-1.70.15.56.7%
2020-7.4-10.1-8.710.2-4.710.9-1.86.5-1.7-2.212.45.95.9%
20194.32.80.04.8-3.96.93.2-6.50.40.01.02.415.7%
20182.0-1.6-2.32.70.0-5.57.1-2.41.0-6.10.7-0.9-6.0%
20170.35.42.2-2.82.80.82.53.1-3.94.7-2.41.914.8%
2016———3.0-1.89.212.1-1.14.02.4-3.42.228.7%

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 19.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 33.3% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110295.300628824563
2016-05-0110111.542853801133
2016-06-0111045.54470242514
2016-07-0112384.789950503013
2016-08-0112248.393012916002
2016-09-0112739.415490429554
2016-10-0113039.492002020816
2016-11-0112594.00285578296
2016-12-0112871.40204648201
2017-01-0112904.150956882226
2017-02-0113602.428877521352
2017-03-0113895.70706619471
2017-04-0113500.787045986553
2017-05-0113880.494092687863
2017-06-0113993.003494191778
2017-07-0114341.845992400824
2017-08-0114780.739871960857
2017-09-0114200.267059566955
2017-10-0114865.682358311418
2017-11-0114504.347840212607
2017-12-0114777.742761857264
2018-01-0115079.91481384616
2018-02-0114833.664450375492
2018-03-0114485.999678358916
2018-04-0114876.070715553944
2018-05-0114876.070715553944
2018-06-0114059.346028950946
2018-07-0115051.088950004305
2018-08-0114687.049722787622
2018-09-0114833.924362362794
2018-10-0113923.322714845684
2018-11-0114014.876712373274
2018-12-0113895.097897474468
2019-01-0114494.024460966903
2019-02-0114901.200955826333
2019-03-0114901.200955826333
2019-04-0115615.154818199686
2019-05-0115007.553692131003
2019-06-0116040.468296423123
2019-07-0116556.92153744438
2019-08-0115485.718648522645
2019-09-0115546.919799282969
2019-10-0115546.919799282969
2019-11-0115698.034253151025
2019-12-0116071.795813142775
2020-01-0114876.688006523791
2020-02-0113370.189394616247
2020-03-0112208.927002093917
2020-04-0113459.428551006915
2020-05-0112826.047404697585
2020-06-0114219.492424377795
2020-07-0113966.135092504299
2020-08-0114880.26179634921
2020-09-0114624.808924078085
2020-10-0114305.490803176772
2020-11-0116082.606527364671
2020-12-0117026.728698994302
2021-01-0117319.730731181153
2021-02-0117834.51891103375
2021-03-0118326.280513261194
2021-04-0119140.365468743148
2021-05-0118579.35356639858
2021-06-0117952.34026377818
2021-07-0117721.33536281277
2021-08-0118043.55312682243
2021-09-0117511.886912294325
2021-10-0117212.81755965386
2021-11-0117226.974640712288
2021-12-0118174.629990919326
2022-01-0118336.55515900928
2022-02-0117927.56740248833
2022-03-0118472.887118599465
2022-04-0118092.099812700922
2022-05-0118538.401183899103
2022-06-0117542.81643878342
2022-07-0117920.452311835903
2022-08-0118266.947479909617
2022-09-0116675.506381651514
2022-10-0116018.172721262263
2022-11-0118048.499576830796
2022-12-0118225.44278443712
2023-01-0119605.62417051526
2023-02-0118821.396604574777
2023-03-0118429.286882729335
2023-04-0118535.672108032417
2023-05-0118140.532787084976
2023-06-0118068.691489344423
2023-07-0118427.906100296786
2023-08-0117704.09994915472
2023-09-0117957.53038127464
2023-10-0117088.6202409709
2023-11-0117716.876247780594
2023-12-0118791.75039352299
2024-01-0118087.526986174307
2024-02-0118685.454512965545
2024-03-0119320.760632430844
2024-04-0119621.771202726475
2024-05-0119960.72080091879
2024-06-0120789.279605193693
2024-07-0121165.90019704578
2024-08-0120407.265839605065
2024-09-0120824.513923972496
2024-10-0120483.127650899212
2024-11-0120983.06835847711
2024-12-0121177.00331225339
2025-01-0121798.972697870184
2025-02-0121408.308736454117
2025-03-0120783.2528959881
2025-04-0120392.58893457203
2025-05-0121416.154829570838
2025-06-0122597.194899877028
2025-07-0124057.79467927673
2025-08-0124057.79467927673
2025-09-0125167.54576481539
2025-10-0126594.365108115268
2025-11-0126737.73905811145
2025-12-0127545.521147901294
2026-01-0129361.932315669605
2026-02-0133220.000877202954
2026-03-0129158.876075588905
2026-04-0131757.995948621898
Annual Return Matrix
YearAnnual Return
20170.14810668709523322
2018-0.059727989491127564
20190.1566522187701851
20200.05941668852404325
20210.06741760629526117
20220.0027958089679507303
20230.031072364923251605
20240.12693085363418444
20250.30072799922371307
20260.15292775831331684
Total Factor Risk
0.19203639300563724
VTI.US Exposure
0.03490763906603956
VEA.US Exposure
0.30499094174905456
VWO.US Exposure
0.11316988986888764
QQQ.US Exposure
-0.027255273301661474
VTV.US Exposure
-0.010821573969723719
IJR.US Exposure
0.001612539681389702
QUAL.US Exposure
-0.017867721280821935
SHV.US Exposure
0.3325205067366381
TLT.US Exposure
0.13018189592865473
LQD.US Exposure
-0.037002986655412184
HYG.US Exposure
-0.01832991437084176
GLD.US Exposure
0.010512049391201074
USO.US Exposure
-0.004798663352369253
VNQ.US Exposure
0.019483452264849006
BTC-USD.CC Exposure
0.001757069632404149
CPER.US Exposure
-0.001620748396918637
VIX.INDX Exposure
0.0020246215535190664
UUP.US Exposure
0.03663867752584425
TIP.US Exposure
-0.003161635670369784
Idiosyncratic Exposure
0.1330592335996368
Value Score
46.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
39.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
19.2%

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 →8.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.28%
Market Cap$820.9M
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$1.620.02%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 →
+3.4%
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 →
+17.3%
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 →
4.4% 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 →
0.55
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Schroder Oriental Income Fund a high-risk investment?

Schroder Oriental Income Fund (SOI.LSE) has an annualized volatility of 19.2% and experienced a maximum drawdown of 26.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, SOI.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 90% 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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