Tatton Asset Management plc

10-Year Study

TAM.LSE · Financial Services · GB · Common Stock

Executive Summary: Tatton Asset Management plc has compounded at 18.0% annually over the last 10 years, with a maximum drawdown of 40.1% and an annualized volatility of 28.6%.

1Y CAGR
+5.0%
3Y CAGR
+14.9%
5Y CAGR
+12.7%
10Y CAGR
+18.0%

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 →
40.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.13
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +127.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -21.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.0-8.2-6.77.2————————-5.5%
2025-3.1-3.0-4.41.3-0.611.48.0-1.1-3.66.9-4.3-5.70.1%
20240.06.40.4-0.411.08.92.72.3-5.11.23.2-1.931.3%
20231.6-0.1-3.85.1-2.7-2.68.75.9-2.4-6.115.71.520.7%
2022-17.5-6.1-3.2-4.41.5-10.97.2-4.0-3.7-5.732.4-1.7-21.2%
202111.56.39.721.2-5.38.715.03.8-3.39.312.3-1.0127.7%
20200.7-0.7-27.434.7-5.717.7-2.32.9-12.55.23.9-0.73.6%
2019-4.74.75.73.7-10.415.5-6.3-7.6-4.913.320.38.938.4%
201824.1-0.8-9.85.2-1.37.70.615.85.2-10.9-4.0-15.89.5%
2017———————-8.13.18.0-3.32.00.9%

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 28.6%. The dominant macroeconomic risk driver is VTI.US, accounting for 49.3% of variance. Idiosyncratic stock-specific factors contribute 41.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-07-0110000
2017-08-019190.603855483212
2017-09-019477.809159247417
2017-10-0110234.992363994097
2017-11-019895.56046644834
2017-12-0110094.588164293256
2018-01-0112525.74634533316
2018-02-0112420.04381572273
2018-03-0111204.461311699915
2018-04-0111785.828638060148
2018-05-0111627.271430141642
2018-06-0112525.74634533316
2018-07-0112600.13339969183
2018-08-0114592.465306863665
2018-09-0115346.316932817483
2018-10-0113677.073071490353
2018-11-0113127.71074795992
2018-12-0111057.776266733845
2019-01-0110540.296059930186
2019-02-0111030.543340904482
2019-03-0111656.96890503703
2019-04-0112092.74350734688
2019-05-0110839.892379081779
2019-06-0112521.882260093897
2019-07-0111739.261632023026
2019-08-0110844.841958231013
2019-09-0110313.782837044151
2019-10-0111683.362109162455
2019-11-0114054.07398153022
2019-12-0115300.80811266744
2020-01-0115414.150061681998
2020-02-0115300.80811266744
2020-03-0111107.251577208996
2020-04-0114960.789092629497
2020-05-0114110.744956037495
2020-06-0116604.21321831194
2020-07-0116228.127127038972
2020-08-0116691.790047727598
2020-09-0114605.320558640225
2020-10-0115358.76939125638
2020-11-0115962.583912434095
2020-12-0115845.21403004292
2021-01-0117664.481342134706
2021-02-0118779.515705868016
2021-03-0120598.77619095408
2021-04-0124970.886234093927
2021-05-0123650.447749170347
2021-06-0125719.255774452115
2021-07-0129572.663576763876
2021-08-0130707.77616432876
2021-09-0129692.149830929204
2021-10-0132440.313195714552
2021-11-0136445.068887901245
2021-12-0136084.22067340219
2022-01-0129769.48615176024
2022-02-0127965.27238728784
2022-03-0127063.165505051642
2022-04-0125860.36315574243
2022-05-0126251.270676440206
2022-06-0123378.350609071313
2022-07-0125070.205513353278
2022-08-0124055.091205382952
2022-09-0123163.026848565405
2022-10-0121840.30131672459
2022-11-0128915.332157722947
2022-12-0128418.394411140034
2023-01-0128884.269281682937
2023-02-0128853.213232648654
2023-03-0127766.169592379967
2023-04-0129194.85708004869
2023-05-0128418.394411140034
2023-06-0127672.994618271387
2023-07-0130089.0105006175
2023-08-0131866.41461361537
2023-09-0131104.67096904567
2023-10-0129200.30503061571
2023-11-0133780.66605633235
2023-12-0134296.39854967091
2024-01-0134296.39854967091
2024-02-0136488.27700712261
2024-03-0136617.21183720868
2024-04-0136488.27700712261
2024-05-0140485.22260476211
2024-06-0144095.37053914912
2024-07-0145269.506291427126
2024-08-0146313.18479134281
2024-09-0143964.91328678681
2024-10-0144486.749123241796
2024-11-0145890.53169403272
2024-12-0145030.91609541696
2025-01-0143642.29630433699
2025-02-0142319.802890690764
2025-03-0140468.31211158604
2025-04-0140997.30947704454
2025-05-0140732.810794315286
2025-06-0145357.137736888566
2025-07-0148980.345733223825
2025-08-0148443.57240824674
2025-09-0146699.067635828396
2025-10-0149919.693931679416
2025-11-0147789.04006155228
2025-12-0145058.23777232072
2026-01-0146423.6389169365
2026-02-0142600.51571201232
2026-03-0139733.17330831918
2026-04-0142600.51571201232
Annual Return Matrix
YearAnnual Return
20180.09541628511875233
20190.38371474911265024
20200.03558020683396257
20211.2772946206334357
2022-0.21244261672284537
20230.2068380096880731
20240.31299255897669354
20250.0006067315363043058
2026-0.054545454545454564
Total Factor Risk
0.28561420710254676
VTI.US Exposure
0.49250226910503203
VEA.US Exposure
-0.04416875199294266
VWO.US Exposure
0.006050301879775781
QQQ.US Exposure
-0.08233884270140965
VTV.US Exposure
-0.0548950731508806
IJR.US Exposure
0.042816657884551926
QUAL.US Exposure
-0.054170358188097255
SHV.US Exposure
0.11845879375166699
TLT.US Exposure
-0.012458381238637383
LQD.US Exposure
0.06658097496733195
HYG.US Exposure
-0.02264696907222116
GLD.US Exposure
-0.003133407023722086
USO.US Exposure
0.013062323988630884
VNQ.US Exposure
0.04366614424524555
BTC-USD.CC Exposure
-0.009034681008685944
CPER.US Exposure
0.010185995036360154
VIX.INDX Exposure
-0.0033159786013929656
UUP.US Exposure
-0.0010077360075902238
TIP.US Exposure
0.07719723538567125
Idiosyncratic Exposure
0.41664948274131347
Value Score
41.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
44.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.6%

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 →21.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.69%
Market Cap$350.6M
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 →
+1.4%
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 →
-7.5%
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 →
16.5% 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 →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Tatton Asset Management plc a high-risk investment?

Tatton Asset Management plc (TAM.LSE) has an annualized volatility of 28.6% and experienced a maximum drawdown of 40.1% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, TAM.LSE has generated a Compound Annual Growth Rate (CAGR) of 18.0%. It has had a positive return in 78% 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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