Throgmorton Trust Plc

10-Year Study

THRG.LSE · Financial Services · GB · Common Stock

Executive Summary: Throgmorton Trust Plc has compounded at 7.2% annually over the last 10 years, with a maximum drawdown of 49.4% and an annualized volatility of 26.6%.

1Y CAGR
-4.2%
3Y CAGR
+0.0%
5Y CAGR
-7.6%
10Y CAGR
+7.2%

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 →
49.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
23.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +60.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -38.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.3-2.1-18.75.5————————-11.5%
20251.7-5.6-5.02.76.83.30.7-1.21.51.80.32.08.6%
2024-0.6-4.21.70.38.5-5.912.5-5.5-3.5-3.60.30.0-1.6%
20237.10.9-7.92.1-1.2-1.90.5-2.92.5-9.211.36.76.3%
2022-14.5-7.9-0.9-13.3-2.9-14.016.8-11.0-9.48.27.4-0.3-38.3%
2021-1.22.24.610.80.63.94.36.5-7.92.2-3.24.329.0%
20200.6-13.8-21.713.95.31.12.28.6-5.36.59.312.212.9%
201912.11.53.37.5-2.26.4-0.72.6-0.72.89.27.560.5%
20182.30.2-0.610.21.94.1-0.7-1.70.7-13.3-3.8-4.4-6.6%
20172.97.8-1.37.67.6-2.53.31.3-0.34.5-0.84.339.4%
2016———3.31.8-11.06.05.11.9-4.92.27.511.2%

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 26.6%. The dominant macroeconomic risk driver is HYG.US, accounting for 29.8% of variance. Idiosyncratic stock-specific factors contribute 15.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110332.8023760969
2016-05-0110522.978958605076
2016-06-019366.08565064026
2016-07-019929.376107531747
2016-08-0110438.574979614581
2016-09-0110641.461129526737
2016-10-0110120.327108125466
2016-11-0110343.101377401264
2016-12-0111122.811319866556
2017-01-0111445.041370628902
2017-02-0112342.489435266996
2017-03-0112180.72716339766
2017-04-0113106.817308699752
2017-05-0114105.702754043297
2017-06-0113749.8234782305
2017-07-0114202.759357931483
2017-08-0114389.116996351124
2017-09-0114340.370414799585
2017-10-0114982.233938037441
2017-11-0114868.48558747204
2017-12-0115502.221516978736
2018-01-0115859.717959970176
2018-02-0115894.118826103659
2018-03-0115795.194508009152
2018-04-0117410.987474167083
2018-05-0117740.741528093913
2018-06-0118466.196650565853
2018-07-0118334.295028995122
2018-08-0118019.615554566863
2018-09-0118152.1131743701
2018-10-0115734.038256253425
2018-11-0115137.800865222402
2018-12-0114475.316562373302
2019-01-0116230.90338147379
2019-02-0116473.637897287867
2019-03-0117011.554773376418
2019-04-0118289.101659836095
2019-05-0117885.66400276968
2019-06-0119028.73546637431
2019-07-0118894.25624735217
2019-08-0119383.920043610364
2019-09-0119248.83723402155
2019-10-0119789.15708387555
2019-11-0121612.7332554866
2019-12-0123233.685212714423
2020-01-0123368.764226136154
2020-02-0120138.415844290335
2020-03-0115769.403348826756
2020-04-0117953.91149464209
2020-05-0118909.630724050538
2020-06-0119114.43014217405
2020-07-0119539.691963817968
2020-08-0121219.419976038593
2020-09-0120088.173572906904
2020-10-0121390.820716139326
2020-11-0123379.070819774686
2020-12-0126224.32082774664
2021-01-0125915.802532498983
2021-02-0126478.542545162996
2021-03-0127689.979181819697
2021-04-0130666.65249430954
2021-05-0130839.71595559395
2021-06-0132051.152592250655
2021-07-0133435.64889402468
2021-08-0135603.40835065651
2021-09-0132792.612355157245
2021-10-0133521.33977365733
2021-11-0132445.60092565738
2021-12-0133833.65043982391
2022-01-0128940.78207115839
2022-02-0126668.411638137208
2022-03-0126423.1071172059
2022-04-0122918.71343342054
2022-05-0122252.880911201577
2022-06-0119133.972810332863
2022-07-0122347.667407172325
2022-08-0119884.144776701858
2022-09-0118018.90567132178
2022-10-0119497.019249604058
2022-11-0120939.938562831878
2022-12-0120869.553828890042
2023-01-0122347.667407172325
2023-02-0122545.793163558617
2023-03-0120762.10711568743
2023-04-0121190.193285643352
2023-05-0120940.47761855809
2023-06-0120548.06782687656
2023-07-0120655.085573198452
2023-08-0120057.124722310375
2023-09-0120559.448735800433
2023-10-0118657.78920339711
2023-11-0120774.73316741552
2023-12-0122174.064890161702
2024-01-0122030.54320114067
2024-02-0121107.114168965876
2024-03-0121472.920421708604
2024-04-0121546.083949957407
2024-05-0123375.12280600523
2024-06-0121985.049934781848
2024-07-0124728.61201502067
2024-08-0123358.374116821724
2024-09-0122549.10721742471
2024-10-0121739.84031802769
2024-11-0121813.410036154695
2024-12-0121813.410036154695
2025-01-0122181.258626789702
2025-02-0120934.396158886295
2025-03-0119878.24553305019
2025-04-0120406.322744051788
2025-05-0121801.949407722008
2025-06-0122518.62019955691
2025-07-0122669.49886039064
2025-08-0122397.38580749788
2025-09-0122739.040845239375
2025-10-0123156.619224701204
2025-11-0123232.542566421533
2025-12-0123688.082616743523
2026-01-0124940.817755129003
2026-02-0124409.354363086673
2026-03-0119853.953859866768
2026-04-0120954.84231481158
Annual Return Matrix
YearAnnual Return
20170.39373231021999566
2018-0.0662424384454009
20190.6050554136485939
20200.12871981296344748
20210.29016307656006957
2022-0.3831716779716585
20230.06250785579640916
2024-0.01626471536876506
20250.08594128921070343
2026-0.11538461538461542
Total Factor Risk
0.26551435051937733
VTI.US Exposure
0.12456950762835335
VEA.US Exposure
0.18217574823433705
VWO.US Exposure
0.0068778702124081366
QQQ.US Exposure
-0.0570678680424995
VTV.US Exposure
-0.14052554351707852
IJR.US Exposure
0.1558308326935498
QUAL.US Exposure
0.0952161031660489
SHV.US Exposure
0.19445970200693422
TLT.US Exposure
0.006205364910564875
LQD.US Exposure
-0.035895004218688756
HYG.US Exposure
0.2976975835231976
GLD.US Exposure
0.006424267978310859
USO.US Exposure
0.02376806220904331
VNQ.US Exposure
0.05178760529279517
BTC-USD.CC Exposure
-0.013501683233012774
CPER.US Exposure
0.0008289088550241427
VIX.INDX Exposure
-0.043385015299877115
UUP.US Exposure
-0.01226610712693647
TIP.US Exposure
0.00427207312620433
Idiosyncratic Exposure
0.15252759160132132
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
42.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.6%

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 →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 →3.56%
Market Cap$398.4M
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
$8
Avg Yield on Cost
0.08%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$7.860.08%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 →
-6.9%
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 →
-8.3%
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 →
17.1% 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 →
1.09
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Throgmorton Trust Plc a high-risk investment?

Throgmorton Trust Plc (THRG.LSE) has an annualized volatility of 26.6% and experienced a maximum drawdown of 49.4% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, THRG.LSE has generated a Compound Annual Growth Rate (CAGR) of 7.2%. It has had a positive return in 60% 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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