Temple Bar Investment Trust

10-Year Study

TMPL.LSE · Financial Services · GB · Common Stock

Executive Summary: Temple Bar Investment Trust has compounded at 10.8% annually over the last 10 years, with a maximum drawdown of 53.5% and an annualized volatility of 16.6%.

1Y CAGR
+33.6%
3Y CAGR
+27.1%
5Y CAGR
+16.2%
10Y CAGR
+10.8%

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 →
53.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +45.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -31.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.35.2-7.66.4————————4.9%
20253.55.7-0.30.56.72.64.53.44.73.21.22.645.4%
2024-2.10.24.17.36.2-4.69.5-3.8-1.3-1.32.91.719.1%
20237.93.8-5.52.8-6.71.06.3-2.03.3-5.33.63.912.5%
20229.4-0.2-3.6-2.95.4-7.00.0-0.2-6.85.29.2-3.33.6%
2021-4.69.415.4-2.33.2-6.5-3.64.7-0.42.4-0.93.520.0%
2020-11.0-9.3-34.9-2.50.74.2-8.74.4-9.47.035.11.8-31.6%
20199.13.42.82.1-7.63.7-1.4-5.98.14.34.38.634.3%
2018-1.2-2.8-2.37.20.51.6-1.1-2.80.2-4.6-1.2-3.3-9.7%
2017-0.25.0-2.82.63.2-4.42.91.72.40.3-3.53.911.0%
2016———4.8-0.1-1.97.40.60.71.03.46.224.0%

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 16.6%. The dominant macroeconomic risk driver is VEA.US, accounting for 57.6% of variance. Idiosyncratic stock-specific factors contribute 20.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110476.187692584232
2016-05-0110466.272139194785
2016-06-0110267.22306780061
2016-07-0111027.016046828885
2016-08-0111097.002170899712
2016-09-0111177.882981856072
2016-10-0111288.656592308542
2016-11-0111671.32242208399
2016-12-0112399.826971035915
2017-01-0112369.415376926207
2017-02-0112987.88431903092
2017-03-0112630.45675116199
2017-04-0112959.058336627555
2017-05-0113369.804838234722
2017-06-0112776.333028145704
2017-07-0113148.462212388667
2017-08-0113365.53756986373
2017-09-0113681.63693583826
2017-10-0113723.25010942182
2017-11-0113244.65842489571
2017-12-0113760.99789778577
2018-01-0113593.434544560436
2018-02-0113216.42430676983
2018-03-0112912.403356235802
2018-04-0113846.854752852822
2018-05-0113910.564192795768
2018-06-0114131.957967406543
2018-07-0113982.296681833493
2018-08-0113597.460683040603
2018-09-0113627.061203881169
2018-10-0113002.761302598283
2018-11-0112852.062427798037
2018-12-0112427.549601514587
2019-01-0113555.357942708999
2019-02-0114010.815771648531
2019-03-0114409.841899168245
2019-04-0114718.3054852666
2019-05-0113594.603659182627
2019-06-0114094.202872076206
2019-07-0113894.123518421226
2019-08-0113071.592925979698
2019-09-0114130.628099523805
2019-10-0114736.22947381804
2019-11-0115364.255927959153
2019-12-0116689.0089342278
2020-01-0114857.29129294578
2020-02-0113477.845643257824
2020-03-018776.959965861852
2020-04-018558.109015554339
2020-05-018615.702524629956
2020-06-018977.580035029596
2020-07-018195.398510986388
2020-08-018557.297942285195
2020-09-017753.984671445909
2020-10-018299.369335730991
2020-11-0111216.01073247223
2020-12-0111418.844812455745
2021-01-0110892.743232470404
2021-02-0111921.03069145092
2021-03-0113755.38614759926
2021-04-0113442.216875146596
2021-05-0113875.841488516737
2021-06-0112973.672269404926
2021-07-0112512.061974766122
2021-08-0113095.150585616819
2021-09-0113044.162574156573
2021-10-0113362.914368930193
2021-11-0113240.318086860832
2021-12-0113702.659078138504
2022-01-0114988.831301874892
2022-02-0114964.097220649193
2022-03-0114432.49349497317
2022-04-0114008.009896555275
2022-05-0114763.345626086455
2022-06-0113728.24807443168
2022-07-0113728.24807443168
2022-08-0113696.762356262838
2022-09-0112760.221167258653
2022-10-0113428.465164403087
2022-11-0114669.487642823791
2022-12-0114192.532718768747
2023-01-0115318.923508483753
2023-02-0115898.212496812333
2023-03-0115019.469411942651
2023-04-0115442.089733931432
2023-05-0114401.782315241528
2023-06-0114552.897687125927
2023-07-0115472.720537032801
2023-08-0115167.859285364073
2023-09-0115665.704826324369
2023-10-0114835.95495109082
2023-11-0115367.726736993782
2023-12-0115971.698657783341
2024-01-0115636.155454248525
2024-02-0115669.709043905368
2024-03-0116311.165702268883
2024-04-0117498.04355974943
2024-05-0118587.358802008246
2024-06-0117731.581512498196
2024-07-0119408.895647020912
2024-08-0118671.717728965614
2024-09-0118429.681774306802
2024-10-0118187.638512681602
2024-11-0118711.869509271444
2024-12-0119026.653621296005
2025-01-0119691.18567951499
2025-02-0120810.401028236312
2025-03-0120741.52556305656
2025-04-0120847.535031423606
2025-05-0122243.896308301366
2025-06-0122816.09023226654
2025-07-0123853.18258574542
2025-08-0124656.846590971363
2025-09-0125813.765886258294
2025-10-0126645.298661290683
2025-11-0126962.705974248787
2025-12-0127656.867781173893
2026-01-0128022.216100608155
2026-02-0129483.609378345216
2026-03-0127254.9846297962
2026-04-0129008.656563080676
Annual Return Matrix
YearAnnual Return
20170.10977338070356457
2018-0.09690055228376582
20190.3429042304682377
2020-0.3157865240855241
20210.20000396740584114
20220.03575026116002511
20230.1253592980385918
20240.19127301541116415
20250.45358549809401727
20260.04887714663143994
Total Factor Risk
0.16641987542629424
VTI.US Exposure
0.04822320047842698
VEA.US Exposure
0.5764921615367649
VWO.US Exposure
0.18797586077738943
QQQ.US Exposure
0.009412512792375958
VTV.US Exposure
0.1026713181484639
IJR.US Exposure
0.0896374874353577
QUAL.US Exposure
-0.14850261005365456
SHV.US Exposure
0.03261055692725318
TLT.US Exposure
-0.001607696529192336
LQD.US Exposure
-0.01901537341219969
HYG.US Exposure
0.021967032372567998
GLD.US Exposure
-0.012571592823493832
USO.US Exposure
0.0016527626924754289
VNQ.US Exposure
-0.04418405521763943
BTC-USD.CC Exposure
-0.001846116978368807
CPER.US Exposure
0.0038398870400180715
VIX.INDX Exposure
-0.03229145269829264
UUP.US Exposure
-0.026798183961236916
TIP.US Exposure
0.006106757325038325
Idiosyncratic Exposure
0.20622754414794645
Value Score
48.4
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
47.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.6%

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 →3.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →3.93%
Market Cap$1.1B
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
$274
Avg Yield on Cost
2.74%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$274.012.74%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 →
+3.0%
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 →
+9.6%
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 →
1.9% 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 →
0.54
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Temple Bar Investment Trust a high-risk investment?

Temple Bar Investment Trust (TMPL.LSE) has an annualized volatility of 16.6% and experienced a maximum drawdown of 53.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, TMPL.LSE has generated a Compound Annual Growth Rate (CAGR) of 10.8%. It has had a positive return in 80% 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 Temple Bar Investment Trust

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

Start a Free Backtest