VinaCapital Vietnam Opportunity Fund

10-Year Study

VOF.LSE · Financial Services · GB · Common Stock

Executive Summary: VinaCapital Vietnam Opportunity Fund has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 23.3% and an annualized volatility of 29.8%.

1Y CAGR
+16.3%
3Y CAGR
+5.4%
5Y CAGR
+3.1%
10Y CAGR
+12.1%

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 →
23.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +30.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.0%
% 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.
2026-2.17.6-8.55.2————————1.4%
20250.1-4.8-5.5-5.66.40.710.76.9-2.2-4.82.4-0.22.5%
2024-0.71.80.24.21.73.2-0.2-5.00.5-4.5-2.07.26.0%
20235.6-4.9-3.7-1.83.9-1.610.1-5.3-1.2-0.54.00.94.6%
2022-0.6-3.82.52.4-4.8-2.56.00.6-6.9-9.02.23.4-11.0%
2021-3.4-0.62.59.51.44.7-4.9-1.10.912.7-0.82.224.0%
2020-5.4-14.9-1.76.614.53.0-7.03.91.32.816.911.330.2%
2019-3.34.3-0.91.13.4-1.22.1-0.6-1.31.5-2.60.73.1%
20189.7-1.6-2.5-1.5-4.70.6-1.86.22.9-4.31.6-0.63.1%
2017-1.30.73.6-0.51.53.23.11.0-1.92.85.84.124.0%
2016———8.00.39.86.41.65.34.20.49.254.4%

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 29.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.1% of variance. Idiosyncratic stock-specific factors contribute 13.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110795.776788961628
2016-05-0110830.989157119475
2016-06-0111887.324684033458
2016-07-0112647.889104837242
2016-08-0112845.076945808327
2016-09-0113521.13026232042
2016-10-0114084.513945717401
2016-11-0114140.845210492816
2016-12-0115436.620578741587
2017-01-0115239.439841334786
2017-02-0115352.116578014184
2017-03-0115901.413893435169
2017-04-0115816.902789143478
2017-05-0116056.342630478266
2017-06-0116577.46720994726
2017-07-0117084.512525004546
2017-08-0117253.22217675941
2017-09-0116918.28201718494
2017-10-0117388.630319148935
2017-11-0118390.65909710856
2017-12-0119140.71024277141
2018-01-0121001.410767866884
2018-02-0120655.232769594473
2018-03-0120135.96932396799
2018-04-0119838.564398072376
2018-05-0118904.985565557374
2018-06-0119021.682919621744
2018-07-0118671.590857428622
2018-08-0119838.564398072376
2018-09-0120422.051168394253
2018-10-0119546.821012911434
2018-11-0119856.912904619017
2018-12-0119738.716698490636
2019-01-0119088.634013002364
2019-02-0119916.00745590107
2019-03-0119738.716698490636
2019-04-0119959.552304964538
2019-05-0120647.809544917254
2019-06-0120408.412324968172
2019-07-0120827.359235770135
2019-08-0120707.657074013456
2019-09-0120438.339641298415
2019-10-0120753.08436761229
2019-11-0120207.75084106201
2019-12-0120359.23434942717
2020-01-0119268.560192762317
2020-02-0116390.394844517185
2020-03-0116117.7245294599
2020-04-0117188.991748499728
2020-05-0119684.16132478632
2020-06-0120269.45240043644
2020-07-0118852.440500545552
2020-08-0119591.751057010362
2020-09-0119838.1879091653
2020-10-0120392.67082651391
2020-11-0123834.62476132024
2020-12-0126517.584163029638
2021-01-0125612.867112202217
2021-02-0125456.87994408074
2021-03-0126080.821513002364
2021-04-0128570.62079468994
2021-05-0128980.119964993628
2021-06-0130334.627602745953
2021-07-0128854.11694171667
2021-08-0128539.116487088562
2021-09-0128791.122533642476
2021-10-0132445.13206946717
2021-11-0132181.099688579736
2021-12-0132882.072308601564
2022-01-0132690.901186579376
2022-02-0131448.260479178032
2022-03-0132244.825763775225
2022-04-0133018.87274959083
2022-05-0131438.869567194033
2022-06-0130664.98596335697
2022-07-0132502.955082742315
2022-08-0132696.420656028367
2022-09-0130439.270208219674
2022-10-0127698.445171849424
2022-11-0128306.446342516818
2022-12-0129256.54806555737
2023-01-0130894.651300236404
2023-02-0129387.594619476266
2023-03-0128306.446342516818
2023-04-0127807.143912529547
2023-05-0128900.872601836694
2023-06-0128436.86778277869
2023-07-0131320.32528641571
2023-08-0129663.163188761588
2023-09-0129298.59406255683
2023-10-0129166.020242316783
2023-11-0130341.603302873245
2023-12-0130610.110929259863
2024-01-0130408.73198536097
2024-02-0130945.747238134205
2024-03-0131012.875920621926
2024-04-0132306.42787324968
2024-05-0132852.9761092926
2024-06-0133913.850813784324
2024-07-0133845.40797190398
2024-08-0132168.540586924893
2024-09-0132339.644139843607
2024-10-0130880.91300691034
2024-11-0130257.056680760135
2024-12-0132440.55737406801
2025-01-0132475.21566421167
2025-02-0130915.578400618288
2025-03-0129217.30087288598
2025-04-0127591.458390161846
2025-05-0129346.635467812328
2025-06-0129557.263252409528
2025-07-0132716.587675031824
2025-08-0134963.2177441353
2025-09-0134190.939545826506
2025-10-0132534.324422622292
2025-11-0133315.71649390798
2025-12-0133244.68085106383
2026-01-0132534.324422622292
2026-02-0135020.57192216766
2026-03-0132037.074922713215
2026-04-0133706.41252955082
Annual Return Matrix
YearAnnual Return
20170.2399547002619784
20180.03124264711885827
20190.03143657515404641
20200.3024843522062872
20210.2400101044817342
2022-0.11025838666791676
20230.046265296256737365
20240.05979875241348598
20250.024787597442410325
20260.01388888888888884
Total Factor Risk
0.2983210795602258
VTI.US Exposure
0.004062634617315999
VEA.US Exposure
0.03519977579580832
VWO.US Exposure
0.060748361863664696
QQQ.US Exposure
0.001621582210241884
VTV.US Exposure
0.0012183927217075997
IJR.US Exposure
-0.01801832226028894
QUAL.US Exposure
0.017084201437029024
SHV.US Exposure
0.7209900902350636
TLT.US Exposure
0.03170615713493949
LQD.US Exposure
-0.01627882179953817
HYG.US Exposure
0.008489479719457987
GLD.US Exposure
0.00024118382489587487
USO.US Exposure
-0.0003820829708523882
VNQ.US Exposure
-0.009779575267309383
BTC-USD.CC Exposure
0.007164658929771295
CPER.US Exposure
-0.007714735295989669
VIX.INDX Exposure
0.015421680174972814
UUP.US Exposure
0.002831046484827123
TIP.US Exposure
0.011820083758983897
Idiosyncratic Exposure
0.13357420868529915
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
38.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
29.8%

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 →3.19%
Market Cap$573.8M
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
$384
Avg Yield on Cost
3.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$383.553.84%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 →
+2.0%
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 →
+1.6%
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 →
3.8% 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 →
0.30
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is VinaCapital Vietnam Opportunity Fund a high-risk investment?

VinaCapital Vietnam Opportunity Fund (VOF.LSE) has an annualized volatility of 29.8% and experienced a maximum drawdown of 23.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, VOF.LSE has generated a Compound Annual Growth Rate (CAGR) of 12.1%. 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.

Run a Full Backtest on VinaCapital Vietnam Opportunity Fund

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

Start a Free Backtest