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The City of London Investment Trust plc (CTY.L)

Equity · Currency in GBp · Last updated May 21, 2022

Company Info

CTY.LShare Price Chart


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CTY.LPerformance

The chart shows the growth of £10,000 invested in The City of London Investment Trust plc on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly £28,729 for a total return of roughly 187.29%. All prices are adjusted for splits and dividends.


CTY.L (The City of London Investment Trust plc)
Benchmark (^GSPC)

CTY.LReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-0.95%-13.06%
YTD6.97%-19.11%
6M7.92%-19.08%
1Y11.29%-7.90%
5Y3.79%7.98%
10Y8.69%9.84%

CTY.LMonthly Returns Heatmap


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CTY.LSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current The City of London Investment Trust plc Sharpe ratio is 0.68. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


CTY.L (The City of London Investment Trust plc)
Benchmark (^GSPC)

CTY.LDividend History

The City of London Investment Trust plc granted a 4.71% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to £19.40 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend£19.40£19.15£19.00£18.80£17.95£16.95£16.05£15.45£14.88£14.41£13.91£13.30£12.83

Dividend yield

4.71%4.98%5.52%4.82%5.54%4.79%5.11%5.38%5.49%5.55%6.66%7.42%7.30%

CTY.LDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


CTY.L (The City of London Investment Trust plc)
Benchmark (^GSPC)

CTY.LWorst Drawdowns

The table below shows the maximum drawdowns of the The City of London Investment Trust plc. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the The City of London Investment Trust plc is 37.12%, recorded on Mar 23, 2020. It took 456 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.12%Jan 3, 202057Mar 23, 2020456Jan 12, 2022513
-15.35%May 29, 2015181Feb 11, 2016113Jul 25, 2016294
-15.31%Jul 8, 201124Aug 10, 2011133Feb 17, 2012157
-13.13%May 23, 2018153Dec 27, 201880Apr 23, 2019233
-12.75%Apr 16, 201027May 25, 201071Sep 3, 201098
-11.88%May 23, 201322Jun 24, 201384Oct 21, 2013106
-10.29%Jan 16, 201850Mar 26, 201830May 10, 201880
-9.59%Feb 14, 202216Mar 7, 202216Mar 29, 202232
-8.66%Jun 11, 201490Oct 15, 201423Nov 17, 2014113
-8.15%Mar 19, 201251Jun 1, 201220Jul 3, 201271

CTY.LVolatility Chart

Current The City of London Investment Trust plc volatility is 21.13%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


CTY.L (The City of London Investment Trust plc)
Benchmark (^GSPC)

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