Fastighets AB Balder Series B

10-Year Study

0H2Z.LSE · · GB · Common Stock

Executive Summary: Fastighets AB Balder Series B has compounded at 5.5% annually over the last 10 years, with a maximum drawdown of 67.9% and an annualized volatility of 39.8%.

1Y CAGR
-9.9%
3Y CAGR
+19.6%
5Y CAGR
-6.9%
10Y CAGR
+5.5%

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 →
67.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
36.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +71.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -54.6%
% 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.
2026-0.60.5-18.810.8————————-10.2%
20253.2-3.5-18.010.9-2.95.8-4.9-0.4-1.15.4-3.60.5-11.0%
2024-1.9-8.521.3-9.1-0.42.09.42.710.2-7.62.2-9.36.6%
20239.6-4.8-17.211.9-23.98.724.45.9-6.3-6.937.715.145.4%
2022-6.4-2.74.8-20.9-13.3-30.930.5-7.8-25.0-6.311.07.0-54.6%
2021-2.6-3.37.012.76.93.110.63.7-14.417.98.7-3.751.7%
20205.4-1.3-20.98.2-0.9-7.41.2-2.129.6-7.93.0-0.8-1.1%
201912.7-3.98.71.12.80.77.210.80.70.56.78.871.9%
2018-3.7-2.41.97.81.22.19.71.2-4.9-6.58.80.715.5%
2017-2.310.4-7.07.510.30.5—-4.40.93.3-1.41.819.6%
2016———4.65.3-1.19.03.0-5.0-10.8-5.6-4.6-6.6%

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 39.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 46.9% of variance. Idiosyncratic stock-specific factors contribute 27.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110458.41214176014
2016-05-0111015.318212333661
2016-06-0110890.277211515177
2016-07-0111873.990306946689
2016-08-0112232.007921204857
2016-09-0111622.682112607408
2016-10-0110369.482516024806
2016-11-019792.405575498218
2016-12-019344.630655430654
2017-01-019129.433836174525
2017-02-0110083.442413392479
2017-03-019377.768513210694
2017-04-0110083.902235655845
2017-05-0111126.595200068667
2017-06-0111184.379531165223
2017-08-0110693.442627976201
2017-09-0110785.591009555106
2017-10-0111138.673198186461
2017-11-0110982.732141269662
2017-12-0111177.022374951337
2018-01-0110759.871617624069
2018-02-0110504.394368096919
2018-03-0110708.770036755126
2018-04-0111546.167687983007
2018-05-0111689.724198606433
2018-06-0111934.962739069259
2018-07-0113089.637752020919
2018-08-0113242.911839810185
2018-09-0112599.160671095266
2018-10-0111781.688651279992
2018-11-0112813.74439400024
2018-12-0112905.7088466738
2019-01-0114540.62223148679
2019-02-0113968.4194069519
2019-03-0115184.37340020171
2019-04-0115347.8861970553
2019-05-0115777.053642865245
2019-06-0115889.434204032335
2019-07-0117033.90116273723
2019-08-0118873.19021620843
2019-09-0119006.017540686607
2019-10-0119108.22070242449
2019-11-0120385.48433079001
2019-12-0122183.910512456583
2020-01-0123379.448397212866
2020-02-0123083.138930698657
2020-03-0118270.30191929813
2020-04-0119762.179925386175
2020-05-0119583.370374571216
2020-06-0118142.59394935211
2020-07-0118367.38572650385
2020-08-0117984.200507030684
2020-09-0123302.811353318233
2020-10-0121453.31424560027
2020-11-0122107.15084929172
2020-12-0121933.5526174616
2021-01-0121356.230438394545
2021-02-0120651.16963456392
2021-03-0122102.154114029792
2021-04-0124917.308629637693
2021-05-0126647.251948880028
2021-06-0127465.061171688438
2021-07-0130389.193563714503
2021-08-0131513.213759108316
2021-09-0126967.257589366458
2021-10-0131793.88926866802
2021-11-0134553.77314821911
2021-12-0133268.1407546603
2022-01-0131151.302983020298
2022-02-0130307.46782010527
2022-03-0131748.24424532438
2022-04-0125120.335486323358
2022-05-0121785.244610116704
2022-06-0115046.488030826484
2022-07-0119634.839813250852
2022-08-0118109.517401207188
2022-09-0113576.46690965719
2022-10-0112720.216545631229
2022-11-0114122.674448903019
2022-12-0115106.786056962783
2023-01-0116549.892248316286
2023-02-0115750.475916042586
2023-03-0113036.329024287814
2023-04-0114590.099107025166
2023-05-0111098.055564922306
2023-06-0112060.003739887741
2023-07-0115006.606113183718
2023-08-0115890.629741917093
2023-09-0114890.33239018678
2023-10-0113868.239463172835
2023-11-0119091.82037503104
2023-12-0121970.614291889047
2024-01-0121555.333478432807
2024-02-0119716.504247224977
2024-03-0123908.090725998045
2024-04-0121740.396612029563
2024-05-0121660.694086379142
2024-06-0122092.31391759372
2024-07-0124162.12719909997
2024-08-0124818.906665276983
2024-09-0127350.22822511672
2024-10-0125265.700631182695
2024-11-0125825.518909424212
2024-12-0123420.280614199928
2025-01-0124160.778387127433
2025-02-0123321.6027564812
2025-03-0119125.38740025689
2025-04-0121213.13375003449
2025-05-0120593.906435365854
2025-06-0121781.688651279994
2025-07-0120704.263778574124
2025-08-0120618.430289412136
2025-09-0120399.58554686662
2025-10-0121510.485480345666
2025-11-0120739.731402488556
2025-12-0120845.275939340245
2026-01-0120712.75516303765
2026-02-0120822.8366128879
2026-03-0116903.066401400312
2026-04-0118723.962564336798
Annual Return Matrix
YearAnnual Return
20170.1960903311310418
20180.15466431163246086
20190.718922282844934
2020-0.011285561887495299
20210.5167693685962704
2022-0.5459083160562084
20230.45435397105942954
20240.06598205689888514
2025-0.10994764397905765
2026-0.10176470588235298
Total Factor Risk
0.39797257876614534
VTI.US Exposure
0.4693524660379461
VEA.US Exposure
0.03199701704941837
VWO.US Exposure
-0.03457705647548237
QQQ.US Exposure
-0.17232192220606932
VTV.US Exposure
-0.07305381020877363
IJR.US Exposure
-0.021767338442733812
QUAL.US Exposure
0.09517420664502338
SHV.US Exposure
0.14970008696007445
TLT.US Exposure
0.08202192855381568
LQD.US Exposure
0.05782641798705226
HYG.US Exposure
-0.01286511671555337
GLD.US Exposure
-0.003477592237274799
USO.US Exposure
-0.0035697401784782743
VNQ.US Exposure
0.17405494180651243
BTC-USD.CC Exposure
0.012475939268167839
CPER.US Exposure
0.026173964890531764
VIX.INDX Exposure
-0.03258613826397125
UUP.US Exposure
-0.0014576883237112622
TIP.US Exposure
-0.014483333178712613
Idiosyncratic Exposure
0.27138276703221853
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
39.8%

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 →0.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$10.6B
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 →
-1.2%
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 →
-8.2%
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 →
17.8% 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 →
1.92
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Fastighets AB Balder Series B a high-risk investment?

Fastighets AB Balder Series B (0H2Z.LSE) has an annualized volatility of 39.8% and experienced a maximum drawdown of 67.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0H2Z.LSE?

Over the past 10 years, 0H2Z.LSE has generated a Compound Annual Growth Rate (CAGR) of 5.5%. 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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