BCP S&P500 EUR

10-Year Study

1053P.PA · · FR · Common Stock

Executive Summary: BCP S&P500 EUR has compounded at 70.0% annually over the last 10 years, with a maximum drawdown of 99.0% and an annualized volatility of 425.0%.

1Y CAGR
+17.5%
3Y CAGR
+13.8%
5Y CAGR
+81.2%
10Y CAGR
+70.0%

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 →
99.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2774.96
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
90502.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2503.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +77.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -55.4%
% 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.
2026-0.3-0.9-3.56.8————————1.9%
20259.0-9.2-23.97.991.92.06.4-1.52.84.3-0.3-0.577.7%
2024-6.4-3.01.7-15.6-3.911.05.1-11.013.8-4.9-4.0-13.6-30.3%
202323.4-0.2-5.4-7.4-8.725.013.7-4.7-15.0-14.710.66.613.9%
2022-20.112.4-5.9-98.54318.3-23.114.9-2.4-24.934.012.7-16.3-55.4%
2021—2373.0-5.312.4-96.73089.1-14.717.09.0-1.4-18.03.42423.0%

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 425.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 14.6% of variance. Idiosyncratic stock-specific factors contribute 32.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-02-01247297.2941102557
2021-03-01234189.1902950752
2021-04-01263252.70854778925
2021-05-018702.702667871647
2021-06-01277540.5435621346
2021-07-01236783.78238183382
2021-08-01276945.94567600527
2021-09-01301832.96845625585
2021-10-01297594.59240894584
2021-11-01243999.99355625472
2021-12-01252297.28992182124
2022-01-01201558.10534557002
2022-02-01226513.50399592755
2022-03-01213162.16683823138
2022-04-013108.108003614941
2022-05-01137324.32626615567
2022-06-01105621.62520922035
2022-07-01121391.34637225194
2022-08-01118513.50786217474
2022-09-0189050.27120113024
2022-10-01119293.24228321228
2022-11-01134486.48021689645
2022-12-01112562.1574948007
2023-01-01138864.8659620431
2023-02-01138560.53560410917
2023-03-01131048.64415544247
2023-04-01121291.88587482703
2023-05-01110783.78689245551
2023-06-01138513.5117284219
2023-07-01157486.48569407998
2023-08-01150087.83920277984
2023-09-01127577.56867824285
2023-10-01108810.80487211583
2023-11-01120290.80622530234
2023-12-01128216.21085223365
2024-01-01120006.48756276611
2024-02-01116398.91809516445
2024-03-01118418.91368119893
2024-04-0199918.9209304124
2024-05-0196000
2024-06-01106578.37189109426
2024-07-01112054.0501355603
2024-08-0199675.67727790424
2024-09-01113405.40146949612
2024-10-01107810.8077718012
2024-11-01103486.48762720355
2024-12-0189384.86138698396
2025-01-0197459.46191504889
2025-02-0188510.5430949631
2025-03-0167375.40390200997
2025-04-0172729.72838002632
2025-05-01139575.67387689548
2025-06-01142413.5116781607
2025-07-01151570.26831690985
2025-08-01149272.97104921893
2025-09-01153472.97099509145
2025-10-01160083.78172070553
2025-11-01159529.72767379184
2025-12-01158794.59254813075
2026-01-01158240.53850121706
2026-02-01156891.8898699491
2026-03-01151445.94399418772
2026-04-01161764.8627801217
Annual Return Matrix
YearAnnual Return
2022-0.5538511034752689
20230.13907030307371282
2024-0.30285834534606515
20250.7765266968490718
20260.018705109439357326
Total Factor Risk
4.250416576317705
VTI.US Exposure
0.14571529314840892
VEA.US Exposure
0.035254539414165884
VWO.US Exposure
0.031111735533861432
QQQ.US Exposure
0.049003779872890986
VTV.US Exposure
0.08765951708238813
IJR.US Exposure
0.0019322889818487938
QUAL.US Exposure
0.0005437724202938956
SHV.US Exposure
0.10953439407122097
TLT.US Exposure
0.001409844328547499
LQD.US Exposure
0.05743487092177184
HYG.US Exposure
0.1048528375437018
GLD.US Exposure
0.0034531104108155896
USO.US Exposure
0.0038278177459816214
VNQ.US Exposure
0.018283698610972125
BTC-USD.CC Exposure
0.009130626211916888
CPER.US Exposure
0.007586029791998374
VIX.INDX Exposure
0.006176270475824303
UUP.US Exposure
0.0010989800836107438
TIP.US Exposure
0.0016708560788821923
Idiosyncratic Exposure
0.32431973727089786
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
425.0%

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 →0.00%
Market Cap$0
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 →
+3.2%
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 →
+4.5%
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 →
0.4% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BCP S&P500 EUR a high-risk investment?

BCP S&P500 EUR (1053P.PA) has an annualized volatility of 425.0% and experienced a maximum drawdown of 99.0% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 1053P.PA?

Over the past 10 years, 1053P.PA has generated a Compound Annual Growth Rate (CAGR) of 70.0%. 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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