2BTD

10-Year Study

2BTD.XETRA · · DE · Common Stock

Executive Summary: 2BTD has compounded at -54.0% annually over the last 10 years, with a maximum drawdown of 99.7% and an annualized volatility of 329.5%.

1Y CAGR
-32.9%
3Y CAGR
+39.5%
5Y CAGR
-54.0%
10Y CAGR
-54.0%

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 →
99.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
3.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
20.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
605.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +754.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -99.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026708.1-20.319.710.9————————754.2%
20251103.0-20.0-0.612.412.21.310.2-8.3-11.3-1.4-17.3-89.0-2.0%
20241.044.013.6-14.610.4-9.48.8-12.59.410.439.3-91.1-80.0%
202340.21.221.12.2-7.611.2-2.5-7.6-1.228.19.413.7156.2%
2022-98.28.212.8-16.1-19.2-39.625.1-16.1-1.22.3-17.4-2.4-99.2%
2021———————1.88.8-24.5-1.0-6.9-22.9%

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 329.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.8% of variance. Idiosyncratic stock-specific factors contribute 27.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-0110183.486238532108
2021-09-0111080.530071355759
2021-10-018360.85639354772
2021-11-018281.345814618373
2021-12-017712.537977430556
2022-01-01136.56472986748219
2022-02-01147.76758409785933
2022-03-01166.74821610601427
2022-04-01139.92864424057086
2022-05-01113.00713557594293
2022-06-0168.3078491335372
2022-07-0185.4638124362895
2022-08-0171.74311926605505
2022-09-0170.87155963302752
2022-10-0172.52803261977574
2022-11-0159.933741080530076
2022-12-0158.48114169215087
2023-01-0181.99286442405707
2023-02-0182.99694189602447
2023-03-01100.46890927624872
2023-04-01102.7217125382263
2023-05-0194.96432212028543
2023-06-01105.61671763506627
2023-07-01102.93577981651376
2023-08-0195.15290519877676
2023-09-0194.0519877675841
2023-10-01120.44852191641183
2023-11-01131.76350662589195
2023-12-01149.8165137614679
2024-01-01151.34556574923548
2024-02-01217.90010193679922
2024-03-01247.4617737003058
2024-04-01211.43730886850156
2024-05-01233.47604485219165
2024-06-01211.45769622833842
2024-07-01230.01019367991847
2024-08-01201.15188583078492
2024-09-01220.14271151885833
2024-10-01243.05810397553518
2024-11-01338.6136595310908
2024-12-0129.969419543531693
2025-01-01360.53007135575945
2025-02-01288.4403669724771
2025-03-01286.7889908256881
2025-04-01322.22222222222223
2025-05-01361.6921508664628
2025-06-01366.21814475025485
2025-07-01403.4658511722732
2025-08-01370.112130479103
2025-09-01328.4199796126402
2025-10-01323.7308868501529
2025-11-01267.8287461773701
2025-12-0129.3577993317117
2026-01-01237.22731906218144
2026-02-01188.98063200815497
2026-03-01226.11620795107032
2026-04-01250.7849133537207
Annual Return Matrix
YearAnnual Return
2022-0.9924173933582842
20231.561791877287781
2024-0.7999591714485637
2025-0.020408143405366563
20267.542360771668191
Total Factor Risk
3.294507730799111
VTI.US Exposure
0.05828206988260135
VEA.US Exposure
0.009302192632352001
VWO.US Exposure
-0.0006966141146213569
QQQ.US Exposure
-0.008464600449104557
VTV.US Exposure
0.12342151143693522
IJR.US Exposure
0.002160052744446146
QUAL.US Exposure
0.07532256686775908
SHV.US Exposure
0.3284537169401977
TLT.US Exposure
0.0006106039025099572
LQD.US Exposure
0.019799199569318606
HYG.US Exposure
0.00199597677730312
GLD.US Exposure
0.0036187603869897965
USO.US Exposure
-0.0007520795122601765
VNQ.US Exposure
0.013634952181797295
BTC-USD.CC Exposure
0.028998307894056823
CPER.US Exposure
-0.00040126512960211906
VIX.INDX Exposure
0.0051445012498123905
UUP.US Exposure
0.06227188230450352
TIP.US Exposure
0.0006607536701242669
Idiosyncratic Exposure
0.276637510764881
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
329.5%

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 →
+20.7%
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 →
-15.0%
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 →
39.5% 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 2BTD a high-risk investment?

2BTD (2BTD.XETRA) has an annualized volatility of 329.5% and experienced a maximum drawdown of 99.7% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 2BTD.XETRA?

Over the past 10 years, 2BTD.XETRA has generated a Compound Annual Growth Rate (CAGR) of -54.0%. It has had a positive return in 40% 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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