2TSL.LSE

10-Year Study

2TSL.LSE · Unknown · Unknown · Common Stock

Executive Summary: 2TSL.LSE has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 93.5% and an annualized volatility of 140.8%.

1Y CAGR
-32.8%
3Y CAGR
-5.0%
5Y CAGR
-18.0%
10Y CAGR
+15.0%

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 →
93.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.03
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.70
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
134.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +195.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -92.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-11.1-15.3-17.9-12.0————————-45.6%
2025-5.9-54.2-32.79.361.4-26.8-4.913.062.76.5-13.48.2-34.7%
2024-45.88.4-23.02.7-12.629.922.6-22.945.5-6.572.350.676.0%
202388.438.9-8.0-38.644.872.4-2.4-6.4-4.8-39.537.110.8195.0%
2022-29.9-13.257.3-31.2-35.2-20.054.7-6.72.7-36.3-40.5-59.7-92.3%
202130.6-34.1-11.29.9-24.123.6-2.814.415.785.56.1-15.868.0%
2020————10.826.271.3122.8-22.9-17.8103.839.9865.5%

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 140.8%. The dominant macroeconomic risk driver is QQQ.US, accounting for 45.1% of variance. Idiosyncratic stock-specific factors contribute 22.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-04-0110000
2020-05-0111084.251714449423
2020-06-0113986.73013032091
2020-07-0123952.680668697943
2020-08-0153378.245760932405
2020-09-0141163.64744936095
2020-10-0133853.77992333394
2020-11-0168996.12665839183
2020-12-0196549.46338523306
2021-01-01126093.4525608207
2021-02-0183115.37897722702
2021-03-0173823.31786555026
2021-04-0181134.59520209338
2021-05-0161543.86827023778
2021-06-0176086.06374390578
2021-07-0173940.33213838734
2021-08-0184602.7290717224
2021-09-0197860.58716521478
2021-10-01181566.67674869162
2021-11-01192721.09755214886
2021-12-01162232.53533076792
2022-01-01113749.15168176721
2022-02-0198752.997221912
2022-03-01155308.95588615487
2022-04-01106842.48996334747
2022-05-0169278.0887616137
2022-06-0155453.486840645375
2022-07-0185803.88763144758
2022-08-0180012.38603127033
2022-09-0182208.8708153687
2022-10-0152351.903705204786
2022-11-0131175.139942726168
2022-12-0112555.772456469917
2023-01-0123652.391028766648
2023-02-0132857.04388844463
2023-03-0130237.615949513445
2023-04-0118562.975065611878
2023-05-0126883.67673168929
2023-06-0146341.88147503061
2023-07-0145252.09794607807
2023-08-0142366.21581960223
2023-09-0140353.006402598076
2023-10-0124402.41022333683
2023-11-0133443.52506314612
2023-12-0137041.3615002572
2024-01-0120075.701749397216
2024-02-0121766.064558212332
2024-03-0116765.46665757245
2024-04-0117210.966780663006
2024-05-0115044.088017402928
2024-06-0119537.154132243442
2024-07-0123942.811995085176
2024-08-0118469.927571548662
2024-09-0126880.857110657074
2024-10-0125129.87244964925
2024-11-0143296.6907602344
2024-12-0165188.22845438047
2025-01-0161326.757450756944
2025-02-0128073.556807285586
2025-03-0118888.641294833138
2025-04-0120653.72406100205
2025-05-0133327.92060082516
2025-06-0124382.672876111294
2025-07-0123184.333937418345
2025-08-0126208.37749447291
2025-09-0142646.76811230799
2025-10-0145409.99672388232
2025-11-0139319.61529428991
2025-12-0142562.17948134143
2026-01-0137853.41235753618
2026-02-0132073.189241487828
2026-03-0126321.16233576166
2026-04-0123156.137727096157
Annual Return Matrix
YearAnnual Return
20210.6803048887331347
2022-0.9226063228878808
20231.9501459690096565
20240.7598766841744691
2025-0.3470879560544129
2026-0.45594567737661473
Total Factor Risk
1.408446380549948
VTI.US Exposure
-0.013472972115448612
VEA.US Exposure
0.0023432735139272674
VWO.US Exposure
0.0013796189172538195
QQQ.US Exposure
0.4512785230093959
VTV.US Exposure
0.005494315904116693
IJR.US Exposure
0.0756214284457224
QUAL.US Exposure
-0.057464860778415894
SHV.US Exposure
0.12543502904610998
TLT.US Exposure
0.0326002250315251
LQD.US Exposure
0.04733356664317346
HYG.US Exposure
0.01395363499576249
GLD.US Exposure
0.01356803171340194
USO.US Exposure
0.00021683330423393252
VNQ.US Exposure
0.04985265942899859
BTC-USD.CC Exposure
0.008660528421572193
CPER.US Exposure
0.0015380750955911182
VIX.INDX Exposure
-0.017486572611856484
UUP.US Exposure
0.007298059702971467
TIP.US Exposure
0.023563320961983856
Idiosyncratic Exposure
0.22828728136998072
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
140.8%

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 →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 →
-31.9%
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 →
-31.8%
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 →
57.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 2TSL.LSE a high-risk investment?

2TSL.LSE (2TSL.LSE) has an annualized volatility of 140.8% and experienced a maximum drawdown of 93.5% over the last 10 years. Its primary macro risk driver is QQQ.US.

What is the 10-year return of 2TSL.LSE?

Over the past 10 years, 2TSL.LSE has generated a Compound Annual Growth Rate (CAGR) of 15.0%. It has had a positive return in 50% 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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