GraniteShares 3x Long Rolls-Royce Daily ETC

10-Year Study

3LRR.LSE · · GB · ETF

Executive Summary: GraniteShares 3x Long Rolls-Royce Daily ETC has compounded at -33.6% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 283.6%.

1Y CAGR
+78.1%
3Y CAGR
+370.3%
5Y CAGR
+107.6%
10Y CAGR
-33.6%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.77
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
142.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +1567.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -99.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20269.438.0-48.728.1————————-0.8%
202511.569.2-3.7-7.037.933.724.3-0.431.4-10.6-24.416.3298.6%
2024-1.775.047.3-11.020.7-0.9-12.625.98.93.54.43.1260.4%
202339.4124.0-2.24.7-18.913.260.965.1-3.6-12.587.035.61567.1%
2022-20.4-43.9-25.5-48.47.3-16.914.7-39.1-32.034.047.83.3-85.2%
2021-46.942.5-11.3-10.33.7-23.0-5.545.071.5-18.9-25.0-6.5-35.8%
2020-9.4-20.4-92.5-37.4-55.5-6.0-54.13.1-87.8101.5113.04.8-99.6%
2019———————————-13.4-13.4%

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 283.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 84.4% of variance. Idiosyncratic stock-specific factors contribute 5.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-11-0110000
2019-12-018655.61281649115
2020-01-017844.4992157741435
2020-02-016245.7987900515345
2020-03-01467.1745462693256
2020-04-01292.5610575845844
2020-05-01130.19269549630292
2020-06-01122.35043692583464
2020-07-0156.206587497199195
2020-08-0157.931884382702215
2020-09-017.080439166479947
2020-10-0114.269549630293525
2020-11-0130.395473896482187
2020-12-0131.867577862424376
2021-01-0116.916872059153036
2021-02-0124.107102845619536
2021-03-0121.39368138023751
2021-04-0119.1799238180596
2021-05-0119.88684741205467
2021-06-0115.312570020165808
2021-07-0114.477929643737395
2021-08-0120.99148554783778
2021-09-0135.9926058704907
2021-10-0129.20008962581223
2021-11-0121.88662334752409
2021-12-0120.463813578310553
2022-01-0116.279408469639257
2022-02-019.130629621330943
2022-03-016.800358503248936
2022-04-013.507730226305176
2022-05-013.7620434685189332
2022-06-013.1245798790051533
2022-07-013.5827918440510866
2022-08-012.182388527896034
2022-09-011.4844275151243558
2022-10-011.989693031593099
2022-11-012.9408469639256105
2022-12-013.0383150347300023
2023-01-014.234819628052879
2023-02-019.488012547613712
2023-03-019.276271566211069
2023-04-019.714317723504369
2023-05-017.873627604750168
2023-06-018.915527671969526
2023-07-0114.346297333632085
2023-08-0123.683458436029575
2023-09-0122.835536634550753
2023-10-0119.975201658077527
2023-11-0137.358436029576524
2023-12-0150.65108671297334
2024-01-0149.79274030920905
2024-02-0187.16110239749048
2024-03-01128.36656957203675
2024-04-01114.20008962581224
2024-05-01137.85570244230337
2024-06-01136.63455075061617
2024-07-01119.48241093434909
2024-08-01150.45933228769886
2024-09-01163.90320412278734
2024-10-01169.61684965269998
2024-11-01177.06699529464487
2024-12-01182.55657629397265
2025-01-01203.50660990365228
2025-02-01344.38718350885057
2025-03-01331.64351333183953
2025-04-01308.3688102173426
2025-05-01425.16244678467405
2025-06-01568.5637463589513
2025-07-01706.9235939950706
2025-08-01704.1227873627605
2025-09-01925.3865113152588
2025-10-01827.3582791844052
2025-11-01625.7002016580775
2025-12-01727.6495630741654
2026-01-01795.9892449025318
2026-02-011098.4763611920232
2026-03-01563.5222944207932
2026-04-01722.0479498095451
Annual Return Matrix
YearAnnual Return
2020-0.9963182759513332
2021-0.35784847952188437
2022-0.8515274280083215
202315.670781710914454
20242.6041986093698988
20252.985885240871433
2026-0.007698229407236301
Total Factor Risk
2.8361638615939317
VTI.US Exposure
0.03841304381094948
VEA.US Exposure
0.08654158385471437
VWO.US Exposure
0.007041496389271661
QQQ.US Exposure
-0.015197498151783116
VTV.US Exposure
-0.007937300777462089
IJR.US Exposure
-0.0012910551780686383
QUAL.US Exposure
-0.007938216539102193
SHV.US Exposure
0.8444898126216174
TLT.US Exposure
0.009667336995925827
LQD.US Exposure
-0.0005828140709325839
HYG.US Exposure
0.00430690776199397
GLD.US Exposure
-0.001274311193347492
USO.US Exposure
0.0007954298448225032
VNQ.US Exposure
-0.006277237747025562
BTC-USD.CC Exposure
0.004874288821205956
CPER.US Exposure
-0.0018712102986426008
VIX.INDX Exposure
-0.0029639842450595376
UUP.US Exposure
-0.0027251619202283165
TIP.US Exposure
-0.0004273623028912551
Idiosyncratic Exposure
0.05235625232404215
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
283.6%

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 →
-12.4%
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 →
-5.8%
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 →
35.6% 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 GraniteShares 3x Long Rolls-Royce Daily ETC a high-risk investment?

GraniteShares 3x Long Rolls-Royce Daily ETC (3LRR.LSE) has an annualized volatility of 283.6% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 3LRR.LSE?

Over the past 10 years, 3LRR.LSE has generated a Compound Annual Growth Rate (CAGR) of -33.6%. It has had a positive return in 43% 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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