2CRSI S.A.

10-Year Study

AL2SI.PA · Technology · FR · Common Stock

Executive Summary: 2CRSI S.A. has compounded at 24.1% annually over the last 10 years, with a maximum drawdown of 91.5% and an annualized volatility of 158.3%.

1Y CAGR
+699.2%
3Y CAGR
+227.7%
5Y CAGR
+62.7%
10Y CAGR
+24.1%

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 →
91.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.72
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
112.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +261.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -40.5%
% 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.
202626.780.86.348.3————————261.1%
2025-0.819.2-17.31.955.78.142.6-18.837.4-4.214.2-1.0189.4%
2024150.010.72.4-14.429.1-30.133.3-4.6-5.51.3-6.05.3164.0%
2023-5.5-4.0-18.1-8.7-23.0-1.66.9-5.6-2.9-41.3198.2-31.4-39.4%
2022-8.4-9.08.38.5-8.2-23.9-4.10.3-30.17.0-3.434.8-35.8%
2021-8.142.0-26.510.1-14.0-10.7-2.55.5-6.55.07.35.5-7.3%
2020-11.0-30.1-26.722.422.68.0-6.4-9.00.62.538.615.03.6%
201915.72.1-1.62.0-6.2-0.6-0.4-2.8-42.5-26.030.90.0-40.5%
2018——————2.710.1-9.0-9.9-2.3-2.1-11.2%

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 158.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 43.6% of variance. Idiosyncratic stock-specific factors contribute 16.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-06-0110000
2018-07-0110274.824209765395
2018-08-0111310.770848393244
2018-09-0110295.984753893672
2018-10-019281.198659394098
2018-11-019069.856082013537
2018-12-018879.542616810146
2019-01-0110274.824209765395
2019-02-0110486.298219097063
2019-03-0110317.145298021947
2019-04-0110528.619307353618
2019-05-019873.16816718144
2019-06-019809.817966747716
2019-07-019767.496878491162
2019-08-019492.672668725767
2019-09-015454.557402904647
2019-10-014038.1152658211213
2019-11-015285.404481829532
2019-12-015285.404481829532
2020-01-014704.080962081882
2020-02-013287.50739304725
2020-03-012410.199119405928
2020-04-012949.3329828481305
2020-05-013615.2986791088915
2020-06-013905.8947230071626
2020-07-013657.488335414339
2020-08-013329.828481303805
2020-09-013350.989025432082
2020-10-013435.4997699940855
2020-11-014762.1738844713145
2020-12-015475.717947032923
2021-01-015031.740816192416
2021-02-017145.955181704673
2021-03-015253.729381612669
2021-04-015782.21725701518
2021-05-014973.647893802983
2021-06-014439.771308405073
2021-07-014328.711309719392
2021-08-014566.603141223632
2021-09-014270.61838732996
2021-10-014482.092396661628
2021-11-014809.752250772162
2021-12-015074.061904448971
2022-01-014645.8566077413425
2022-02-014228.297299073404
2022-03-014577.249129263324
2022-04-014968.259183807583
2022-05-014561.345863179338
2022-06-013472.563580206348
2022-07-013329.828481303805
2022-08-013340.34303739239
2022-09-012336.20293093251
2022-10-012499.967142012223
2022-11-012415.4563974502203
2022-12-013255.832292830387
2023-01-013076.164815666689
2023-02-012954.590260892423
2023-03-012420.7136754945127
2023-04-012209.3710981139516
2023-05-011701.9123348886112
2023-06-011675.494512716041
2023-07-011791.8117894460142
2023-08-011691.3977788000261
2023-09-011641.5850693303544
2023-10-01963.2647696655057
2023-11-012872.7081553525663
2023-12-011971.4792666097128
2024-01-014928.698166524282
2024-02-015454.425970953539
2024-03-015585.857922060853
2024-04-014784.123020306236
2024-05-016177.301702043767
2024-06-014317.539593875271
2024-07-015756.719458500361
2024-08-015493.855556285733
2024-09-015191.562068738911
2024-10-015257.278044292567
2024-11-014941.8413616350135
2024-12-015204.705263849642
2025-01-015165.275678517448
2025-02-016157.586909377669
2025-03-015092.988105408424
2025-04-015191.562068738911
2025-05-018083.064993099823
2025-06-018740.224748636394
2025-07-0112459.748964973385
2025-08-0110120.260235263193
2025-09-0113905.50042715384
2025-10-0113327.199842281658
2025-11-0115219.819938226981
2025-12-0115062.101596898208
2026-01-0119083.91930078202
2026-02-0134500.88716566997
2026-03-0136669.51435894065
2026-04-0154386.541368206614
Annual Return Matrix
YearAnnual Return
2019-0.40476613380698645
20200.03600736062067944
2021-0.0733522154481302
2022-0.35833808216339424
2023-0.3944776360406911
20241.6400000000000001
20251.893939393939394
20262.6108202443280977
Total Factor Risk
1.5826929229132727
VTI.US Exposure
0.43630739312044764
VEA.US Exposure
0.11621745365560637
VWO.US Exposure
-0.024456515460791892
QQQ.US Exposure
-0.0312342311989595
VTV.US Exposure
-0.027010235891809658
IJR.US Exposure
-0.009370742880302025
QUAL.US Exposure
-0.0032316292140188558
SHV.US Exposure
0.185851078050432
TLT.US Exposure
0.007457060317737581
LQD.US Exposure
0.055107077371791484
HYG.US Exposure
0.08864177328464935
GLD.US Exposure
-0.00011087563028038314
USO.US Exposure
-0.0014007095890831314
VNQ.US Exposure
0.0019025087265971664
BTC-USD.CC Exposure
-0.0005831698540397449
CPER.US Exposure
0.008284761546346543
VIX.INDX Exposure
-0.01055810162507453
UUP.US Exposure
0.008218466409787998
TIP.US Exposure
0.035827809281524084
Idiosyncratic Exposure
0.16414082957943948
Value Score
18.1
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
158.3%

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 →79.7x
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$647.2M
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 →
+70.1%
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 →
+190.6%
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 →
0.0% 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 →
2.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is 2CRSI S.A. a high-risk investment?

2CRSI S.A. (AL2SI.PA) has an annualized volatility of 158.3% and experienced a maximum drawdown of 91.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AL2SI.PA?

Over the past 10 years, AL2SI.PA has generated a Compound Annual Growth Rate (CAGR) of 24.1%. 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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