BSL.XETRA

10-Year Study

BSL.XETRA · Unknown · Unknown · Common Stock

Executive Summary: BSL.XETRA has compounded at 83.3% annually over the last 10 years, with a maximum drawdown of 98.1% and an annualized volatility of 507.5%.

1Y CAGR
+16402.7%
3Y CAGR
+518.0%
5Y CAGR
+210.2%
10Y CAGR
+83.3%

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 →
98.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
206731216030.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
81959130983206.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
42566.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +128431.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -83.2%
% 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.
2026112627.3-2.7-20.347.0————————128431.5%
20250.00.099.30.00.00.0-30.70.0-78.2-44.40.00.0-83.2%
20240.00.00.00.00.00.00.00.00.00.00.00.00.0%
20230.00.00.00.062.20.00.00.00.00.00.0-5.653.2%
20220.00.00.00.00.00.00.00.023.30.00.00.023.3%
20210.00.00.055.60.00.0-35.70.00.00.00.00.00.0%
20200.0-71.5-93.31080.00.00.00.0-23.70.00.00.00.0-82.9%
2019————0.00.00.00.00.00.00.00.00.0%

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 507.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 56.4% of variance. Idiosyncratic stock-specific factors contribute 22.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110000
2019-06-0110000
2019-07-0110000
2019-08-0110000
2019-09-0110000
2019-10-0110000
2019-11-0110000
2019-12-0110000
2020-01-0110000
2020-02-012846.2997241681824
2020-03-01189.75331259654507
2020-04-012239.0890675072283
2020-05-012239.0890675072283
2020-06-012239.0890675072283
2020-07-012239.0890675072283
2020-08-011707.7799190289243
2020-09-011707.7799190289243
2020-10-011707.7799190289243
2020-11-011707.7799190289243
2020-12-011707.7799190289243
2021-01-011707.7799190289243
2021-02-011707.7799190289243
2021-03-011707.7799190289243
2021-04-012656.546446791643
2021-05-012656.546446791643
2021-06-012656.546446791643
2021-07-011707.7799190289243
2021-08-011707.7799190289243
2021-09-011707.7799190289243
2021-10-011707.7799190289243
2021-11-011707.7799190289243
2021-12-011707.7799190289243
2022-01-011707.7799190289243
2022-02-011707.7799190289243
2022-03-011707.7799190289243
2022-04-011707.7799190289243
2022-05-011707.7799190289243
2022-06-011707.7799190289243
2022-07-011707.7799190289243
2022-08-011707.7799190289243
2022-09-012106.261745167646
2022-10-012106.261745167646
2022-11-012106.261745167646
2022-12-012106.261745167646
2023-01-012106.261745167646
2023-02-012106.261745167646
2023-03-012106.261745167646
2023-04-012106.261745167646
2023-05-013415.5598380578485
2023-06-013415.5598380578485
2023-07-013415.5598380578485
2023-08-013415.5598380578485
2023-09-013415.5598380578485
2023-10-013415.5598380578485
2023-11-013415.5598380578485
2023-12-013225.8062789212604
2024-01-013225.8062789212604
2024-02-013225.8062789212604
2024-03-013225.8062789212604
2024-04-013225.8062789212604
2024-05-013225.8062789212604
2024-06-013225.8062789212604
2024-07-013225.8062789212604
2024-08-013225.8062789212604
2024-09-013225.8062789212604
2024-10-013225.8062789212604
2024-11-013225.8062789212604
2024-12-013225.8062789212604
2025-01-013225.8062789212604
2025-02-013225.8062789212604
2025-03-016428.922984609815
2025-04-016428.922984609815
2025-05-016428.922984609815
2025-06-016428.922984609815
2025-07-014454.865308553176
2025-08-014454.865308553176
2025-09-01971.9018453930767
2025-10-01540.7858659692241
2025-11-01540.7858659692241
2025-12-01540.7858659692241
2026-01-01609613.1613049232
2026-02-01592973.5961080147
2026-03-01472714.9203667209
2026-04-01695080.0189072263
Annual Return Matrix
YearAnnual Return
2020-0.8292220080971076
20210
20220.233333242590946
20230.5315315327366898
20240
2025-0.832356372574838
20261284.3146922792967
Total Factor Risk
5.075353938882327
VTI.US Exposure
0.06148404065478936
VEA.US Exposure
0.000013026760478320123
VWO.US Exposure
0.013564625612808542
QQQ.US Exposure
-0.002104819026697074
VTV.US Exposure
0.00011121561108279926
IJR.US Exposure
0.005421275521448216
QUAL.US Exposure
0.023267426243418845
SHV.US Exposure
0.5641407692150789
TLT.US Exposure
-0.0034676059415677768
LQD.US Exposure
0.04745831491279777
HYG.US Exposure
0.007145746148943997
GLD.US Exposure
0.001727525848082205
USO.US Exposure
0.0017133182004224175
VNQ.US Exposure
0.0015872494598064486
BTC-USD.CC Exposure
0.002264101645999724
CPER.US Exposure
0.0014727442343471925
VIX.INDX Exposure
-0.0005759332801503108
UUP.US Exposure
0.035599522491338687
TIP.US Exposure
0.014935738303041547
Idiosyncratic Exposure
0.22424171738453008
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
507.5%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+21.2%
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 →
+161.2%
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 →
1.1% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
89
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement+60.0%
50.0% retracement+97.7%
61.8% retracement+158.6%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is BSL.XETRA a high-risk investment?

BSL.XETRA (BSL.XETRA) has an annualized volatility of 507.5% and experienced a maximum drawdown of 98.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BSL.XETRA?

Over the past 10 years, BSL.XETRA has generated a Compound Annual Growth Rate (CAGR) of 83.3%. 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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