Multi Units Luxembourg - Amundi Smart Overnight Return GBP Hedged UCITS ETF Acc

10-Year Study

CSH2.LSE · · GB · ETF

Executive Summary: Multi Units Luxembourg - Amundi Smart Overnight Return GBP Hedged UCITS ETF Acc has compounded at 2.0% annually over the last 10 years, with a maximum drawdown of 0.0% and an annualized volatility of 4.4%.

1Y CAGR
+4.2%
3Y CAGR
+5.0%
5Y CAGR
+3.6%
10Y CAGR
+2.0%

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 →
0.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-4.16
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +5.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · 0.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.30.30.30.2————————1.2%
20250.40.40.40.40.40.40.40.30.40.40.30.44.7%
20240.50.40.40.50.50.40.50.50.60.30.50.45.6%
20230.30.30.40.30.40.40.40.50.40.40.50.44.7%
20220.00.00.10.10.10.10.10.20.20.20.20.31.5%
20210.00.00.00.00.00.00.00.00.00.00.00.00.1%
20200.10.10.00.00.00.00.00.00.00.00.00.00.3%
20190.10.10.10.10.10.10.10.10.10.10.10.10.8%
20180.10.00.10.00.10.10.00.10.10.10.10.10.7%
20170.00.00.00.00.00.00.00.00.00.00.00.10.4%
2016———0.10.10.10.10.00.00.00.00.00.4%

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 4.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.7% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110006.011137992877
2016-05-0110011.87323950659
2016-06-0110017.586304541142
2016-07-0110023.249690749306
2016-08-0110027.223996860297
2016-09-0110030.900230012967
2016-10-0110034.377747860084
2016-11-0110037.755908054429
2016-12-0110041.531498859871
2017-01-0110044.859980227828
2017-02-0110048.23814042217
2017-03-0110052.013731227613
2017-04-0110055.14349729002
2017-05-0110058.322942178815
2017-06-0110061.601744720383
2017-07-0110064.483116650854
2017-08-0110067.662561539646
2017-09-0110070.84200642844
2017-10-0110073.92209366446
2017-11-0110078.542224518487
2017-12-0110084.155931900264
2018-01-0110089.42188749733
2018-02-0110094.290412483295
2018-03-0110099.953798691458
2018-04-0110104.921681330201
2018-05-0110109.988921621716
2018-06-0110115.105840739618
2018-07-0110119.626613940873
2018-08-0110126.979080246208
2018-09-0110133.337970023797
2018-10-0110140.690436329132
2018-11-0110147.744829676145
2018-12-0110154.69986537038
2019-01-0110161.654901064616
2019-02-0110168.013790842206
2019-03-0110174.968826536442
2019-04-0110181.92386223068
2019-05-0110189.17697088324
2019-06-0110195.535860660828
2019-07-0110202.490896355066
2019-08-0110209.744005007626
2019-09-0110216.400967743537
2019-10-0110223.405682264161
2019-11-0110230.509754437562
2019-12-0110237.812541916508
2020-01-0110245.512760006557
2020-02-0110252.318759221633
2020-03-0110256.491780638175
2020-04-0110258.031824256184
2020-05-0110259.621546700582
2020-06-0110261.211269144978
2020-07-0110262.800991589374
2020-08-0110263.794568117124
2020-09-0110264.887502297646
2020-10-0110265.980436478168
2020-11-0110266.974013005916
2020-12-0110268.414698971152
2021-01-0110269.457954325288
2021-02-0110270.352173200261
2021-03-0110271.246392075233
2021-04-0110272.140610950206
2021-05-0110272.935472172407
2021-06-0110273.780012220992
2021-07-0110274.624552269577
2021-08-0110275.568449970937
2021-09-0110276.562026498686
2021-10-0110277.25753006811
2021-11-0110279.14532547083
2021-12-0110281.529909137425
2022-01-0110284.16288693596
2022-02-0110288.435266005275
2022-03-0110294.794155782865
2022-04-0110301.252403213226
2022-05-0110310.144913136572
2022-06-0110320.229714893214
2022-07-0110331.308093177608
2022-08-0110347.304675274352
2022-09-0110365.387768079367
2022-10-0110385.458013939879
2022-11-0110410.09871182803
2022-12-0110439.508577049377
2023-01-0110469.266194055432
2023-02-0110500.11674524201
2023-03-0110540.108200483872
2023-04-0110573.740765948145
2023-05-0110612.241856398383
2023-06-0110657.797340195637
2023-07-0110698.037189569433
2023-08-0110746.37468764438
2023-09-0110792.12888674718
2023-10-0110840.317348342962
2023-11-0110889.499386466494
2023-12-0110932.024461854113
2024-01-0110986.075024963611
2024-02-0111035.406099566302
2024-03-0111080.166722141355
2024-04-0111133.422424028653
2024-05-0111186.181337652079
2024-06-0111234.02204746315
2024-07-0111287.029355218512
2024-08-0111337.900473439215
2024-09-0111409.43798343708
2024-10-0111442.524081811092
2024-11-0111495.58106839284
2024-12-0111545.657325391345
2025-01-0111590.268911487236
2025-02-0111631.055227951294
2025-03-0111679.79015663734
2025-04-0111727.6805452748
2025-05-0111772.391489023465
2025-06-0111820.579950619245
2025-07-0111864.297317840163
2025-08-0111904.537167213963
2025-09-0111947.757746171004
2025-10-0112000.417302141655
2025-11-0112035.192480612837
2025-12-0112084.871307000245
2026-01-0112123.62079158242
2026-02-0112161.376699636849
2026-03-0112203.106913802269
2026-04-0112226.952750468223
Annual Return Matrix
YearAnnual Return
20170.004244813955444293
20180.006995521880711619
20190.008184651210574989
20200.002989130434782661
20210.0012772380694352492
20220.015365287978353237
20230.04717807176168276
20240.05613167677024733
20250.046702752940974035
20260.011756967853325584
Total Factor Risk
0.043856068012187235
VTI.US Exposure
0.0004874541709330953
VEA.US Exposure
0.0002570775319003128
VWO.US Exposure
0.000020442335307474625
QQQ.US Exposure
-0.00012819786555088786
VTV.US Exposure
0.00008317533090471466
IJR.US Exposure
0.000003991405062473856
QUAL.US Exposure
-0.0000903565036814984
SHV.US Exposure
0.996559829176303
TLT.US Exposure
0.00030529329361167647
LQD.US Exposure
0.00012966649047597677
HYG.US Exposure
0.00037539925368155325
GLD.US Exposure
0.00010266631620602776
USO.US Exposure
-0.00004134942980638956
VNQ.US Exposure
0.0001015172595869431
BTC-USD.CC Exposure
0.00002076280921247499
CPER.US Exposure
-0.000008464945676213594
VIX.INDX Exposure
0.00002836405915781165
UUP.US Exposure
0.00006083855338835183
TIP.US Exposure
0.00018426138643473368
Idiosyncratic Exposure
0.0015476293725482646
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
4.4%

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 →
+0.4%
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 →
+1.7%
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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Multi Units Luxembourg - Amundi Smart Overnight Return GBP Hedged UCITS ETF Acc a high-risk investment?

Multi Units Luxembourg - Amundi Smart Overnight Return GBP Hedged UCITS ETF Acc (CSH2.LSE) has an annualized volatility of 4.4% and experienced a maximum drawdown of 0.0% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CSH2.LSE?

Over the past 10 years, CSH2.LSE has generated a Compound Annual Growth Rate (CAGR) of 2.0%. It has had a positive return in 100% 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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