LTIM.NSE

10-Year Study

LTIM.NSE · Unknown · Unknown · Common Stock

Executive Summary: LTIM.NSE has compounded at 23.5% annually over the last 10 years, with a maximum drawdown of 45.4% and an annualized volatility of 43.3%.

1Y CAGR
-6.9%
3Y CAGR
-0.6%
5Y CAGR
+5.0%
10Y CAGR
+23.5%

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 →
45.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +111.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.5-25.3-10.017.8————————-22.0%
20255.9-21.1-3.72.111.54.9-4.00.50.510.77.2-0.510.0%
2024-13.4-2.7-6.8-4.7-0.115.65.18.81.4-8.28.1-9.5-10.2%
20230.58.10.8-7.113.14.0-5.16.20.3-2.59.413.746.6%
2022-14.5-6.75.2-21.4-12.1-5.919.0-1.9-4.06.32.1-9.8-40.0%
20218.3-9.212.6-4.01.33.316.013.48.516.21.97.7102.5%
202010.8-1.6-25.211.512.98.824.41.73.515.39.714.3111.7%
20191.7-2.3-2.72.64.02.5-16.57.5-7.114.8-1.93.62.9%
201813.813.1-6.917.010.9-4.012.1-3.36.6-7.2-11.110.357.1%
2017-1.76.40.5-0.712.8-1.5-3.1-0.05.93.923.110.468.1%
2016———————-5.6-5.44.80.55.6-0.6%

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 43.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 32.7% of variance. Idiosyncratic stock-specific factors contribute 24.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-07-0110000
2016-08-019437.698121964762
2016-09-018932.493439978487
2016-10-019361.806803468275
2016-11-019411.731412327374
2016-12-019941.671597567232
2017-01-019776.479341045384
2017-02-0110399.979061391434
2017-03-0110450.41397289645
2017-04-0110372.20300487258
2017-05-0111703.996722723006
2017-06-0111530.760111991181
2017-07-0111173.325508692762
2017-08-0111171.882688711741
2017-09-0111835.543429792684
2017-10-0112299.217171441034
2017-11-0115139.878612770608
2017-12-0116716.090085427095
2018-01-0119015.421669961357
2018-02-0121515.704158926066
2018-03-0120030.62828380765
2018-04-0123440.776340425327
2018-05-0126006.794720230624
2018-06-0124971.423051828526
2018-07-0127981.92516128196
2018-08-0127071.079488547148
2018-09-0128866.785899284885
2018-10-0126797.98049752888
2018-11-0123813.93920027475
2018-12-0126263.213699763033
2019-01-0126713.02523203583
2019-02-0126086.48293341401
2019-03-0125383.32841255782
2019-04-0126045.51899601599
2019-05-0127080.15558560671
2019-06-0127753.720653041586
2019-07-0123188.024654907837
2019-08-0124916.861168925163
2019-09-0123152.019968223536
2019-10-0126580.299968855335
2019-11-0126083.230766551525
2019-12-0127022.574412048325
2020-01-0129951.758174866136
2020-02-0129487.10129062019
2020-03-0122057.24259180284
2020-04-0124590.46390155533
2020-05-0127768.954807030674
2020-06-0130224.223337598003
2020-07-0137592.00736455819
2020-08-0138238.29351555188
2020-09-0139563.533286920094
2020-10-0145623.85105966775
2020-11-0150031.46461314402
2020-12-0157207.62797155103
2021-01-0161966.20419476875
2021-02-0156275.13898659565
2021-03-0163379.39422215905
2021-04-0160814.86017505001
2021-05-0161630.10105207396
2021-06-0163645.14850009497
2021-07-0173840.34736220106
2021-08-0183741.20689815778
2021-09-0190877.19809827213
2021-10-01105576.42531376524
2021-11-01107589.2776504046
2021-12-01115841.30883718633
2022-01-0199067.85526682956
2022-02-0192423.41511540736
2022-03-0197251.72055017106
2022-04-0176454.1580148093
2022-05-0167205.9715129623
2022-06-0163274.247576973685
2022-07-0175295.77910861468
2022-08-0173878.45805980504
2022-09-0170952.24498739027
2022-10-0175440.62405963575
2022-11-0177011.57050499307
2022-12-0169480.79135790319
2023-01-0169844.91254587156
2023-02-0175496.70065039287
2023-03-0176097.8695674537
2023-04-0170658.71566544073
2023-05-0179915.03055943345
2023-06-0183093.4627396043
2023-07-0178824.77300644804
2023-08-0183687.22011823632
2023-09-0183952.29399264435
2023-10-0181860.69304769345
2023-11-0189565.66359796576
2023-12-01101831.67059721205
2024-01-0188139.6836042595
2024-02-0185750.3818157297
2024-03-0179887.12591474787
2024-04-0176134.12535543997
2024-05-0176061.33027799749
2024-06-0187889.5381072551
2024-07-0192346.8130182255
2024-08-01100473.0505527671
2024-09-01101914.20192513698
2024-10-0193520.21750232774
2024-11-01101078.49629200327
2024-12-0191474.04969294765
2025-01-0196849.43196430473
2025-02-0176409.05698096045
2025-03-0173549.83125587506
2025-04-0175107.9958349584
2025-05-0183758.06308555709
2025-06-0187857.64014186415
2025-07-0184371.09856414606
2025-08-0184825.50282023211
2025-09-0185222.08087648934
2025-10-0194299.52254302439
2025-11-01101134.14358053447
2025-12-01100586.71034209314
2026-01-0199110.29948690285
2026-02-0174019.6093916747
2026-03-0166584.47149048468
2026-04-0178465.43084325893
Annual Return Matrix
YearAnnual Return
20170.6814164420314976
20180.5711337738397939
20190.02891347269858846
20201.117031008934676
20211.0249276703937702
2022-0.40020712770469746
20230.46560896338479973
2024-0.10171315901546218
20250.09962017293138414
2026-0.21992248701245154
Total Factor Risk
0.4325482066873922
VTI.US Exposure
0.1786205741289762
VEA.US Exposure
-0.01448540946439598
VWO.US Exposure
-0.013324460757024223
QQQ.US Exposure
0.0914413837441633
VTV.US Exposure
-0.038185841024838366
IJR.US Exposure
0.13722873107864267
QUAL.US Exposure
-0.05388630729802378
SHV.US Exposure
0.32710298713866093
TLT.US Exposure
0.00247748308879143
LQD.US Exposure
0.117120722035194
HYG.US Exposure
0.003479181627182663
GLD.US Exposure
-0.0001801651681954472
USO.US Exposure
0.00009965596594141092
VNQ.US Exposure
0.016207565817853348
BTC-USD.CC Exposure
-0.006210631115620925
CPER.US Exposure
-0.0014638235679827287
VIX.INDX Exposure
-0.0005338031023335278
UUP.US Exposure
0.004580912269564392
TIP.US Exposure
0.004116745817598919
Idiosyncratic Exposure
0.2457944987858458
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
43.3%

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 →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
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators 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 →
-11.7%
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 →
26.2% 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 LTIM.NSE a high-risk investment?

LTIM.NSE (LTIM.NSE) has an annualized volatility of 43.3% and experienced a maximum drawdown of 45.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of LTIM.NSE?

Over the past 10 years, LTIM.NSE has generated a Compound Annual Growth Rate (CAGR) of 23.5%. It has had a positive return in 70% 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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