Valterra Platinum Limited

10-Year Study

VALT.LSE · Basic Materials · GB · Common Stock

Executive Summary: Valterra Platinum Limited has compounded at 11.3% annually over the last 10 years, with a maximum drawdown of 28.5% and an annualized volatility of 35.3%.

1Y CAGR
+218.8%
3Y CAGR
+44.0%
5Y CAGR
+24.1%
10Y CAGR
+11.3%

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 →
28.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
26.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +170.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · 0.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.728.7-28.58.2————————7.2%
20250.00.00.00.00.038.75.6-0.457.7-12.313.118.3170.3%
20240.00.00.00.00.00.00.00.00.00.00.00.00.0%
20230.00.00.00.00.00.00.00.00.00.00.00.00.0%
20220.00.00.00.00.00.00.00.00.00.00.00.00.0%
20210.00.00.00.00.00.00.00.00.00.00.00.00.0%
20200.00.00.00.00.00.00.00.00.00.00.00.00.0%
20190.00.00.00.00.00.00.00.00.00.00.00.00.0%
20180.00.00.00.00.00.00.00.00.00.00.00.00.0%
20170.00.00.00.00.00.00.00.00.00.00.00.00.0%
2016———0.00.00.00.00.00.00.00.00.00.0%

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 35.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 15.0% of variance. Idiosyncratic stock-specific factors contribute 32.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000
2016-05-0110000
2016-06-0110000
2016-07-0110000
2016-08-0110000
2016-09-0110000
2016-10-0110000
2016-11-0110000
2016-12-0110000
2017-01-0110000
2017-02-0110000
2017-03-0110000
2017-04-0110000
2017-05-0110000
2017-06-0110000
2017-07-0110000
2017-08-0110000
2017-09-0110000
2017-10-0110000
2017-11-0110000
2017-12-0110000
2018-01-0110000
2018-02-0110000
2018-03-0110000
2018-04-0110000
2018-05-0110000
2018-06-0110000
2018-07-0110000
2018-08-0110000
2018-09-0110000
2018-10-0110000
2018-11-0110000
2018-12-0110000
2019-01-0110000
2019-02-0110000
2019-03-0110000
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
2020-02-0110000
2020-03-0110000
2020-04-0110000
2020-05-0110000
2020-06-0110000
2020-07-0110000
2020-08-0110000
2020-09-0110000
2020-10-0110000
2020-11-0110000
2020-12-0110000
2021-01-0110000
2021-02-0110000
2021-03-0110000
2021-04-0110000
2021-05-0110000
2021-06-0110000
2021-07-0110000
2021-08-0110000
2021-09-0110000
2021-10-0110000
2021-11-0110000
2021-12-0110000
2022-01-0110000
2022-02-0110000
2022-03-0110000
2022-04-0110000
2022-05-0110000
2022-06-0110000
2022-07-0110000
2022-08-0110000
2022-09-0110000
2022-10-0110000
2022-11-0110000
2022-12-0110000
2023-01-0110000
2023-02-0110000
2023-03-0110000
2023-04-0110000
2023-05-0110000
2023-06-0110000
2023-07-0110000
2023-08-0110000
2023-09-0110000
2023-10-0110000
2023-11-0110000
2023-12-0110000
2024-01-0110000
2024-02-0110000
2024-03-0110000
2024-04-0110000
2024-05-0110000
2024-06-0110000
2024-07-0110000
2024-08-0110000
2024-09-0110000
2024-10-0110000
2024-11-0110000
2024-12-0110000
2025-01-0110000
2025-02-0110000
2025-03-0110000
2025-04-0110000
2025-05-0110000
2025-06-0113873.545768163734
2025-07-0114653.932565519146
2025-08-0114601.964781277778
2025-09-0123032.861113325067
2025-10-0120208.076259804067
2025-11-0122859.028199262233
2025-12-0127031.018136770173
2026-01-0129117.013105524144
2026-02-0137460.99298054002
2026-03-0126770.26876567593
2026-04-0128964.909305719164
Annual Return Matrix
YearAnnual Return
20170
20180
20190
20200
20210
20220
20230
20240
20251.7031018136770175
20260.07154340836012851
Total Factor Risk
0.35322913431752917
VTI.US Exposure
0.12707082660262864
VEA.US Exposure
0.15046614031589087
VWO.US Exposure
-0.02787360788060677
QQQ.US Exposure
-0.017586395991175716
VTV.US Exposure
-0.025845870023237325
IJR.US Exposure
-0.001636103185085162
QUAL.US Exposure
0.06075858981544545
SHV.US Exposure
0.14774169654232186
TLT.US Exposure
0.0766916553580858
LQD.US Exposure
0.016834429234080604
HYG.US Exposure
0.011015455955631224
GLD.US Exposure
0.07309733091119269
USO.US Exposure
0.013461684184317197
VNQ.US Exposure
-0.005788321904643397
BTC-USD.CC Exposure
-0.0010164084500535514
CPER.US Exposure
0.043372797267120636
VIX.INDX Exposure
0.003558317490954173
UUP.US Exposure
0.018354932195209
TIP.US Exposure
0.012631911711694773
Idiosyncratic Exposure
0.3246909398502291
Value Score
40
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
4.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.3%

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 →24.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.39%
Market Cap$17.2B
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
$9
Avg Yield on Cost
0.09%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$8.660.09%Solid

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 →
-2.1%
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 →
+24.1%
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 →
22.7% 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 →
1.16
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Valterra Platinum Limited a high-risk investment?

Valterra Platinum Limited (VALT.LSE) has an annualized volatility of 35.3% and experienced a maximum drawdown of 28.5% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, VALT.LSE has generated a Compound Annual Growth Rate (CAGR) of 11.3%. It has had a positive return in 20% 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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