Muench. Rueckvers. VNA O.N.

10-Year Study

0KFE.LSE · · GB · Common Stock

Executive Summary: Muench. Rueckvers. VNA O.N. has compounded at 17.0% annually over the last 10 years, with a maximum drawdown of 30.9% and an annualized volatility of 21.7%.

1Y CAGR
-3.1%
3Y CAGR
+21.7%
5Y CAGR
+22.6%
10Y CAGR
+17.0%

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 →
30.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.71
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +44.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -2.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-9.19.0-3.92.7————————-2.1%
20257.43.17.53.3-2.1-3.14.6-5.0-0.6-1.31.63.519.4%
20245.38.55.1-4.810.62.0-2.97.71.5-5.85.4-1.034.6%
20238.8-1.6-0.94.33.02.61.13.42.43.13.2-3.628.3%
20227.0-11.5-1.7-1.90.1-1.6-1.66.75.38.412.21.022.1%
2021-10.511.18.1-4.8-1.9-1.9-1.58.5-4.38.2-6.99.411.0%
20201.3-13.4-20.220.8-3.712.0-1.99.1-11.7-6.415.24.6-2.8%
20192.26.41.95.71.32.1-0.9-0.48.94.94.31.244.3%
20184.8-2.92.65.2-7.22.74.8-2.12.7-0.41.1-0.810.1%
2017-2.52.42.80.7-0.20.3—-1.54.06.3-1.3-4.66.1%
2016———-4.94.2-11.1-0.68.62.26.5-2.64.05.0%

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 21.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 29.5% of variance. Idiosyncratic stock-specific factors contribute 31.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019511.974814464795
2016-05-019910.023634895033
2016-06-018812.079981644787
2016-07-018762.131968178612
2016-08-019518.943312928228
2016-09-019730.906783325756
2016-10-0110364.792791655544
2016-11-0110095.281635660971
2016-12-0110495.769857022105
2017-01-0110231.009562281062
2017-02-0110476.0584739756
2017-03-0110771.891277776973
2017-04-0110842.113612966014
2017-05-0110825.378981405112
2017-06-0110854.22532388165
2017-08-0110692.090455715917
2017-09-0111122.457073793586
2017-10-0111819.025450798732
2017-11-0111669.897877806483
2017-12-0111135.916425782932
2018-01-0111665.17260467461
2018-02-0111329.772035424197
2018-03-0111622.090737185255
2018-04-0112222.686599244807
2018-05-0111344.34873539238
2018-06-0111649.998848534526
2018-07-0112209.815774053473
2018-08-0111955.640432302785
2018-09-0112274.161370636266
2018-10-0112222.686599244807
2018-11-0112357.808940319117
2018-12-0112261.290545444932
2019-01-0112528.857004193895
2019-02-0113326.234051137008
2019-03-0113577.185289559451
2019-04-0114349.349507300718
2019-05-0114537.260143344656
2019-06-0114846.705827865291
2019-07-0114712.163484215114
2019-08-0114658.343135005489
2019-09-0115970.126720907798
2019-10-0116750.470608204065
2019-11-0117476.158267650047
2019-12-0117692.26701375532
2020-01-0117914.26102784073
2020-02-0115519.417546116192
2020-03-0112384.591174315667
2020-04-0114959.344739380716
2020-05-0114403.20397400588
2020-06-0116137.831270219947
2020-07-0115825.221187988254
2020-08-0117268.357131708035
2020-09-0115247.970222249896
2020-10-0114269.454862126935
2020-11-0116444.718142575308
2020-12-0117205.000942495815
2021-01-0115402.838063866246
2021-02-0117106.44402726329
2021-03-0118492.5355184452
2021-04-0117611.809429905177
2021-05-0117281.407073750936
2021-06-0116947.055617488284
2021-07-0116690.927049118105
2021-08-0118112.18514882478
2021-09-0117334.76683677081
2021-10-0118752.63877504544
2021-11-0117454.800715443882
2021-12-0119099.920762116613
2022-01-0120434.759245628054
2022-02-0118087.50967017764
2022-03-0117776.579874601142
2022-04-0117430.33847114385
2022-05-0117455.773064066685
2022-06-0117171.557267495664
2022-07-0116893.243797652543
2022-08-0118016.997336276538
2022-09-0118978.41130176157
2022-10-0120577.02067264348
2022-11-0123093.475967209677
2022-12-0123321.756129847774
2023-01-0125378.691406399932
2023-02-0124964.752362423336
2023-03-0124731.93457287881
2023-04-0125787.640766654244
2023-05-0126557.19499598693
2023-06-0127244.611354814275
2023-07-0127546.423249708507
2023-08-0128487.409364740764
2023-09-0129161.81842839463
2023-10-0130054.707404093584
2023-11-0131028.284256737563
2023-12-0129923.00534194686
2024-01-0131500.66657056905
2024-02-0134179.23967455321
2024-03-0135916.58784103635
2024-04-0134191.76932478917
2024-05-0137828.96728899822
2024-06-0138576.89102616044
2024-07-0137464.208614838215
2024-08-0140365.918669008264
2024-09-0140974.34449629356
2024-10-0138610.56499425547
2024-11-0140688.01341499924
2024-12-0140285.162557072166
2025-01-0143266.409022712876
2025-02-0144610.143643185584
2025-03-0147939.91738448456
2025-04-0149504.48602419442
2025-05-0148446.84366254726
2025-06-0146956.17351817055
2025-07-0149095.07607775036
2025-08-0146621.5576513175
2025-09-0146348.61768702145
2025-10-0145734.50276735536
2025-11-0146485.087669169465
2025-12-0148097.13933329296
2026-01-0143738.62927844056
2026-02-0147679.20001296465
2026-03-0145836.85525396637
2026-04-0147082.14384106705
Annual Return Matrix
YearAnnual Return
20170.06099091133677459
20180.10105806083964741
20190.44293677310566615
2020-0.02754118909016412
20210.11013773413638162
20220.2210394179281039
20230.28305112082235695
20240.3462940001083168
20250.19391697290915788
2026-0.02110303245256251
Total Factor Risk
0.21667454151806867
VTI.US Exposure
0.1063015602447692
VEA.US Exposure
0.2655877037375895
VWO.US Exposure
-0.02738412960951417
QQQ.US Exposure
-0.030354305161778745
VTV.US Exposure
0.028777486146248255
IJR.US Exposure
-0.039971539093841844
QUAL.US Exposure
0.037047463676646505
SHV.US Exposure
0.2945678567870714
TLT.US Exposure
0.0006019813909836685
LQD.US Exposure
0.03873385543992134
HYG.US Exposure
-0.008136625252827132
GLD.US Exposure
-0.005776254497422358
USO.US Exposure
-0.001990077920698727
VNQ.US Exposure
-0.015281832344146672
BTC-USD.CC Exposure
0.007187855675232391
CPER.US Exposure
0.0025208673918287075
VIX.INDX Exposure
0.02843236581933224
UUP.US Exposure
-0.009809044819756614
TIP.US Exposure
0.011835539359339372
Idiosyncratic Exposure
0.31710927303102365
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
21.7%

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$37.9B
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 →
+3.2%
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 →
+1.5%
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 →
9.2% 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 →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Muench. Rueckvers. VNA O.N. a high-risk investment?

Muench. Rueckvers. VNA O.N. (0KFE.LSE) has an annualized volatility of 21.7% and experienced a maximum drawdown of 30.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0KFE.LSE?

Over the past 10 years, 0KFE.LSE has generated a Compound Annual Growth Rate (CAGR) of 17.0%. It has had a positive return in 80% 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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