AXA Tresor Court Terme C

10-Year Study

0P00000F24.PA · · FR · FUND

Executive Summary: AXA Tresor Court Terme C has compounded at 0.8% annually over the last 10 years, with a maximum drawdown of 2.9% and an annualized volatility of 3.9%.

1Y CAGR
+2.0%
3Y CAGR
+3.1%
5Y CAGR
+2.0%
10Y CAGR
+0.8%

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 →
2.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-7.54
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-96.26
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
0.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +3.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -0.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.20.20.20.1————————0.6%
20250.30.20.20.20.20.20.20.20.20.20.20.22.4%
20240.40.30.30.40.30.30.30.30.30.30.30.33.9%
20230.20.20.20.20.30.30.30.30.30.40.30.33.4%
2022-0.1-0.1-0.1-0.0-0.1-0.0-0.0-0.00.00.10.10.1-0.0%
2021-0.1-0.0-0.1-0.0-0.1-0.0-0.0-0.1-0.0-0.0-0.1-0.1-0.6%
2020-0.0-0.0-0.1-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.5%
2019-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.4%
2018-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.5%
2017-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.4%
2016———-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.0-0.2%

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 3.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 99.9% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019998.215460806006
2016-05-019995.992599499323
2016-06-019993.799365520623
2016-07-019991.315946069171
2016-08-019988.995679848555
2016-09-019986.71681071636
2016-10-019984.655073371468
2016-11-019982.001601174443
2016-12-019979.060378627511
2017-01-019975.583023200146
2017-02-019972.774108994636
2017-03-019969.821522541079
2017-04-019966.353501751299
2017-05-019962.310386115514
2017-06-019958.930435602078
2017-07-019954.782203830011
2017-08-019951.39088940995
2017-09-019947.82505785243
2017-10-019943.938195932744
2017-11-019940.445418060672
2017-12-019937.336983744824
2018-01-019933.094999743094
2018-02-019929.607497970528
2018-03-019925.81682340335
2018-04-019921.985563455364
2018-05-019918.069074207691
2018-06-019914.672077834319
2018-07-019910.773446154197
2018-08-019907.040808681568
2018-09-019903.213607271666
2018-10-019899.702565978234
2018-11-019896.097366601332
2018-12-019892.43210086084
2019-01-019888.88899711657
2019-02-019886.011087763693
2019-03-019882.552807465307
2019-04-019879.524326349643
2019-05-019876.574175018935
2019-06-019873.8143691242
2019-07-019870.580931835471
2019-08-019868.093047992132
2019-09-019863.760964445013
2019-10-019860.607074502665
2019-11-019856.475888590532
2019-12-019851.99932108775
2020-01-019848.588931538712
2020-02-019845.256871774627
2020-03-019838.69259228324
2020-04-019835.243646622439
2020-05-019833.160399025723
2020-06-019830.673326889997
2020-07-019827.525524754768
2020-08-019822.915837202945
2020-09-019818.692116622578
2020-10-019815.083264561405
2020-11-019810.241834485187
2020-12-019805.910562645686
2021-01-019800.59225434501
2021-02-019796.04425657201
2021-03-019790.995841053687
2021-04-019786.557829662668
2021-05-019781.396992639517
2021-06-019776.629022102556
2021-07-019772.058702370112
2021-08-019766.742829192284
2021-09-019761.960247918234
2021-10-019757.695536103252
2021-11-019752.544439571493
2021-12-019747.163223930569
2022-01-019741.667557515775
2022-02-019736.642681518319
2022-03-019729.943658562659
2022-04-019726.226037680928
2022-05-019720.839140086691
2022-06-019716.255427178585
2022-07-019712.21393495803
2022-08-019711.83730262416
2022-09-019713.86819507964
2022-10-019719.498199104897
2022-11-019730.920548678632
2022-12-019743.372143509581
2023-01-019760.910304116811
2023-02-019778.38758665283
2023-03-019799.676242300242
2023-04-019821.291610263133
2023-05-019852.796823820567
2023-06-019879.27756723435
2023-07-019910.054679060142
2023-08-019941.998214730267
2023-09-019972.306565407765
2023-10-0110008.138180559003
2023-11-0110042.481529796123
2023-12-0110074.014341412503
2024-01-0110112.130507649248
2024-02-0110144.714480628474
2024-03-0110175.090608891915
2024-04-0110212.55375635151
2024-05-0110247.59192730801
2024-06-0110281.503853947173
2024-07-0110314.546035875688
2024-08-0110346.345493443958
2024-09-0110379.858059936003
2024-10-0110410.575511252011
2024-11-0110438.25189998431
2024-12-0110467.0171944836
2025-01-0110494.919237933174
2025-02-0110519.240433234327
2025-03-0110544.540953774307
2025-04-0110565.579603475959
2025-05-0110586.306963306837
2025-06-0110606.757124986818
2025-07-0110625.613498762592
2025-08-0110644.41021202858
2025-09-0110662.398870362744
2025-10-0110680.698412713873
2025-11-0110699.183836109087
2025-12-0110717.36243402542
2026-01-0110735.90305353853
2026-02-0110753.18674380811
2026-03-0110772.802064204936
2026-04-0110782.415117502389
Annual Return Matrix
YearAnnual Return
2017-0.004181094541931829
2018-0.0045188044802584315
2019-0.0040872435980199295
2020-0.004678112222705311
2021-0.005991013107840004
2022-0.00038894192432104013
20230.0339350886975176
20240.03901154393393447
20250.023917533991800077
20260.006069840772617852
Total Factor Risk
0.03895001715908514
VTI.US Exposure
0.00017018380791240076
VEA.US Exposure
0.0003026426133302057
VWO.US Exposure
0.000002517255427395783
QQQ.US Exposure
-0.00012240314691818708
VTV.US Exposure
-0.00005755108910391094
IJR.US Exposure
-0.00005001012225755835
QUAL.US Exposure
0.000038529151125589266
SHV.US Exposure
0.9985831331673508
TLT.US Exposure
0.000029664742350576612
LQD.US Exposure
-0.00013258738665615356
HYG.US Exposure
0.000013239665742280312
GLD.US Exposure
-0.000023558819123141698
USO.US Exposure
-0.00002911581950478791
VNQ.US Exposure
0.00013749617648962654
BTC-USD.CC Exposure
0.00004857673168139332
CPER.US Exposure
-0.0000012893642264750454
VIX.INDX Exposure
-0.0000011107017567206997
UUP.US Exposure
0.00009033800819965279
TIP.US Exposure
-0.000013531646656083872
Idiosyncratic Exposure
0.0010148367765929142
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
3.9%

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 →
+0.2%
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 →
+0.8%
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 AXA Tresor Court Terme C a high-risk investment?

AXA Tresor Court Terme C (0P00000F24.PA) has an annualized volatility of 3.9% and experienced a maximum drawdown of 2.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0P00000F24.PA?

Over the past 10 years, 0P00000F24.PA has generated a Compound Annual Growth Rate (CAGR) of 0.8%. It has had a positive return in 40% 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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