0P00007962.AU

10-Year Study

0P00007962.AU · Unknown · Unknown · Common Stock

Executive Summary: 0P00007962.AU has compounded at 8.8% annually over the last 10 years, with a maximum drawdown of 18.7% and an annualized volatility of 14.0%.

1Y CAGR
+6.2%
3Y CAGR
+11.5%
5Y CAGR
+8.1%
10Y CAGR
+8.8%

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 →
18.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.74
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +26.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-3.1-1.1-2.52.8————————-3.9%
20251.8-0.4-4.7-3.55.42.51.90.92.03.10.2-0.98.0%
20244.15.93.0-4.11.22.22.2-1.2-0.53.75.22.626.5%
20232.42.13.91.62.13.1-0.11.6-4.0-2.04.51.617.6%
2022-2.7-5.5-0.9-1.1-3.6-4.64.1-2.1-3.77.4-0.4-3.2-15.8%
2021-1.61.75.12.31.74.11.43.1-3.01.33.71.723.3%
20203.7-4.9-8.32.13.9-1.1-2.93.5-0.3-1.67.4-0.5-0.1%
20192.95.61.53.4-4.45.3-0.00.32.0-0.34.7-0.921.6%
20181.2-0.4-0.62.50.4-0.12.64.20.6-5.9-1.8-4.2-2.2%
2017———————0.83.43.93.2-1.79.9%

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 14.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 88.1% of variance. Idiosyncratic stock-specific factors contribute 9.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-07-0110000
2017-08-0110081.543045319117
2017-09-0110428.623699754327
2017-10-0110831.634519889187
2017-11-0111182.374157127175
2017-12-0110990.016204066696
2018-01-0111117.03517850609
2018-02-0111073.127384872718
2018-03-0111009.35654173854
2018-04-0111282.734828289165
2018-05-0111327.688045580471
2018-06-0111314.620249856256
2018-07-0111608.907009565626
2018-08-0112090.847315874758
2018-09-0112157.75442998275
2018-10-0111434.843970519052
2018-11-0111225.759238931578
2018-12-0110750.09147457007
2019-01-0111061.105012806438
2019-02-0111677.904970989495
2019-03-0111854.581569180911
2019-04-0112261.774083947521
2019-05-0111722.858188280801
2019-06-0112341.226281950761
2019-07-0112335.476451832106
2019-08-0112366.839161570226
2019-09-0112618.786263133135
2019-10-0112582.719146934296
2019-11-0113179.656055616537
2019-12-0113066.750300559303
2020-01-0113543.986200407713
2020-02-0112883.27844859129
2020-03-0111815.900893837228
2020-04-0112065.757148084262
2020-05-0112536.197794156082
2020-06-0112396.111023992473
2020-07-0112032.303591030264
2020-08-0112449.950342376249
2020-09-0112411.792378861532
2020-10-0112208.980189221684
2020-11-0113116.930636140296
2020-12-0113052.637081177147
2021-01-0112839.89336678689
2021-02-0113053.159793006114
2021-03-0113718.049239454289
2021-04-0114034.812607809316
2021-05-0114279.964455595631
2021-06-0114871.151534159218
2021-07-0115079.190842088754
2021-08-0115545.44979352883
2021-09-0115072.918300141131
2021-10-0115267.889812346453
2021-11-0115832.941299461607
2021-12-0116099.52433223564
2022-01-0115658.355548586065
2022-02-0114794.835607129791
2022-03-0114666.24849720349
2022-04-0114500.548847420416
2022-05-0113979.927865767602
2022-06-0113334.378756991271
2022-07-0113883.748889237362
2022-08-0113598.870942449428
2022-09-0113095.499451152578
2022-10-0114061.470911086717
2022-11-0114004.49532172913
2022-12-0113558.622131618838
2023-01-0113880.61261826355
2023-02-0114171.240395170144
2023-03-0114724.792222047987
2023-04-0114955.308138623175
2023-05-0115265.27625320161
2023-06-0115739.89859390518
2023-07-0115729.967069154776
2023-08-0115983.482306204589
2023-09-0115342.637603888976
2023-10-0115031.624065652606
2023-11-0115701.217918561497
2023-12-0115944.801630860906
2024-01-0116596.10056975589
2024-02-0117579.321520046
2024-03-0118107.260467304375
2024-04-0117366.05509382677
2024-05-0117566.77643615075
2024-06-0117958.81030787727
2024-07-0118347.185196801
2024-08-0118119.805551199624
2024-09-0118035.126234906696
2024-10-0118694.78856306518
2024-11-0119663.373582144162
2024-12-0120170.40405624379
2025-01-0120529.507082745284
2025-02-0120456.850138518636
2025-03-0119504.99189796665
2025-04-0118816.057707385917
2025-05-0119823.323401808582
2025-06-0120309.96811457843
2025-07-0120695.206732528353
2025-08-0120884.95112644399
2025-09-0121301.552454132034
2025-10-0121952.328681198058
2025-11-0121989.441221054836
2025-12-0121790.81072604673
2026-01-0121125.398567769593
2026-02-0120895.40536302337
2026-03-0120373.738957712612
2026-04-0120950.29010506508
Annual Return Matrix
YearAnnual Return
2018-0.0218311533888228
20190.21550131284644558
2020-0.0010800864069124838
20210.23343077970445725
2022-0.15782467532467537
20230.17598982227533821
20240.2650144243377919
20250.08033585570643731
2026-0.03857225100748418
Total Factor Risk
0.13953161649901621
VTI.US Exposure
0.881322193550238
VEA.US Exposure
0.1628893648208419
VWO.US Exposure
-0.030143100650799563
QQQ.US Exposure
-0.22890818182020298
VTV.US Exposure
-0.10876354653966303
IJR.US Exposure
-0.04662925177840096
QUAL.US Exposure
0.16103510294483384
SHV.US Exposure
0.09496319336305092
TLT.US Exposure
0.007142647281805193
LQD.US Exposure
-0.013685420196576188
HYG.US Exposure
0.0277720063922748
GLD.US Exposure
0.0006950687218140876
USO.US Exposure
0.0074102313460863885
VNQ.US Exposure
-0.03186460663211572
BTC-USD.CC Exposure
-0.0021882638339742323
CPER.US Exposure
-0.0010996060599945624
VIX.INDX Exposure
-0.02764428956656987
UUP.US Exposure
0.04864942971513914
TIP.US Exposure
0.004499760486768711
Idiosyncratic Exposure
0.09454726845544402
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
14.0%

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 →
+1.4%
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 →
-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 →
5.3% 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 0P00007962.AU a high-risk investment?

0P00007962.AU (0P00007962.AU) has an annualized volatility of 14.0% and experienced a maximum drawdown of 18.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0P00007962.AU?

Over the past 10 years, 0P00007962.AU has generated a Compound Annual Growth Rate (CAGR) of 8.8%. It has had a positive return in 56% 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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