0P000079J8.AU

10-Year Study

0P000079J8.AU · Unknown · Unknown · Common Stock

Executive Summary: 0P000079J8.AU has compounded at 0.3% annually over the last 10 years, with a maximum drawdown of 38.2% and an annualized volatility of 22.1%.

1Y CAGR
-10.7%
3Y CAGR
+2.9%
5Y CAGR
-0.8%
10Y CAGR
+0.3%

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 →
38.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.09
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
21.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +19.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -25.4%
% 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.
2026-3.2-3.3-11.25.6————————-12.2%
20252.3-6.2-4.94.14.91.71.34.4-2.90.3-3.72.02.5%
2024-1.96.89.5-8.41.90.22.40.56.4-3.32.3-5.89.6%
20236.8-0.4-6.84.0-1.8-0.12.42.1-8.7-6.410.911.411.6%
2022-10.01.51.4-1.4-8.6-10.48.6-3.7-13.58.75.8-4.0-25.4%
2021-5.4-2.56.32.31.85.5-2.76.3-2.0-0.23.95.219.4%
20205.2-4.7-35.16.912.2-1.1-2.57.9-1.2-0.612.90.6-9.5%
20193.71.86.0-3.22.34.2-0.71.3-2.70.72.2-4.311.4%
2018-3.5-3.20.12.72.9-3.20.42.6-1.6-3.5-0.31.8-5.0%
2017———————1.50.61.65.30.19.3%

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 22.1%. The dominant macroeconomic risk driver is VTI.US, accounting for 100.6% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-07-0110000
2017-08-0110148.012100259291
2017-09-0110204.19187554019
2017-10-0110369.490060501297
2017-11-0110915.082108902334
2017-12-0110926.966292134832
2018-01-0110541.270527225584
2018-02-0110207.43301642178
2018-03-0110217.156439066552
2018-04-0110498.055315471047
2018-05-0110804.883318928261
2018-06-0110453.759723422645
2018-07-0110495.89455488332
2018-08-0110767.070008643042
2018-09-0110598.530682800347
2018-10-0110225.79948141746
2018-11-0110195.548833189283
2018-12-0110379.213483146068
2019-01-0110764.909248055314
2019-02-0110956.136560069144
2019-03-0111616.248919619706
2019-04-0111250
2019-05-0111510.371650821087
2019-06-0111993.301642178047
2019-07-0111904.710458081247
2019-08-0112060.285220397582
2019-09-0111729.688850475368
2019-10-0111811.797752808989
2019-11-0112076.490924805532
2019-12-0111558.988764044943
2020-01-0112157.519446845288
2020-02-0111589.23941227312
2020-03-017518.366464995678
2020-04-018035.868625756266
2020-05-019013.61279170268
2020-06-018914.217804667243
2020-07-018688.418323249785
2020-08-019376.620570440795
2020-09-019268.582541054451
2020-10-019211.322385479689
2020-11-0110395.41918755402
2020-12-0110457.000864304235
2021-01-019897.363872082973
2021-02-019649.956784788246
2021-03-0110260.37165082109
2021-04-0110494.814174589455
2021-05-0110679.559204840103
2021-06-0111270.527225583404
2021-07-0110969.101123595507
2021-08-0111664.866032843562
2021-09-0111434.745030250648
2021-10-0111416.37856525497
2021-11-0111865.816767502161
2021-12-0112487.03543647364
2022-01-0111238.115816767502
2022-02-0111405.574762316337
2022-03-0111568.712186689716
2022-04-0111402.333621434744
2022-05-0110425.669835782193
2022-06-019342.048401037166
2022-07-0110141.52981849611
2022-08-019769.878997407088
2022-09-018446.413137424375
2022-10-019177.830596369922
2022-11-019708.297320656871
2022-12-019316.119273984443
2023-01-019949.222126188419
2023-02-019911.408815903198
2023-03-019232.92999135696
2023-04-019600.259291270526
2023-05-019425.23768366465
2023-06-019414.433880726016
2023-07-019638.072601555748
2023-08-019844.425237683665
2023-09-018992.005185825412
2023-10-018416.162489196196
2023-11-019333.405358686257
2023-12-0110395.41918755402
2024-01-0110200.9507346586
2024-02-0110893.474503025065
2024-03-0111930.63958513397
2024-04-0110928.046672428694
2024-05-0111133.318928262748
2024-06-0111158.167675021607
2024-07-0111422.86084701815
2024-08-0111485.522904062229
2024-09-0112225.583405358686
2024-10-0111824.762316335351
2024-11-0112101.339671564392
2024-12-0111394.7709593777
2025-01-0111660.544511668108
2025-02-0110942.09161624892
2025-03-0110409.464131374245
2025-04-0110840.535868625759
2025-05-0111373.163353500433
2025-06-0111561.149524632672
2025-07-0111712.402765773553
2025-08-0112224.503025064823
2025-09-0111864.736387208299
2025-10-0111898.228176318064
2025-11-0111456.352636127918
2025-12-0111679.99135695765
2026-01-0111301.858254105446
2026-02-0110930.207433016423
2026-03-019707.216940363007
2026-04-0110249.567847882456
Annual Return Matrix
YearAnnual Return
2018-0.05012853470437029
20190.11366711772665772
2020-0.09533601271146841
20210.1941316251678893
2022-0.25393666724346775
20230.11585295140902252
20240.09613385990438572
20250.02503081444960653
2026-0.12246785681250572
Total Factor Risk
0.2206195805559126
VTI.US Exposure
1.006224923734795
VEA.US Exposure
0.13664211275281338
VWO.US Exposure
-0.029278837071436185
QQQ.US Exposure
-0.219417527546692
VTV.US Exposure
-0.1433058628192628
IJR.US Exposure
0.007383641962610135
QUAL.US Exposure
-0.004652922021227224
SHV.US Exposure
0.024180271763310404
TLT.US Exposure
0.018869804662835023
LQD.US Exposure
-0.0063923637972275165
HYG.US Exposure
-0.026201429824456005
GLD.US Exposure
0.025967823902997587
USO.US Exposure
0.0020183191353835353
VNQ.US Exposure
0.07193785786793186
BTC-USD.CC Exposure
0.008961041957870345
CPER.US Exposure
-0.01915298677449448
VIX.INDX Exposure
-0.003198039430726682
UUP.US Exposure
-0.010685172966150533
TIP.US Exposure
0.011242174001930453
Idiosyncratic Exposure
0.14885717050919572
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
22.1%

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 →
-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 →
-10.6%
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 →
17.2% 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 0P000079J8.AU a high-risk investment?

0P000079J8.AU (0P000079J8.AU) has an annualized volatility of 22.1% and experienced a maximum drawdown of 38.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0P000079J8.AU?

Over the past 10 years, 0P000079J8.AU has generated a Compound Annual Growth Rate (CAGR) of 0.3%. 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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