0P00007EK0.AU

10-Year Study

0P00007EK0.AU · Unknown · Unknown · Common Stock

Executive Summary: 0P00007EK0.AU has compounded at 2.0% annually over the last 10 years, with a maximum drawdown of 18.6% and an annualized volatility of 9.1%.

1Y CAGR
+3.4%
3Y CAGR
+5.4%
5Y CAGR
+1.3%
10Y CAGR
+2.0%

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 →
18.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.40
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +13.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
44%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.11.5-3.70.9————————-1.5%
20251.2-0.6-1.9-0.12.31.60.31.30.91.0-0.60.05.6%
20240.41.42.0-3.20.71.41.60.41.2-0.92.7-0.77.3%
20233.5-1.32.10.7-0.81.00.6-0.2-2.7-2.54.34.08.7%
2022-3.6-1.6-0.1-3.0-1.5-4.42.9-1.7-4.62.62.6-2.2-14.0%
2021-2.2-0.31.7-2.51.11.7-0.81.3-1.9-0.41.01.2-0.3%
20202.2-2.7-8.42.03.30.9-1.21.4-0.6-1.84.80.7-0.1%
20192.42.71.41.3-0.52.90.70.30.7-0.41.9-0.613.6%
2018-0.1-0.4-0.60.90.61.1-0.31.4-0.4-3.6-0.5-0.9-2.7%
2017———————0.70.70.71.30.23.6%

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 9.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 47.6% of variance. Idiosyncratic stock-specific factors contribute 7.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-07-0110000
2017-08-0110073.445030984622
2017-09-0110144.594904750977
2017-10-0110212.68456889297
2017-11-0110342.74347792824
2017-12-0110358.809578456125
2018-01-0110348.863897176956
2018-02-0110305.255910029839
2018-03-0110245.581822354832
2018-04-0110338.91821589779
2018-05-0110401.652513197156
2018-06-0110518.705531328897
2018-07-0110484.278173054856
2018-08-0110633.463392242369
2018-09-0110592.91561471961
2018-10-0110214.214673705148
2018-11-0110167.54647693367
2018-12-0110078.035345421162
2019-01-0110321.322010557724
2019-02-0110605.156453217047
2019-03-0110755.871777216738
2019-04-0110897.406472343357
2019-05-0110846.913013541429
2019-06-0111166.70491928697
2019-07-0111239.384897865506
2019-08-0111275.342360951725
2019-09-0111355.672863591155
2019-10-0111311.299824037946
2019-11-0111522.454288118737
2019-12-0111451.304414352384
2020-01-0111706.831917986383
2020-02-0111390.865274271287
2020-03-0110435.314819065106
2020-04-0110642.644021115446
2020-05-0110999.1584423533
2020-06-0111097.085150332798
2020-07-0110967.79129370362
2020-08-0111116.211460485043
2020-09-0111044.296534312602
2020-10-0110846.913013541429
2020-11-0111363.323387652055
2020-12-0111440.593680667125
2021-01-0111187.361334251396
2021-02-0111155.994185601714
2021-03-0111345.727182311988
2021-04-0111058.067477622217
2021-05-0111175.120495753961
2021-06-0111366.383597276415
2021-07-0111275.342360951725
2021-08-0111425.29263254533
2021-09-0111206.487644403642
2021-10-0111159.819447632164
2021-11-0111266.926784484736
2021-12-0111403.106112768724
2022-01-0110993.038023104584
2022-02-0110815.545864891745
2022-03-0110804.83513120649
2022-04-0110483.513120648766
2022-05-0110321.322010557724
2022-06-019872.236248183
2022-07-0110158.365848060594
2022-08-019983.933899472115
2022-09-019524.137403412135
2022-10-019768.189120954785
2022-11-0110025.246729400966
2022-12-019807.206793665368
2023-01-0110150.715323999695
2023-02-0110018.361257746157
2023-03-0110226.455512202585
2023-04-0110300.665595593298
2023-05-0110219.570040547778
2023-06-0110326.677377400352
2023-07-0110392.471884324077
2023-08-0110371.815469359652
2023-09-0110090.276183918599
2023-10-019836.27878509678
2023-11-0110256.292556040089
2023-12-0110664.065488485961
2024-01-0110708.43852803917
2024-02-0110860.683956851044
2024-03-0111079.488944992732
2024-04-0110728.329890597508
2024-05-0110806.36523601867
2024-06-0110962.435926860991
2024-07-0111133.04261341902
2024-08-0111181.24091500268
2024-09-0111318.185295692756
2024-10-0111221.023640119347
2024-11-0111523.984392930917
2024-12-0111445.183995103665
2025-01-0111583.658480605924
2025-02-0111516.333868870019
2025-03-0111300.58909035269
2025-04-0111287.583199449162
2025-05-0111552.29133195624
2025-06-0111741.259276260425
2025-07-0111772.626424910106
2025-08-0111925.63690612807
2025-09-0112037.334557417184
2025-10-0112155.152627955014
2025-11-0112086.297911406933
2025-12-0112087.062963813023
2026-01-0112074.822125315584
2026-02-0112260.72985999541
2026-03-0111801.69841634152
2026-04-0111907.275648381914
Annual Return Matrix
YearAnnual Return
2018-0.02710487444608578
20190.1362635694223031
2020-0.0009353287012291434
2021-0.00327671526013118
2022-0.13995303589399521
20230.08737030969654414
20240.07324772221823661
20250.05608288770053482
2026-0.014874359136654247
Total Factor Risk
0.09144004201523155
VTI.US Exposure
0.4583724006709772
VEA.US Exposure
0.20148098040780008
VWO.US Exposure
-0.04815329622363833
QQQ.US Exposure
-0.10178797594386675
VTV.US Exposure
-0.08164655804694533
IJR.US Exposure
-0.008330386561209635
QUAL.US Exposure
-0.014502264019644441
SHV.US Exposure
0.4757292339126771
TLT.US Exposure
0.05860167688853585
LQD.US Exposure
0.029009511547044536
HYG.US Exposure
-0.022717390556741875
GLD.US Exposure
0.004415636328340151
USO.US Exposure
-0.0039500919528966385
VNQ.US Exposure
0.005751457410713858
BTC-USD.CC Exposure
0.006759601345061315
CPER.US Exposure
0.007084771174055059
VIX.INDX Exposure
-0.017673966915405067
UUP.US Exposure
-0.011091405169162061
TIP.US Exposure
-0.007819038835297722
Idiosyncratic Exposure
0.07046710453960273
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
9.1%

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 →
-0.6%
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 →
-0.5%
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 →
2.9% 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 0P00007EK0.AU a high-risk investment?

0P00007EK0.AU (0P00007EK0.AU) has an annualized volatility of 9.1% and experienced a maximum drawdown of 18.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0P00007EK0.AU?

Over the past 10 years, 0P00007EK0.AU has generated a Compound Annual Growth Rate (CAGR) of 2.0%. It has had a positive return in 44% 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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