1414 Degrees Ltd

10-Year Study

14D.AU · Utilities · AU · Common Stock

Executive Summary: 1414 Degrees Ltd has compounded at -24.5% annually over the last 10 years, with a maximum drawdown of 95.2% and an annualized volatility of 132.1%.

1Y CAGR
+124.6%
3Y CAGR
-13.7%
5Y CAGR
-22.8%
10Y CAGR
-24.5%

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 →
95.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
83.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +44.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -59.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
38%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-13.8-12.022.755.6————————44.8%
20253.8-14.8-4.3-18.211.1-15.076.5-6.728.6-13.9-25.826.111.5%
20243.510.2-13.854.5-21.4-14.715.5-7.58.1-25.4-22.0-33.3-54.4%
2023-1.3-2.7-11.0-7.77.5-25.6-4.2-23.914.3-10.055.61.8-25.0%
20220.0-12.7-3.1-11.8-8.50.040.0-10.5-19.1-11.826.9-10.6-30.9%
2021-16.7-8.9-12.2-11.1-6.3-36.734.2-17.6-4.850.0-16.7-12.0-59.3%
2020-16.7-11.4-38.742.118.5-43.175.8-15.60.037.00.045.928.6%
201915.34.4-11.3-3.28.2-10.6-8.5-14.8-13.0-5.028.9-14.3-28.8%
2018—————————-18.3-8.611.3-16.9%

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 132.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 60.6% of variance. Idiosyncratic stock-specific factors contribute 21.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-09-0110000
2018-10-018169.014084507043
2018-11-017464.788732394368
2018-12-018309.859154929578
2019-01-019577.464788732395
2019-02-0110000
2019-03-018873.239436619719
2019-04-018591.549295774648
2019-05-019295.774647887325
2019-06-018309.859154929578
2019-07-017605.633802816902
2019-08-016478.87323943662
2019-09-015633.802816901409
2019-10-015352.112676056338
2019-11-016901.408450704225
2019-12-015915.492957746479
2020-01-014929.577464788733
2020-02-014366.197183098592
2020-03-012676.056338028169
2020-04-013802.816901408451
2020-05-014507.042253521126
2020-06-012563.3802816901407
2020-07-014507.042253521126
2020-08-013802.816901408451
2020-09-013802.816901408451
2020-10-015211.267605633802
2020-11-015211.267605633802
2020-12-017605.633802816902
2021-01-016338.028169014085
2021-02-015774.647887323944
2021-03-015070.422535211267
2021-04-014507.042253521126
2021-05-014225.352112676056
2021-06-012676.056338028169
2021-07-013591.5492957746483
2021-08-012957.7464788732395
2021-09-012816.9014084507044
2021-10-014225.352112676056
2021-11-013521.1267605633807
2021-12-013098.591549295775
2022-01-013098.591549295775
2022-02-012704.2253521126763
2022-03-012619.718309859155
2022-04-012309.859154929578
2022-05-012112.676056338028
2022-06-012112.676056338028
2022-07-012957.7464788732395
2022-08-012647.8873239436625
2022-09-012140.845070422535
2022-10-011887.3239436619722
2022-11-012394.366197183099
2022-12-012140.845070422535
2023-01-012112.676056338028
2023-02-012056.3380281690143
2023-03-011830.9859154929577
2023-04-011690.1408450704225
2023-05-011816.9014084507044
2023-06-011352.1126760563382
2023-07-011295.774647887324
2023-08-01985.9154929577466
2023-09-011126.7605633802816
2023-10-011014.0845070422536
2023-11-011577.4647887323945
2023-12-011605.6338028169014
2024-01-011661.9718309859154
2024-02-011830.9859154929577
2024-03-011577.4647887323945
2024-04-012436.619718309859
2024-05-011915.492957746479
2024-06-011633.8028169014085
2024-07-011887.3239436619722
2024-08-011746.4788732394368
2024-09-011887.3239436619722
2024-10-011408.4507042253522
2024-11-011098.5915492957747
2024-12-01732.3943661971831
2025-01-01760.5633802816902
2025-02-01647.887323943662
2025-03-01619.7183098591549
2025-04-01507.0422535211268
2025-05-01563.3802816901408
2025-06-01478.87323943661977
2025-07-01845.0704225352113
2025-08-01788.7323943661972
2025-09-011014.0845070422536
2025-10-01873.2394366197184
2025-11-01647.887323943662
2025-12-01816.9014084507043
2026-01-01704.2253521126761
2026-02-01619.7183098591549
2026-03-01760.5633802816902
2026-04-011183.0985915492959
Annual Return Matrix
YearAnnual Return
2019-0.288135593220339
20200.2857142857142858
2021-0.5925925925925926
2022-0.3090909090909091
2023-0.25
2024-0.543859649122807
20250.11538461538461542
20260.4482758620689655
Total Factor Risk
1.3209981294250128
VTI.US Exposure
-0.0020379312574234894
VEA.US Exposure
0.0006271996564358529
VWO.US Exposure
0.036783549033982475
QQQ.US Exposure
0.0009234218393173691
VTV.US Exposure
0.006407434122364465
IJR.US Exposure
-0.00129622674000178
QUAL.US Exposure
0.00398807143866176
SHV.US Exposure
0.606004639510729
TLT.US Exposure
-0.0011287832710602194
LQD.US Exposure
0.03385936639561178
HYG.US Exposure
0.051347218042438886
GLD.US Exposure
-0.0025461226669170364
USO.US Exposure
0.004385015770728483
VNQ.US Exposure
-0.0014104799395922244
BTC-USD.CC Exposure
0.006812179511739328
CPER.US Exposure
0.0030847653731558215
VIX.INDX Exposure
0.0021544805299633586
UUP.US Exposure
-0.0005434588611284277
TIP.US Exposure
0.037277416861183306
Idiosyncratic Exposure
0.2153082446498111
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
132.1%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$9.6M
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+102.7%
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 →
+55.7%
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 →
48.8% 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 →
1.17
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
84
OversoldNeutralOverbought
Overbought
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-26.0%
50.0% retracement-14.3%
61.8% retracement+1.9%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is 1414 Degrees Ltd a high-risk investment?

1414 Degrees Ltd (14D.AU) has an annualized volatility of 132.1% and experienced a maximum drawdown of 95.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 14D.AU?

Over the past 10 years, 14D.AU has generated a Compound Annual Growth Rate (CAGR) of -24.5%. It has had a positive return in 38% 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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