AUMOVIO N

10-Year Study

AMV0.XETRA · Consumer Cyclical · DE · Common Stock

Executive Summary: AUMOVIO N has compounded at 65.1% annually over the last 10 years, with a maximum drawdown of 76.7% and an annualized volatility of 227.8%.

1Y CAGR
+3942.4%
3Y CAGR
+133.3%
5Y CAGR
+65.1%
10Y CAGR
+65.1%

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 →
76.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
17.10
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
755.12
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1542.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +3007.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -40.2%
% 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.
20263356.73.9-21.09.5————————3007.0%
2025-6.8-4.1-9.86.4-27.2-10.619.59.6-9.7-12.5-19.228.2-40.2%
202470.8-16.934.7-33.232.3-9.26.8-7.8-3.41.2-7.80.536.8%
202325.726.7-8.0-4.312.2-16.5-9.117.5-47.8-20.042.6-12.2-26.7%
2022-21.3-24.64.6-24.8-16.612.451.421.4-23.836.7-6.54.5-18.1%
2021———————0.615.9-2.0-16.1-25.9-29.0%

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 227.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 37.3% of variance. Idiosyncratic stock-specific factors contribute 47.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-07-0110000
2021-08-0110059.171539199258
2021-09-0111656.804508339996
2021-10-0111420.117646162575
2021-11-019585.798520224807
2021-12-017100.591757714816
2022-01-015591.715744682772
2022-02-014215.976047539252
2022-03-014408.283902627034
2022-04-013313.609369370183
2022-05-012763.3135610508134
2022-06-013106.5086294825865
2022-07-014704.141951313517
2022-08-015710.058823081287
2022-09-014349.1123634277765
2022-10-015946.745332568513
2022-11-015562.129975083143
2022-12-015813.609369370183
2023-01-017307.692144912218
2023-02-019260.35505462889
2023-03-018520.710109257778
2023-04-018150.8876365722235
2023-05-019142.011270849986
2023-06-017633.135610508136
2023-07-016937.869672226663
2023-08-018150.8876365722235
2023-09-014254.437618556809
2023-10-013402.36667816907
2023-11-014852.070799311662
2023-12-014260.355054628889
2024-01-017278.10637531259
2024-02-016050.295878857408
2024-03-018150.8876365722235
2024-04-015443.786896684627
2024-05-017204.141598623323
2024-06-016538.461429941479
2024-07-016982.247973935912
2024-08-016434.910883652584
2024-09-016213.017258965173
2024-10-016286.98203565444
2024-11-015798.816484570369
2024-12-015828.402254169998
2025-01-015431.95237723066
2025-02-015207.100387197402
2025-03-014698.22486793163
2025-04-015000
2025-05-013639.053187656295
2025-06-013254.437830170925
2025-07-013887.573863907294
2025-08-014260.355054628889
2025-09-013846.1535748536967
2025-10-013366.8638251875536
2025-11-012718.93490665137
2025-12-013485.2069035860695
2026-01-01120473.36870204647
2026-02-01125147.92475679188
2026-03-0198875.73629721005
2026-04-01108284.02000233058
Annual Return Matrix
YearAnnual Return
2022-0.18125001862645074
2023-0.2671755558474279
20240.36805552106212813
2025-0.40203047909184064
202630.069610211925383
Total Factor Risk
2.27847753861502
VTI.US Exposure
0.3734309559867052
VEA.US Exposure
0.02255189476526006
VWO.US Exposure
-0.01266357659634958
QQQ.US Exposure
0.0007255049283375925
VTV.US Exposure
-0.015858053456037878
IJR.US Exposure
-0.00811527960400145
QUAL.US Exposure
0.037046241347779715
SHV.US Exposure
0.07609174837660569
TLT.US Exposure
0.024894071598679072
LQD.US Exposure
-0.003364984595255018
HYG.US Exposure
-0.003425190813640081
GLD.US Exposure
0.01582912276715123
USO.US Exposure
0.0019407567305713106
VNQ.US Exposure
-0.011324676378225302
BTC-USD.CC Exposure
-0.002019074936084839
CPER.US Exposure
0.014396131164701103
VIX.INDX Exposure
0.014941678664130762
UUP.US Exposure
0.004224011991439101
TIP.US Exposure
-0.0002700620944530696
Idiosyncratic Exposure
0.4709687801526864
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
227.8%

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$3.5B
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 →
-4.2%
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 →
+101.5%
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 →
43.0% 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 AUMOVIO N a high-risk investment?

AUMOVIO N (AMV0.XETRA) has an annualized volatility of 227.8% and experienced a maximum drawdown of 76.7% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of AMV0.XETRA?

Over the past 10 years, AMV0.XETRA has generated a Compound Annual Growth Rate (CAGR) of 65.1%. 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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