GFT Technologies SE

10-Year Study

GFT.XETRA · Technology · DE · Common Stock

Executive Summary: GFT Technologies SE has compounded at 0.8% annually over the last 10 years, with a maximum drawdown of 99.7% and an annualized volatility of 942.0%.

1Y CAGR
+5851.5%
3Y CAGR
-32.5%
5Y CAGR
+0.2%
10Y CAGR
+0.8%

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 →
99.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
122294.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
7745974.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6270.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +290.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -95.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202693.1-24.111.09.5————————78.0%
2025-49.14566.7-88.3-92.0-29.8-32.718326.2-99.32817.7-0.40.9-5.3273.7%
20241.6-97.2-28.26047.5-98.6-6.955.8-13.5-0.8570.9693.4-95.7-95.2%
2023187.8-59.0-10.7-0.279.09.6-17.8-54.52.2128.56.6-2.786.9%
202285.5-52.21.5190.4-7.3-4.011.01.8-26.0-10.810.0-61.1-25.9%
20211.729.80.421.26.9320.9-10.1-4.9-61.042.996.4-42.4290.2%
202013.7-17.8-28.57.615.913.5-1.119.1-8.8-20.636.4-4.94.6%
201914.62.7-3.719.4-18.8-0.7-0.6-6.94.915.544.91.981.1%
2018-1.66.6-4.91.53.2-16.122.12.0-17.3-11.7-21.9-15.5-47.4%
2017-5.73.0-10.24.87.7-8.6-13.50.80.2-18.8-4.05.4-35.4%
2016———-4.10.4-15.514.5-5.1-5.7-0.64.47.8-6.7%

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 942.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.9% of variance. Idiosyncratic stock-specific factors contribute 23.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019594.45285467128
2016-05-019637.00259515571
2016-06-018146.6262975778545
2016-07-019326.070501730104
2016-08-018850.18382352941
2016-09-018342.452422145328
2016-10-018292.387543252597
2016-11-018661.224048442908
2016-12-019332.882785467129
2017-01-018800.11894463668
2017-02-019064.230103806229
2017-03-018137.543252595156
2017-04-018531.412197231835
2017-05-019189.446366782007
2017-06-018399.00519031142
2017-07-017264.21929065744
2017-08-017321.961505190312
2017-09-017335.856401384084
2017-10-015956.044550173011
2017-11-015720.317906574394
2017-12-016030.006487889274
2018-01-015930.633650519032
2018-02-016323.529411764706
2018-03-016013.840830449828
2018-04-016101.643598615918
2018-05-016295.793685121108
2018-06-015282.763840830451
2018-07-016451.989619377163
2018-08-016579.801038062284
2018-09-015438.959775086506
2018-10-014804.660467128028
2018-11-013751.405709342561
2018-12-013169.1717128027685
2019-01-013630.7309688581317
2019-02-013730.103806228374
2019-03-013590.506055363322
2019-04-014288.7110726643605
2019-05-013483.996539792388
2019-06-013460.910467128028
2019-07-013441.176470588235
2019-08-013204.530709342561
2019-09-013362.2945501730105
2019-10-013884.8940311418687
2019-11-015630.136245674742
2019-12-015738.592128027682
2020-01-016527.411332179931
2020-02-015363.9165224913495
2020-03-013835.58607266436
2020-04-014126.459775086506
2020-05-014782.1691176470595
2020-06-015426.903114186852
2020-07-015366.565743944637
2020-08-016391.652249134948
2020-09-015828.881920415225
2020-10-014627.91955017301
2020-11-016311.256487889273
2020-12-015999.729671280277
2021-01-016100.237889273357
2021-02-017919.225778546714
2021-03-017949.394463667822
2021-04-019637.759515570935
2021-05-0110301.038062283738
2021-06-0143355.32138916861
2021-07-0138981.40055910526
2021-08-0137089.09952104298
2021-09-0114482.37456747405
2021-10-0120696.36678200692
2021-11-0140657.43779641122
2021-12-0123410.196799307963
2022-01-0143414.79403749882
2022-02-0120747.08044982699
2022-03-0121051.416522491352
2022-04-0161124.24147582798
2022-05-0156660.59606215534
2022-06-0154390.13758332672
2022-07-0160358.996209801284
2022-08-0161417.68607301284
2022-09-0145473.85195959811
2022-10-0140570.97599993116
2022-11-0144637.88547317874
2022-12-0117355.698529411766
2023-01-0149956.74822982208
2023-02-0120499.675605536333
2023-03-0118301.41652249135
2023-04-0118270.76124567474
2023-05-0132709.775086505193
2023-06-0135845.58988524968
2023-07-0129465.830449826994
2023-08-0113407.27724913495
2023-09-0113698.09688581315
2023-10-0131304.066568922422
2023-11-0133358.56442632972
2023-12-0132442.700904133413
2024-01-0132976.805957543394
2024-02-01919.1176728393793
2024-03-01659.602091592901
2024-04-0140549.30795847751
2024-05-01551.4705779230718
2024-06-01513.6245610289095
2024-07-01800.1730206928452
2024-08-01692.0415070230162
2024-09-01686.6349377846635
2024-10-014606.40163157638
2024-11-0136548.442081596615
2024-12-011562.5000567172226
2025-01-01794.7664514544927
2025-02-0137089.09952104298
2025-03-014346.885792524345
2025-04-01348.72403813068433
2025-05-01244.91782496750974
2025-06-01164.90052289822526
2025-07-0130384.948509374706
2025-08-01210.31574317122002
2025-09-016136.462143960709
2025-10-016109.429168866169
2025-11-016163.494603444136
2025-12-015839.100449142984
2026-01-0111272.70761245675
2026-02-018553.200692041524
2026-03-019493.944636678201
2026-04-0110391.43598615917
Annual Return Matrix
YearAnnual Return
2017-0.3538966869616096
2018-0.47443311724991255
20190.8107545592575534
20200.04550550682582588
20212.9018752647087984
2022-0.25862654303167476
20230.8692823483396255
2024-0.9518381634952549
20252.737024151801186
20260.7796295982002399
Total Factor Risk
9.419677570795983
VTI.US Exposure
0.020868752117883384
VEA.US Exposure
-0.000289705373382393
VWO.US Exposure
0.010525342561109678
QQQ.US Exposure
0.0012647799254681914
VTV.US Exposure
0.011896610102734882
IJR.US Exposure
-0.0018039973197650336
QUAL.US Exposure
0.008297274092938125
SHV.US Exposure
0.5987521165700784
TLT.US Exposure
0.05916610372118078
LQD.US Exposure
0.0026704884237639345
HYG.US Exposure
0.011516217301951577
GLD.US Exposure
-0.0005696151496942499
USO.US Exposure
-0.00039523598213848975
VNQ.US Exposure
-0.00019211782596562953
BTC-USD.CC Exposure
-0.0003094842793645558
CPER.US Exposure
0.007293724564920722
VIX.INDX Exposure
0.013382010167748915
UUP.US Exposure
0.01882215148793159
TIP.US Exposure
0.004804132913393522
Idiosyncratic Exposure
0.23430045197920657
Value Score
44.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
33.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
942.0%

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 →13.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.79%
Market Cap$481.8M
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 →
+12.5%
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 →
+36.5%
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 →
71.4% 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 →
0.88
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is GFT Technologies SE a high-risk investment?

GFT Technologies SE (GFT.XETRA) has an annualized volatility of 942.0% and experienced a maximum drawdown of 99.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GFT.XETRA has generated a Compound Annual Growth Rate (CAGR) of 0.8%. It has had a positive return in 60% 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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