Grand City Properties SA

10-Year Study

GYC.XETRA · Real Estate · DE · Common Stock

Executive Summary: Grand City Properties SA has compounded at -4.3% annually over the last 10 years, with a maximum drawdown of 90.9% and an annualized volatility of 157.6%.

1Y CAGR
+78.1%
3Y CAGR
+49.6%
5Y CAGR
-15.0%
10Y CAGR
-4.3%

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 →
90.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
164.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +460.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -66.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-6.717.2-18.76.0————————-5.7%
2025-74.8-26.7-17.716.043.21.1-14.1105.20.20.80.2-0.2-54.6%
2024-4.7-24.015.3-4.822.938.626.0-0.38.0-22.0-32.3477.6460.1%
20239.9-9.0-17.9-11.1-65.53.914.0-20.813.7-19.115.335.8-66.0%
2022-6.351.7-3.5-26.5-12.0-36.28.7-7.1-28.625.832.8-12.7-40.5%
2021-2.1-0.95.04.74.5-2.52.03.7-7.22.9-5.7-0.13.4%
20208.1-8.3-9.6-0.36.74.8-1.86.5-4.1-5.51.65.91.9%
201914.5-4.63.9-2.59.7-9.21.72.2-1.11.60.51.517.2%
2018-0.4-6.15.73.05.08.4-0.15.8-5.0-4.2-2.7-8.9-1.3%
2017-2.56.6-4.21.25.8-1.1-0.24.5-2.53.14.32.318.1%
2016———-4.5-1.9-1.07.8-1.0-11.7-8.0-1.59.7-13.2%

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 157.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 35.2% of variance. Idiosyncratic stock-specific factors contribute 30.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019549.540969867814
2016-05-019363.897248358793
2016-06-019266.885071044913
2016-07-019987.048112452858
2016-08-019884.194887813796
2016-09-018732.429240790827
2016-10-018032.328927151982
2016-11-017909.349485098981
2016-12-018677.19324978096
2017-01-018463.931532767007
2017-02-019026.005358526023
2017-03-018649.638743920865
2017-04-018749.95238276637
2017-05-019256.853707160362
2017-06-019152.222772465811
2017-07-019133.9377547522
2017-08-019546.049039401674
2017-09-019311.327822432162
2017-10-019598.23752745927
2017-11-0110015.554962985538
2017-12-0110250.27617995505
2018-01-0110208.563483295873
2018-02-019582.555585184056
2018-03-0110130.280751209477
2018-04-0110432.808908866964
2018-05-0110954.503320508426
2018-06-0111871.67472985156
2018-07-0111861.008469518621
2018-08-0112544.220537630314
2018-09-0111914.33977118332
2018-10-0111412.581108021282
2018-11-0111103.005599786675
2018-12-0110115.487663962007
2019-01-0111583.431742282832
2019-02-0111049.610808477137
2019-03-0111476.64215966376
2019-04-0111188.399172095029
2019-05-0112277.373560372302
2019-06-0111143.765951773266
2019-07-0111332.266707300038
2019-08-0111576.193922771196
2019-09-0111443.119627188804
2019-10-0111620.509694868768
2019-11-0111675.999644457988
2019-12-0111853.389712137949
2020-01-0112818.051375820603
2020-02-0111753.583990451158
2020-03-0110622.579457290518
2020-04-0110589.310883394917
2020-05-0111298.998133404442
2020-06-0111840.501314235647
2020-07-0111633.017154902036
2020-08-0112393.940548296574
2020-09-0111886.65828603355
2020-10-0111235.254529986161
2020-11-0111413.914390562899
2020-12-0112082.650819651315
2021-01-0111829.009688519802
2021-02-0111725.204119208156
2021-03-0112313.245209706298
2021-04-0112889.667695198912
2021-05-0113466.153670336369
2021-06-0113131.81720061458
2021-07-0113396.886467817098
2021-08-0113887.280484552968
2021-09-0112882.493365332115
2021-10-0113253.336380836285
2021-11-0112499.777786243063
2021-12-0112487.778243368506
2022-01-0111698.34799944129
2022-02-0117743.647539788042
2022-03-0117127.689433600695
2022-04-0112583.913826472284
2022-05-0111071.84359827897
2022-06-017066.1426342829545
2022-07-017684.153332709721
2022-08-017137.885879668312
2022-09-015094.6629064195995
2022-10-016409.495973969097
2022-11-018509.196113508051
2022-12-017432.769515371388
2023-01-018167.441927582756
2023-02-017430.903412338384
2023-03-016102.755136547874
2023-04-015427.759875873156
2023-05-011873.1314963423022
2023-06-011945.4473786333901
2023-07-012218.083396947369
2023-08-011755.8032955643264
2023-09-011995.521092895308
2023-10-011615.0396683041322
2023-11-011861.875237927289
2023-12-012527.7578064629806
2024-01-012408.457845617848
2024-02-011829.4297489180162
2024-03-012109.9590137160976
2024-04-012009.1281446346686
2024-05-012469.7501268886126
2024-06-013423.996626087266
2024-07-014313.486564812257
2024-08-014301.340849760163
2024-09-014644.483411498139
2024-10-013621.4493391904452
2024-11-012451.0178007661802
2024-12-0114157.674441953302
2025-01-013566.848266426408
2025-02-012613.538451650875
2025-03-012150.971956129412
2025-04-012495.1176542074036
2025-05-013571.927372621203
2025-06-013612.605330770075
2025-07-013103.2152100702156
2025-08-016368.011207808712
2025-09-016380.709427409028
2025-10-016431.501094841414
2025-11-016444.198708957293
2025-12-016431.501094841414
2026-01-015999.7714372785795
2026-02-017034.6526481530855
2026-03-015720.416999987302
2026-04-016063.261082117507
Annual Return Matrix
YearAnnual Return
20170.18128937375156395
2018-0.013149744809474284
20190.171806056802134
20200.01934139626562681
20210.03352968067721451
2022-0.4047964841689532
2023-0.6599171007206083
20244.6008824918886235
2025-0.5457233374583746
2026-0.057255686859676636
Total Factor Risk
1.576219080703676
VTI.US Exposure
0.11497024041331223
VEA.US Exposure
0.05322712389389833
VWO.US Exposure
-0.011073063579549593
QQQ.US Exposure
0.017447630570766454
VTV.US Exposure
0.017384143415871155
IJR.US Exposure
-0.010446975230425695
QUAL.US Exposure
0.08518973313746853
SHV.US Exposure
0.3521049805319448
TLT.US Exposure
0.022830584196881273
LQD.US Exposure
-0.0037182780661690696
HYG.US Exposure
-0.0038738260243190306
GLD.US Exposure
0.007059050094071569
USO.US Exposure
0.026831664138819027
VNQ.US Exposure
0.014868911468325082
BTC-USD.CC Exposure
0.000412539871922722
CPER.US Exposure
-0.004816028021937769
VIX.INDX Exposure
-0.0022578311987521246
UUP.US Exposure
0.018586101645585034
TIP.US Exposure
-0.0014830725049605185
Idiosyncratic Exposure
0.30675637124724764
Value Score
48.6
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
157.6%

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 →3.6x
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$1.7B
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 →
-4.1%
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 →
+2.0%
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 →
60.3% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Grand City Properties SA a high-risk investment?

Grand City Properties SA (GYC.XETRA) has an annualized volatility of 157.6% and experienced a maximum drawdown of 90.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, GYC.XETRA has generated a Compound Annual Growth Rate (CAGR) of -4.3%. It has had a positive return in 50% 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.

Run a Full Backtest on Grand City Properties SA

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest