Hamborner REIT AG

10-Year Study

HABA.XETRA · Real Estate · DE · Common Stock

Executive Summary: Hamborner REIT AG has compounded at -1.7% annually over the last 10 years, with a maximum drawdown of 99.4% and an annualized volatility of 569.5%.

1Y CAGR
+81.2%
3Y CAGR
-5.9%
5Y CAGR
-21.5%
10Y CAGR
-1.7%

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 →
99.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
6.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
223.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
1748.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +24186.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · -98.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
30%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026154.32.4-7.97.9————————158.7%
2025-18.013.1-0.76.7-8.3-7.215.2-15.9-15.3-14.0-0.62.5-39.9%
2024-16.023.3-12.2-12.70.0-7.614.3-7.9-8.9-2.7-1.625.4-15.7%
202339.429.3-24.69.8-6.3-12.30.0-16.3-12.2-38.8-1.364.3-10.6%
20228.2-15.2-11.9-13.3-5.8-21.9-9.6-3.3-14.51.2-4.0-15.8-68.4%
202112.8-6.40.6-2.2-5.78.4-2.8-6.25.3-5.6-13.0-4.0-19.6%
20200.0158.0-27.65.80.089.322.4-21.3-13.55544.86.929.024186.6%
20199.0-2.94.8-99.1-32.60.00.085.259.113.4-26.8-28.8-98.8%
20181.0-7.92.43.7-1.7-0.50.12.2-2.4-2.2-0.7-4.9-10.8%
2017-1.04.61.90.90.3-2.70.9-2.33.4-0.76.02.814.5%
2016———6.20.8-0.78.8-0.3-9.7-4.4-4.34.8-0.1%

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 569.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 33.5% of variance. Idiosyncratic stock-specific factors contribute 39.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110618.978212724072
2016-05-0110701.887221033901
2016-06-0110624.467621950067
2016-07-0111559.181510155408
2016-08-0111526.434344772759
2016-09-0110407.730602509986
2016-10-019953.623956539022
2016-11-019528.100096537886
2016-12-019987.885441708155
2017-01-019892.861875106477
2017-02-0110349.240000757161
2017-03-0110550.45524238581
2017-04-0110649.83247837362
2017-05-0110678.98313426338
2017-06-0110385.394385659392
2017-07-0110476.632152794868
2017-08-0110232.82666717144
2017-09-0110576.198678755985
2017-10-0110502.186299191731
2017-11-0111128.546820874899
2017-12-0111440.685986863275
2018-01-0111558.613640235479
2018-02-0110645.478808987487
2018-03-0110899.695243142973
2018-04-0111308.183005546198
2018-05-0111114.160782903331
2018-06-0111053.398701470785
2018-07-0111065.513259762629
2018-08-0111308.183005546198
2018-09-0111041.284143178938
2018-10-0110798.61439739537
2018-11-0110725.927047644289
2018-12-0110204.054591228301
2019-01-0111126.275341195178
2019-02-0110798.61439739537
2019-03-0111320.486853811353
2019-04-01106.21060094867855
2019-05-0171.55160824140388
2019-06-0171.55160824140388
2019-07-0171.55160824140388
2019-08-01132.50298188120772
2019-09-01210.86903168906952
2019-10-01239.07324973948715
2019-11-01175.09322756836758
2019-12-01124.70423553593307
2020-01-01124.70423553593307
2020-02-01321.7929580119619
2020-03-01232.92130608807685
2020-04-01246.41768963798313
2020-05-01246.45554263221382
2020-06-01466.5997848863841
2020-07-01571.3339145636355
2020-08-01449.73404765068165
2020-09-01388.9909077887528
2020-10-0121957.63762605714
2020-11-0123471.955968370163
2020-12-0130286.3957296182
2021-01-0134166.83873830765
2021-02-0131990.004767325285
2021-03-0132179.295462719343
2021-04-0131459.995152725587
2021-05-0129680.66839269299
2021-06-0132179.295462719343
2021-07-0131270.70445733153
2021-08-0129339.945863067634
2021-09-0130892.123066543412
2021-10-0129150.655167673576
2021-11-0125364.855701471304
2021-12-0124342.689917805084
2022-01-0126349.164429184624
2022-02-0122336.217211635398
2022-03-0119686.156502167887
2022-04-0117073.956459072993
2022-05-0116089.647731359672
2022-06-0112568.853975062175
2022-07-0111357.398398606827
2022-08-0110978.81881302857
2022-09-019388.782748390038
2022-10-019502.356624063514
2022-11-019123.77703848526
2022-12-017685.172808078028
2023-01-0110713.812200518862
2023-02-0113856.026371238104
2023-03-0110448.806490614083
2023-04-0111470.972274280302
2023-05-0110751.670159076688
2023-06-019426.640706947863
2023-07-019426.640706947863
2023-08-017893.392031448533
2023-09-016928.013185619052
2023-10-014240.095420198647
2023-11-014183.308482361909
2023-12-016871.226247782312
2024-01-015773.3440956979775
2024-02-017117.30297840818
2024-03-016246.569028973261
2024-04-015451.55144795646
2024-05-015451.55144795646
2024-06-015035.113452517914
2024-07-015754.415116419065
2024-08-015300.119162422693
2024-09-014826.894229147409
2024-10-014694.391374195019
2024-11-014618.675457079367
2024-12-015792.273074976891
2025-01-014751.178312031757
2025-02-015375.835079538344
2025-03-015337.9771209805185
2025-04-015697.628178582326
2025-05-015224.403245307041
2025-06-014845.823208426321
2025-07-015584.054302908849
2025-08-014694.391374195019
2025-09-013975.0892589914033
2025-10-013416.6839189610114
2025-11-013397.7549396820987
2025-12-013482.9355720884387
2026-01-018858.770750913323
2026-02-019066.98972155445
2026-03-018347.687822976017
2026-04-019010.202729561415
Annual Return Matrix
YearAnnual Return
20170.14545626835970804
2018-0.10809066843150228
2019-0.987778952530974
2020241.86581445656904
2021-0.19625002145767212
2022-0.6842923754922898
2023-0.10591128926081661
2024-0.15702483572763382
2025-0.3986927883053347
20261.5869564748103322
Total Factor Risk
5.694568391657946
VTI.US Exposure
0.33512846499642673
VEA.US Exposure
0.018780881733350775
VWO.US Exposure
0.010157335694997197
QQQ.US Exposure
0.04936434376278875
VTV.US Exposure
0.03689843849221057
IJR.US Exposure
0.012943657405642173
QUAL.US Exposure
0.00022412506100547556
SHV.US Exposure
0.0012958220901376084
TLT.US Exposure
0.0025262250449458886
LQD.US Exposure
0.002793452933390771
HYG.US Exposure
0.006726868355184419
GLD.US Exposure
0.013716932263922418
USO.US Exposure
0.003186076339348066
VNQ.US Exposure
0.022918733038541635
BTC-USD.CC Exposure
0.0050139747384725765
CPER.US Exposure
0.0039219226666934795
VIX.INDX Exposure
0.014844187065140641
UUP.US Exposure
0.06378603233522712
TIP.US Exposure
0.000005003710231512596
Idiosyncratic Exposure
0.3957675222723422
Value Score
39.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
569.5%

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 →26.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →10.55%
Market Cap$372.1M
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 →
+2.1%
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 →
+47.7%
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 →
3.5% 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 →
0.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Hamborner REIT AG a high-risk investment?

Hamborner REIT AG (HABA.XETRA) has an annualized volatility of 569.5% and experienced a maximum drawdown of 99.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, HABA.XETRA has generated a Compound Annual Growth Rate (CAGR) of -1.7%. It has had a positive return in 30% 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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