LPK.XETRA

10-Year Study

LPK.XETRA · Unknown · Unknown · Common Stock

Executive Summary: LPK.XETRA has compounded at -8.3% annually over the last 10 years, with a maximum drawdown of 79.2% and an annualized volatility of 88.4%.

1Y CAGR
-60.3%
3Y CAGR
-20.1%
5Y CAGR
-15.4%
10Y CAGR
-8.3%

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 →
79.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.02
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +40.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -58.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-71.0-5.2-14.578.5————————-58.0%
20251.73.5-2.4-2.51.10.90.13.50.1-2.62.4-2.23.1%
2024-5.02.12.0-8.04.52.07.95.23.3-3.34.2-8.25.0%
202310.4-6.0-2.00.4-4.15.62.0-3.3-7.2-3.612.09.311.7%
2022-8.2-3.76.4-4.2-4.6-8.28.8-6.1-12.93.56.0-5.0-26.9%
2021-0.23.95.27.90.82.54.42.0-5.67.1-2.29.740.5%
20201.2-7.1-19.48.81.82.33.70.5-2.8-2.99.52.8-5.0%
2019————0.21.71.63.71.91.0-1.30.810.1%

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 88.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 48.0% of variance. Idiosyncratic stock-specific factors contribute 27.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0110015.424910220365
2019-06-0110183.165391845645
2019-07-0110346.530764438967
2019-08-0110731.609512713356
2019-09-0110940.226144729528
2019-10-0111053.941175667866
2019-11-0110912.778674621344
2019-12-0111005.322603666571
2020-01-0111135.676879618759
2020-02-0110349.584581322813
2020-03-018340.3842203233
2020-04-019074.177138344912
2020-05-019234.569834116519
2020-06-019444.159224832105
2020-07-019791.550258338893
2020-08-019835.981818724988
2020-09-019562.75649019072
2020-10-019286.047671261776
2020-11-0110169.075604465801
2020-12-0110456.510586380788
2021-01-0110440.030855352717
2021-02-0110843.790258840487
2021-03-0111405.455599604775
2021-04-0112305.778352642825
2021-05-0112401.20552003219
2021-06-0112708.62954066242
2021-07-0113272.436794657739
2021-08-0113543.897326840653
2021-09-0112781.44537005585
2021-10-0113685.394530643467
2021-11-0113391.085694601346
2021-12-0114687.016041021465
2022-01-0113481.430543553588
2022-02-0112982.275322245912
2022-03-0113810.437820710706
2022-04-0113230.562068274936
2022-05-0112620.84060366731
2022-06-0111580.472869529362
2022-07-0112595.255666803498
2022-08-0111832.038411705413
2022-09-0110307.400047430056
2022-10-0110665.057142888756
2022-11-0111307.11476634797
2022-12-0110741.804577110905
2023-01-0111863.18052077905
2023-02-0111153.118304792315
2023-03-0110929.771063314698
2023-04-0110969.263222418556
2023-05-0110521.717690857102
2023-06-0111110.640560220494
2023-07-0111336.482858608648
2023-08-0110960.076876520685
2023-09-0110167.142995713222
2023-10-019800.67759328249
2023-11-0110980.51402966997
2023-12-0112003.341679695179
2024-01-0111399.796080271126
2024-02-0111634.006869612715
2024-03-0111866.187313308703
2024-04-0110920.166108459922
2024-05-0111406.820227922433
2024-06-0111638.369992044585
2024-07-0112552.35378099781
2024-08-0113199.951979835958
2024-09-0113641.400942183647
2024-10-0113187.92112153269
2024-11-0113738.574465001157
2024-12-0112609.218211813182
2025-01-0112819.216068977905
2025-02-0113262.545083447021
2025-03-0112939.012916391437
2025-04-0112614.006397525081
2025-05-0112750.603848030563
2025-06-0112862.455423678368
2025-07-0112871.968173917085
2025-08-0113323.867607448805
2025-09-0113336.29586764728
2025-10-0112986.224445951682
2025-11-0113297.932293043972
2025-12-0112999.102664676522
2026-01-013775.4925293975975
2026-02-013577.29125704766
2026-03-013060.0342779880657
2026-04-015462.6204330592645
Annual Return Matrix
YearAnnual Return
2020-0.04986787185165653
20210.40458099474893183
2022-0.2686189933265828
20230.11744182213781951
20240.050475654887247146
20250.03092058891470928
2026-0.579769421476817
Total Factor Risk
0.8839135436657235
VTI.US Exposure
0.4799576038274122
VEA.US Exposure
-0.013732045493716243
VWO.US Exposure
-0.003620224921693842
QQQ.US Exposure
-0.028664536626717863
VTV.US Exposure
-0.003953630401388237
IJR.US Exposure
-0.012429673613208703
QUAL.US Exposure
-0.01071727881077901
SHV.US Exposure
0.21347851805156035
TLT.US Exposure
-0.0010057614418852623
LQD.US Exposure
0.00007568552522809395
HYG.US Exposure
-0.003249272037443955
GLD.US Exposure
0.0028837842182354747
USO.US Exposure
0.0030584916557586743
VNQ.US Exposure
-0.0034403697982407313
BTC-USD.CC Exposure
-0.0011898651638605924
CPER.US Exposure
0.003339533342527979
VIX.INDX Exposure
0.019241531233023405
UUP.US Exposure
0.0689890384920977
TIP.US Exposure
0.02100967349270529
Idiosyncratic Exposure
0.26996879847038535
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
88.4%

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$0
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
1.30
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 →
+53.8%
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 →
-39.1%
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 →
59.5% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is LPK.XETRA a high-risk investment?

LPK.XETRA (LPK.XETRA) has an annualized volatility of 88.4% and experienced a maximum drawdown of 79.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, LPK.XETRA has generated a Compound Annual Growth Rate (CAGR) of -8.3%. It has had a positive return in 57% 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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