Netfonds AG

10-Year Study

NF4.XETRA · Financial Services · DE · Common Stock

Executive Summary: Netfonds AG has compounded at 18.2% annually over the last 10 years, with a maximum drawdown of 26.1% and an annualized volatility of 89.0%.

1Y CAGR
+92.5%
3Y CAGR
+27.3%
5Y CAGR
+20.2%
10Y CAGR
+18.2%

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 →
26.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +84.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.20.075.70.6————————84.3%
20250.9-0.5-2.35.2-3.10.93.6-5.310.8-6.40.5-4.1-1.1%
20243.24.05.2-10.26.4-6.4-2.7-6.53.0-0.52.04.80.6%
20230.0-1.9-2.9-0.50.50.63.0-3.93.1-7.911.84.35.0%
20227.27.6-5.1-7.40.9-6.1-8.19.8-3.86.3-5.51.0-5.3%
20214.4-4.2-2.511.7-4.74.13.515.9-1.02.07.8-0.540.5%
20203.43.3-12.67.220.22.1-3.47.10.0-2.68.2-0.632.8%
2019-1.6-0.2-3.16.9-7.712.5-2.8-5.90.0-1.020.61.717.3%
2018—————————-10.90.6-0.8-11.1%

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 89.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.2% of variance. Idiosyncratic stock-specific factors contribute 6.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-09-0110000
2018-10-018913.05428851709
2018-11-018967.392532786034
2018-12-018891.30994950431
2019-01-018749.994349184248
2019-02-018728.295216697483
2019-03-018459.135560809558
2019-04-019043.475116067755
2019-05-018347.837093762857
2019-06-019391.33933374622
2019-07-019130.452472118875
2019-08-018587.476888163574
2019-09-018587.476888163574
2019-10-018499.821434222244
2019-11-0110252.388034736694
2019-12-0110427.653736093343
2020-01-0110778.139932280625
2020-02-0111128.67133499392
2020-03-019726.636137192765
2020-04-0110427.653736093343
2020-05-0112530.706532795075
2020-06-0112793.582481567038
2020-07-0112355.440831438427
2020-08-0113231.724131695652
2020-09-0113231.724131695652
2020-10-0112881.192728982356
2020-11-0113932.74173059623
2020-12-0113845.086276654898
2021-01-0114458.493628140159
2021-02-0113845.086276654898
2021-03-0113494.600080467615
2021-04-0115071.90097962542
2021-05-0114370.883380724841
2021-06-0114967.067045798729
2021-07-0115495.305302273437
2021-08-0117960.462372348073
2021-09-0117784.38295352317
2021-10-0118136.541791172975
2021-11-0119545.2223482982
2021-12-0119457.205242148757
2022-01-0120865.84059274797
2022-02-0122450.600568698097
2022-03-0121306.06174307323
2022-04-0119721.3017671231
2022-05-0119897.381185948005
2022-06-0118690.72859357977
2022-07-0117184.854005524237
2022-08-0118867.89296902901
2022-09-0118159.235467232047
2022-10-0119310.826510915118
2022-11-0118247.840258219676
2022-12-0118425.004633668916
2023-01-0118425.004633668916
2023-02-0118070.675882770436
2023-03-0117539.182756422717
2023-04-0117450.57796543509
2023-05-0117539.182756422717
2023-06-0117649.48667989711
2023-07-0118184.325089169874
2023-08-0117471.192141297517
2023-09-0118006.03055057028
2023-10-0116579.809861351583
2023-11-0118540.868959843043
2023-12-0119343.10397048918
2024-01-0119967.089649061738
2024-02-0120769.324659707876
2024-03-0121839.001478253398
2024-04-0119610.54577838857
2024-05-0120858.471929007672
2024-06-0119521.398509088773
2024-07-0118986.56009981601
2024-08-0117759.383744637376
2024-09-0118297.56743683518
2024-10-0118207.832482697202
2024-11-0118566.63667967108
2024-12-0119463.579362316745
2025-01-0119642.958857540674
2025-02-0119553.26910992871
2025-03-0119104.775165342868
2025-04-0120091.407595600504
2025-05-0119463.579362316745
2025-06-0119642.958857540674
2025-07-0120342.936706342927
2025-08-0119257.98008200464
2025-09-0121337.480278653027
2025-10-0119981.28449823017
2025-11-0120071.697550258355
2025-12-0119257.98008200464
2026-01-0120071.697550258355
2026-02-0120071.697550258355
2026-03-0135261.09029099441
2026-04-0135487.12292106488
Annual Return Matrix
YearAnnual Return
20190.17279161285730282
20200.32772785010426286
20210.40535095653082487
2022-0.05304978775902813
20230.04982898811013459
20240.006228338120467525
2025-0.01056328214275759
20260.8427230046948355
Total Factor Risk
0.8904559743180472
VTI.US Exposure
0.05512806549968387
VEA.US Exposure
0.00620097582242916
VWO.US Exposure
-0.0010467547494160093
QQQ.US Exposure
0.018580212167078478
VTV.US Exposure
-0.0003189308651879707
IJR.US Exposure
-0.0006379627167485701
QUAL.US Exposure
0.013610960695642702
SHV.US Exposure
0.7924759207755039
TLT.US Exposure
-0.00042471508131423994
LQD.US Exposure
0.001723766059064818
HYG.US Exposure
0.006087002119284193
GLD.US Exposure
-0.0005158140655489701
USO.US Exposure
0.018001084152532612
VNQ.US Exposure
0.000721937573777345
BTC-USD.CC Exposure
0.005007046114950574
CPER.US Exposure
0.0006806338742595696
VIX.INDX Exposure
-0.004397038718624333
UUP.US Exposure
-0.000014029068403798697
TIP.US Exposure
0.029089703508504736
Idiosyncratic Exposure
0.060047936902532045
Value Score
9.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
5.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
89.0%

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 →102.0x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.45%
Market Cap$180.6M
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 →
+30.6%
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 →
+62.5%
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 →
1.3% 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 →
-0.56
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Netfonds AG a high-risk investment?

Netfonds AG (NF4.XETRA) has an annualized volatility of 89.0% and experienced a maximum drawdown of 26.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of NF4.XETRA?

Over the past 10 years, NF4.XETRA has generated a Compound Annual Growth Rate (CAGR) of 18.2%. It has had a positive return in 75% 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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