PCFP.XETRA

10-Year Study

PCFP.XETRA · Unknown · Unknown · Common Stock

Executive Summary: PCFP.XETRA has compounded at 78.7% annually over the last 10 years, with a maximum drawdown of 33.2% and an annualized volatility of 90.6%.

1Y CAGR
+126.8%
3Y CAGR
+82.2%
5Y CAGR
+78.7%
10Y CAGR
+78.7%

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 →
33.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.99
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
3.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
46.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +215.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 7.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202635.19.4-33.28.6————————7.3%
202523.20.324.68.8-4.8-5.31.811.732.69.315.110.0215.2%
2024-2.0-1.726.39.50.5-0.88.86.013.413.9-7.8-5.272.8%
2023————-0.9-11.76.0-4.5-12.022.22.10.4-2.3%

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 90.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 80.5% of variance. Idiosyncratic stock-specific factors contribute 0.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-04-0110000
2023-05-019912.409617306448
2023-06-018751.396155428842
2023-07-019275.762741755336
2023-08-018861.325024983833
2023-09-017801.422608900124
2023-10-019530.891775909708
2023-11-019728.41102815825
2023-12-019770.73658221151
2024-01-019576.156604549997
2024-02-019408.617953089179
2024-03-0111881.723590617836
2024-04-0113016.283581212158
2024-05-0113083.299041796485
2024-06-0112984.539415672214
2024-07-0114123.802245605786
2024-08-0114972.664746340603
2024-09-0116974.31074010934
2024-10-0119327.200047028393
2024-11-0117817.8825465875
2024-12-0116884.662865204868
2025-01-0120807.12480159897
2025-02-0120871.78884251367
2025-03-0126000.822996884366
2025-04-0128283.169713714655
2025-05-0126932.573040973486
2025-06-0125498.207042501912
2025-07-0125964.08206454647
2025-08-0128990.065251895834
2025-09-0138451.59014755158
2025-10-0142046.32296749163
2025-11-0148389.27752630651
2025-12-0153212.62712362589
2026-01-0171882.89930045266
2026-02-0178637.352301452
2026-03-0152548.35106695668
2026-04-0157083.651754746934
Annual Return Matrix
YearAnnual Return
20240.7280849527705915
20252.1515362520671943
20260.07274635439681854
Total Factor Risk
0.906131745066629
VTI.US Exposure
0.0012267435964724226
VEA.US Exposure
0.003624722272214641
VWO.US Exposure
-0.0022738697575199435
QQQ.US Exposure
0.00038823304903143563
VTV.US Exposure
-0.0020909279642365164
IJR.US Exposure
0.000716946958931238
QUAL.US Exposure
-0.0009654951379945915
SHV.US Exposure
0.8049208406625292
TLT.US Exposure
0.001690638439055106
LQD.US Exposure
-0.0036565874272601233
HYG.US Exposure
0.0006158548119640786
GLD.US Exposure
0.1613698207193104
USO.US Exposure
-0.0008326318330515467
VNQ.US Exposure
0.003080409961891605
BTC-USD.CC Exposure
0.002335501054794021
CPER.US Exposure
0.006103507734111052
VIX.INDX Exposure
0.00035656476852798384
UUP.US Exposure
-0.004126378001909949
TIP.US Exposure
0.02404764710042208
Idiosyncratic Exposure
0.0034684589927174115
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
90.6%

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 →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 →
-11.6%
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 →
+22.1%
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 →
38.5% 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 PCFP.XETRA a high-risk investment?

PCFP.XETRA (PCFP.XETRA) has an annualized volatility of 90.6% and experienced a maximum drawdown of 33.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, PCFP.XETRA has generated a Compound Annual Growth Rate (CAGR) of 78.7%. It has had a positive return in 100% 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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