PNE3.XETRA

10-Year Study

PNE3.XETRA · Unknown · Unknown · Common Stock

Executive Summary: PNE3.XETRA has compounded at 20.6% annually over the last 10 years, with a maximum drawdown of 78.4% and an annualized volatility of 159.6%.

1Y CAGR
-71.2%
3Y CAGR
-15.1%
5Y CAGR
+4.1%
10Y CAGR
+20.6%

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 →
78.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
44.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +153.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -65.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
71%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-60.8-11.6-3.43.7————————-65.3%
202510.30.113.920.324.842.3-5.6-11.49.2-3.8-7.3-20.574.1%
2024-3.30.4-0.30.111.5-9.08.2-12.1-8.20.2-6.230.55.3%
2023-22.7-3.0-14.17.9-4.0-0.1-5.9-4.43.1-8.81.314.0-35.0%
2022-0.710.113.615.09.40.817.25.97.48.814.0-2.7153.4%
2021-3.0-3.0-1.71.8-3.22.5-5.14.12.211.3-7.49.36.2%
20209.5-4.3-5.79.313.42.00.89.0-1.611.927.44.3100.7%
2019————-1.64.615.324.94.07.01.3-0.566.2%

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 159.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 79.7% of variance. Idiosyncratic stock-specific factors contribute 9.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-019838.511422879668
2019-06-0110293.30733692197
2019-07-0111864.11223668037
2019-08-0114820.073750688762
2019-09-0115419.404060526427
2019-10-0116494.29915652948
2019-11-0116700.716314160978
2019-12-0116618.064680201755
2020-01-0118189.29343449328
2020-02-0117403.467130080953
2020-03-0116411.647522570252
2020-04-0117940.91467808248
2020-05-0120342.898317297502
2020-06-0120759.54732335862
2020-07-0120926.54600940957
2020-08-0122802.52617301742
2020-09-0122426.991056669347
2020-10-0125095.15534268639
2020-11-0131973.46670622642
2020-12-0133348.87466621456
2021-01-0132348.57796804136
2021-02-0131389.819014114357
2021-03-0130847.709066248462
2021-04-0131389.819014114357
2021-05-0130384.01220701055
2021-06-0131138.473275971683
2021-07-0129545.62794049082
2021-08-0130761.242741491118
2021-09-0131431.780612893654
2021-10-0134993.8541092697
2021-11-0132395.625821218156
2021-12-0135413.04624252956
2022-01-0135161.70050438689
2022-02-0138723.77400076294
2022-03-0144004.15377442461
2022-04-0150626.033145424495
2022-05-0155407.11227906583
2022-06-0155827.57597592506
2022-07-0165412.198533463314
2022-08-0169279.87114822192
2022-09-0174408.51099902512
2022-10-0180966.81219005637
2022-11-0192275.25113381086
2022-12-0189752.89280718856
2023-01-0169363.79434578051
2023-02-0167261.89971601745
2023-03-0157761.2003560378
2023-04-0162301.530114864574
2023-05-0159781.71491544102
2023-06-0159697.3678633493
2023-07-0156156.06323909634
2023-08-0153710.846437502645
2023-09-0155397.36362480396
2023-10-0150506.93002161657
2023-11-0151181.282583817236
2023-12-0158348.238884414866
2024-01-0156409.104395371505
2024-02-0156662.145551646674
2024-03-0156493.45144746323
2024-04-0156577.79849955495
2024-05-0163071.24994701818
2024-06-0157406.43411181282
2024-07-0162141.31310134361
2024-08-0154616.623574789126
2024-09-0150135.63345059975
2024-10-0150219.98050269147
2024-11-0147091.934048234645
2024-12-0161458.907303013606
2025-01-0167816.72529987707
2025-02-0167901.49814675399
2025-03-0177311.06587173384
2025-04-0193036.07325452231
2025-05-01116136.14045916277
2025-06-01165303.26791845038
2025-07-01155978.46495596383
2025-08-01138176.57133099265
2025-09-01150892.20732471958
2025-10-01145170.17759504938
2025-11-01134573.81426694358
2025-12-01107023.2696138685
2026-01-0141919.21332598652
2026-02-0137044.88619505785
2026-03-0135773.32259568516
2026-04-0137087.271648370275
Annual Return Matrix
YearAnnual Return
20201.006784502767363
20210.06189628876461617
20221.534458408138839
2023-0.34990130056575086
20240.05331212180646672
20250.7413793103448276
2026-0.6534653465346535
Total Factor Risk
1.5960649023562847
VTI.US Exposure
0.05052210280896236
VEA.US Exposure
-0.0003769790383178421
VWO.US Exposure
0.002192208919643117
QQQ.US Exposure
0.0016631216735018286
VTV.US Exposure
-0.000729880416508342
IJR.US Exposure
0.0003988684167004417
QUAL.US Exposure
0.013900053398550891
SHV.US Exposure
0.7973895300384118
TLT.US Exposure
0.0035048434428223947
LQD.US Exposure
0.025880656756265562
HYG.US Exposure
0.000054879075525754956
GLD.US Exposure
0.0006188346931560646
USO.US Exposure
-0.00015505728072119374
VNQ.US Exposure
0.004243228774589745
BTC-USD.CC Exposure
0.0010835266274569714
CPER.US Exposure
0.0021919785022771164
VIX.INDX Exposure
-0.0004915417557033257
UUP.US Exposure
0.0021534514055716225
TIP.US Exposure
0.00039635745705523937
Idiosyncratic Exposure
0.09555981650075994
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
159.6%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
+0.5%
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 →
-64.8%
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 →
82.4% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
61
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-74.0%
50.0% retracement-69.5%
61.8% retracement-63.1%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is PNE3.XETRA a high-risk investment?

PNE3.XETRA (PNE3.XETRA) has an annualized volatility of 159.6% and experienced a maximum drawdown of 78.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of PNE3.XETRA?

Over the past 10 years, PNE3.XETRA has generated a Compound Annual Growth Rate (CAGR) of 20.6%. It has had a positive return in 71% 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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