0P0000704A.TO

10-Year Study

0P0000704A.TO · Unknown · Unknown · Common Stock

Executive Summary: 0P0000704A.TO has compounded at 11.3% annually over the last 10 years, with a maximum drawdown of 20.5% and an annualized volatility of 14.7%.

1Y CAGR
+23.1%
3Y CAGR
+19.6%
5Y CAGR
+13.1%
10Y CAGR
+11.3%

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 →
20.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.94.0-3.54.3————————5.7%
20252.9-0.2-2.1-1.74.83.20.82.74.00.32.60.218.5%
20240.63.33.3-2.23.1-0.54.80.62.60.35.8-2.620.4%
20236.2-2.00.12.2-3.43.83.5-0.2-3.2-2.76.83.515.1%
20220.2-0.03.1-4.2-0.1-7.95.2-2.2-5.26.94.8-4.5-5.0%
2021-1.35.15.43.33.21.71.02.0-1.44.5-1.54.529.7%
20200.8-6.2-15.28.91.71.13.93.7-1.7-2.911.32.25.0%
20195.72.81.23.3-4.42.60.6-0.72.7-0.43.51.119.2%
2018—-2.5-1.51.02.51.31.90.0-0.8-5.60.5-6.1-9.5%

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 14.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 51.0% of variance. Idiosyncratic stock-specific factors contribute 2.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019746.30032824571
2018-03-019597.760855870294
2018-04-019689.271780815861
2018-05-019933.908776428201
2018-06-0110064.15711585858
2018-07-0110251.157701616914
2018-08-0110252.262906024469
2018-09-0110166.664824659321
2018-10-019595.495186834805
2018-11-019646.38984980272
2018-12-019054.387108895791
2019-01-019570.186005901793
2019-02-019839.524320022989
2019-03-019960.654723091035
2019-04-0110289.231993457188
2019-05-019837.645472530145
2019-06-0110091.787226047458
2019-07-0110156.717984991323
2019-08-0110087.642709519125
2019-09-0110356.704722538434
2019-10-0110316.088460560779
2019-11-0110677.821863153591
2019-12-0110791.326355809506
2020-01-0110874.658768139167
2020-02-0110203.910213193929
2020-03-018648.77709132304
2020-04-019416.286292149733
2020-05-019578.364518517701
2020-06-019683.027375913176
2020-07-0110057.802190515136
2020-08-0110430.974458726143
2020-09-0110256.241641891667
2020-10-019958.057492733282
2020-11-0111081.774074115006
2020-12-0111331.108188459455
2021-01-0111189.03416186824
2021-02-0111760.811662116908
2021-03-0112392.159679932804
2021-04-0112800.532708524444
2021-05-0113204.595439926614
2021-06-0113427.238867828606
2021-07-0113567.65508780849
2021-08-0113841.35895933953
2021-09-0113654.19259292006
2021-10-0114263.215481703342
2021-11-0114053.668726030879
2021-12-0114692.753174699663
2022-01-0114719.554381582875
2022-02-0114715.630905936052
2022-03-0115174.401255512208
2022-04-0114538.190338303068
2022-05-0114526.530431803363
2022-06-0113374.410097147469
2022-07-0114075.109691537451
2022-08-0113758.74492987478
2022-09-0113046.827510748113
2022-10-0113945.137653208962
2022-11-0114613.454758457578
2022-12-0113957.792243675467
2023-01-0114826.317127352704
2023-02-0114534.929985300781
2023-03-0114550.458107226932
2023-04-0114866.878129109979
2023-05-0114368.154640200706
2023-06-0114921.033145080182
2023-07-0115437.826726052983
2023-08-0115413.843790409037
2023-09-0114923.685635658314
2023-10-0114521.667532410122
2023-11-0115512.151722461069
2023-12-0116059.006863319371
2024-01-0116154.828085454406
2024-02-0116695.604602071155
2024-03-0117252.627623478962
2024-04-0116875.034537637737
2024-05-0117394.48060918867
2024-06-0117305.843215702746
2024-07-0118134.083398724597
2024-08-0118244.880140582
2024-09-0118718.349708778638
2024-10-0118765.265635879357
2024-11-0119855.27348283065
2024-12-0119336.601054365005
2025-01-0119894.342458637722
2025-02-0119847.702832638897
2025-03-0119424.962146749043
2025-04-0119103.01610282822
2025-05-0120026.524905781327
2025-06-0120658.64656668251
2025-07-0120821.940517898784
2025-08-0121376.69787027111
2025-09-0122239.033609266033
2025-10-0122295.841115814368
2025-11-0122874.415623169505
2025-12-0122923.044617101932
2026-01-0123129.331019772108
2026-02-0124062.399840850565
2026-03-0123225.15224190714
2026-04-0124225.417490964952
Annual Return Matrix
YearAnnual Return
20190.19183399450717098
20200.05001997111868994
20210.29667398195562056
2022-0.050022002158844336
20230.15054061437230537
20240.2040969419181231
20250.18547435263589573
20260.05681500409816298
Total Factor Risk
0.14743078204610574
VTI.US Exposure
0.398184965326793
VEA.US Exposure
0.13284868378831452
VWO.US Exposure
-0.004215051055558257
QQQ.US Exposure
-0.1311577526521537
VTV.US Exposure
-0.03823675948318477
IJR.US Exposure
0.03212429713934662
QUAL.US Exposure
0.0260604079952728
SHV.US Exposure
0.5095596549492443
TLT.US Exposure
-0.002759899060650087
LQD.US Exposure
-0.007868878173408056
HYG.US Exposure
0.038660887174140623
GLD.US Exposure
0.01127224554926869
USO.US Exposure
0.00019337551480518917
VNQ.US Exposure
-0.019046878600269244
BTC-USD.CC Exposure
0.012551136516489106
CPER.US Exposure
0.012774180720366478
VIX.INDX Exposure
-0.020708455234007522
UUP.US Exposure
-0.008079179504616634
TIP.US Exposure
0.03451491539800052
Idiosyncratic Exposure
0.023328103691806414
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.7%

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
1.18
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 →
+3.0%
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 →
+7.9%
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 →
0.0% 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 0P0000704A.TO a high-risk investment?

0P0000704A.TO (0P0000704A.TO) has an annualized volatility of 14.7% and experienced a maximum drawdown of 20.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0P0000704A.TO?

Over the past 10 years, 0P0000704A.TO has generated a Compound Annual Growth Rate (CAGR) of 11.3%. It has had a positive return in 88% 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.

Run a Full Backtest on 0P0000704A.TO

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest