0P0000704C.TO

10-Year Study

0P0000704C.TO · Unknown · Unknown · Common Stock

Executive Summary: 0P0000704C.TO has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 23.3% and an annualized volatility of 12.5%.

1Y CAGR
+31.4%
3Y CAGR
+24.8%
5Y CAGR
+14.8%
10Y CAGR
+9.9%

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 →
23.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.48
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +31.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.3%
% 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.
20264.31.9-5.16.3————————7.1%
20255.4-1.1-5.7-3.36.04.23.62.85.22.60.5-0.320.9%
20243.25.04.4-2.53.92.72.0-0.31.92.15.20.231.0%
20234.61.01.81.4-1.23.83.00.7-3.4-0.66.81.821.1%
2022-4.2-2.81.2-6.0-1.3-8.47.0-1.5-4.44.85.8-4.2-14.3%
20210.62.94.42.80.13.52.33.4-5.32.41.43.924.3%
2020-0.5-8.1-11.18.43.61.73.92.5-2.1-3.07.72.74.0%
20194.22.01.53.2-6.94.10.7-2.91.42.54.00.714.8%
2018—-0.7-0.6-1.22.7-1.50.32.7-2.6-10.3-0.1-5.8-16.4%

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 12.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 76.3% of variance. Idiosyncratic stock-specific factors contribute 8.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019931.940177086284
2018-03-019876.083182613875
2018-04-019760.228948305043
2018-05-0110027.45636399294
2018-06-019881.96668918379
2018-07-019909.277781409572
2018-08-0110174.907207658727
2018-09-019910.222047896103
2018-10-018889.61524772468
2018-11-018880.681034044439
2018-12-018361.91555352175
2019-01-018716.887116573329
2019-02-018887.726714751621
2019-03-019020.795653468726
2019-04-019308.070573024484
2019-05-018669.455884596107
2019-06-019023.04736585968
2019-07-019084.860502785587
2019-08-018819.884799488644
2019-09-018946.707052217937
2019-10-019168.60967655241
2019-11-019532.51545328423
2019-12-019598.178292039833
2020-01-019550.601788295453
2020-02-018776.375905224699
2020-03-017802.764521729025
2020-04-018459.82872458652
2020-05-018766.424789174349
2020-06-018915.909437580354
2020-07-019267.394478220129
2020-08-019500.119849207906
2020-09-019296.957282836867
2020-10-019020.50510993441
2020-11-019717.809592294785
2020-12-019982.930567358886
2021-01-0110039.513920667086
2021-02-0110326.280389037793
2021-03-0110785.193901491215
2021-04-0111082.202029446586
2021-05-0111092.225781380517
2021-06-0111484.968003893284
2021-07-0111747.328815381372
2021-08-0112142.322750285095
2021-09-0111499.132001191228
2021-10-0111775.366266442948
2021-11-0111943.082521627333
2021-12-0112408.097448301409
2022-01-0111889.259331895144
2022-02-0111554.988995663638
2022-03-0111691.036005607491
2022-04-0110988.429103745832
2022-05-0110843.738423656056
2022-06-019932.2307206206
2022-07-0110625.39495761696
2022-08-0110470.753161476834
2022-09-0110012.638643742781
2022-10-0110494.359823640074
2022-11-0111103.339071568136
2022-12-0110635.491345434471
2023-01-0111124.694021340421
2023-02-0111240.257712114939
2023-03-0111437.173592498166
2023-04-0111593.05019865914
2023-05-0111449.52169270663
2023-06-0111881.777835886485
2023-07-0112240.599100767762
2023-08-0112329.723329919445
2023-09-0111914.028168195651
2023-10-0111843.426089356664
2023-11-0112649.829668853008
2023-12-0112875.945174435075
2024-01-0113283.141937780101
2024-02-0113945.145380720982
2024-03-0114563.058842329287
2024-04-0114201.622685639159
2024-05-0114750.023606662162
2024-06-0115146.906074538943
2024-07-0115448.635534926965
2024-08-0115403.819194758595
2024-09-0115689.060309574133
2024-10-0116013.16162210455
2024-11-0116842.736048462662
2024-12-0116868.37651536612
2025-01-0117785.404545553592
2025-02-0117589.86874695837
2025-03-0116587.348281798175
2025-04-0116042.288611419812
2025-05-0117005.80360709798
2025-06-0117719.451163263675
2025-07-0118348.768458593913
2025-08-0118864.192688471958
2025-09-0119851.023802779047
2025-10-0120359.547623717066
2025-11-0120454.627995322244
2025-12-0120391.580048375494
2026-01-0121259.070405961957
2026-02-0121652.902166728407
2026-03-0120552.17798696912
2026-04-0121842.191279335817
Annual Return Matrix
YearAnnual Return
20190.14784444193500756
20200.0400859687757773
20210.24293135813967015
2022-0.14285881540280743
20230.2106582344183252
20240.310068991972561
20250.2088644114506184
20260.07113775526560451
Total Factor Risk
0.12516728791848128
VTI.US Exposure
0.7625278089029432
VEA.US Exposure
0.3423388075316475
VWO.US Exposure
0.025923352374555217
QQQ.US Exposure
-0.1375460851395903
VTV.US Exposure
-0.0898987448627328
IJR.US Exposure
-0.06168513311683939
QUAL.US Exposure
0.05407662017991714
SHV.US Exposure
-0.00002596885677510989
TLT.US Exposure
0.0320633361078752
LQD.US Exposure
-0.04585622493436808
HYG.US Exposure
0.08426555386881134
GLD.US Exposure
-0.0006536989462428003
USO.US Exposure
0.015750115841254547
VNQ.US Exposure
-0.06319209699166915
BTC-USD.CC Exposure
-0.00522148947036585
CPER.US Exposure
-0.0020120415288920764
VIX.INDX Exposure
-0.043961960719938575
UUP.US Exposure
0.04964619622212803
TIP.US Exposure
0.003369303313354488
Idiosyncratic Exposure
0.0800923502249276
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
12.5%

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 →
+3.5%
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 →
+9.0%
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 →
0.2% 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 0P0000704C.TO a high-risk investment?

0P0000704C.TO (0P0000704C.TO) has an annualized volatility of 12.5% and experienced a maximum drawdown of 23.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 0P0000704C.TO?

Over the past 10 years, 0P0000704C.TO has generated a Compound Annual Growth Rate (CAGR) of 9.9%. 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.

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