0P00007061.TO

10-Year Study

0P00007061.TO · Unknown · Unknown · Common Stock

Executive Summary: 0P00007061.TO has compounded at 10.9% annually over the last 10 years, with a maximum drawdown of 24.8% and an annualized volatility of 18.0%.

1Y CAGR
+35.0%
3Y CAGR
+22.3%
5Y CAGR
+13.8%
10Y CAGR
+10.9%

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 →
24.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
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 →
14.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +29.0%
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 →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.06.9-4.04.2————————8.2%
20252.7-0.4-1.7-0.86.33.21.54.55.41.13.11.229.0%
20240.41.34.0-1.72.6-1.65.21.03.50.15.7-3.418.1%
20237.1-2.5-0.82.5-4.93.52.9-1.4-2.9-3.97.33.910.2%
20221.21.03.8-4.60.7-9.24.8-2.0-4.75.34.9-5.0-5.0%
2021-0.74.74.42.83.32.40.61.0-1.25.1-2.33.826.3%
20200.5-6.4-19.610.01.51.23.93.1-3.1-2.611.32.3-1.7%
20197.83.00.73.0-3.92.0-0.1-0.93.2-1.04.20.719.7%
2018—-3.2-0.51.52.91.91.5-1.1-1.1-5.91.3-5.5-8.2%

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 18.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 46.1% of variance. Idiosyncratic stock-specific factors contribute 4.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-01-0110000
2018-02-019683.630719678846
2018-03-019637.826609562262
2018-04-019786.558681775216
2018-05-0110072.4113384136
2018-06-0110261.462697366118
2018-07-0110417.371719317081
2018-08-0110297.98928708966
2018-09-0110183.508186390634
2018-10-019581.928090464577
2018-11-019708.429123245149
2018-12-019175.292621162082
2019-01-019892.579150669266
2019-02-0110193.660944556605
2019-03-0110261.462697366118
2019-04-0110567.387473596995
2019-05-0110150.482547758807
2019-06-0110352.77917167497
2019-07-0110343.501651281933
2019-08-0110254.752541107
2019-09-0110585.650768458763
2019-10-0110477.879824018859
2019-11-0110914.681821894947
2019-12-0110986.392970090208
2020-01-0111043.925266364027
2020-02-0110332.35695697331
2020-03-018303.14735503145
2020-04-019136.723809968373
2020-05-019273.027505805743
2020-06-019381.848735573163
2020-07-019745.830950741618
2020-08-0110051.814076157354
2020-09-019735.503145021063
2020-10-019484.01815826633
2020-11-0110555.134144775997
2020-12-0110796.232976625315
2021-01-0110723.879987396575
2021-02-0111232.393133467924
2021-03-0111732.037203440266
2021-04-0112057.508956599877
2021-05-0112457.95941230701
2021-06-0112759.274602933796
2021-07-0112835.47863836342
2021-08-0112963.321702395815
2021-09-0112801.811158698114
2021-10-0113450.6540943623
2021-11-0113142.161953997502
2021-12-0113636.787994071721
2022-01-0113798.706982063457
2022-02-0113932.501662951769
2022-03-0114456.710739750964
2022-04-0113795.731173635504
2022-05-0113893.232661539718
2022-06-0112618.186273937752
2022-07-0113229.33563618116
2022-08-0112963.263353210954
2022-09-0112352.697482816164
2022-10-0113004.166131799138
2022-11-0113642.91465848222
2022-12-0112955.736308363772
2023-01-0113870.651526998166
2023-02-0113520.26467190253
2023-03-0113415.119440781411
2023-04-0113752.436078467983
2023-05-0113073.951756893955
2023-06-0113535.202063227176
2023-07-0113924.916268919722
2023-08-0113728.746309414057
2023-09-0113329.4044882193
2023-10-0112811.438774200324
2023-11-0113741.52478089881
2023-12-0114272.385664772262
2024-01-0114330.968246373597
2024-02-0114517.627288746775
2024-03-0115105.028532751398
2024-04-0114848.117071804505
2024-05-0115233.104993523239
2024-06-0114989.847241834032
2024-07-0115766.066448051719
2024-08-0115928.39388033749
2024-09-0116484.636659625863
2024-10-0116501.674621605536
2024-11-0117442.49687831861
2024-12-0116853.98699980161
2025-01-0117309.752482757813
2025-02-0117238.274731302
2025-03-0116946.003664328808
2025-04-0116803.33990734149
2025-05-0117861.210628887515
2025-06-0118426.672579384063
2025-07-0118704.47304851151
2025-08-0119539.741629809432
2025-09-0120594.053051078874
2025-10-0120827.099695417255
2025-11-0121472.324981620008
2025-12-0121740.614533614964
2026-01-0121967.534513542843
2026-02-0123493.657443605513
2026-03-0122562.98794505841
2026-04-0123521.898449078664
Annual Return Matrix
YearAnnual Return
20190.197388838013838
2020-0.017308683021132643
20210.26310612447845716
2022-0.049942236104573934
20230.10162674857456833
20240.18088085591754788
20250.28993896422673604
20260.08193346663267076
Total Factor Risk
0.18024337992152825
VTI.US Exposure
0.42780056344574746
VEA.US Exposure
0.19438994673625726
VWO.US Exposure
-0.017304838446934874
QQQ.US Exposure
-0.12268501034950235
VTV.US Exposure
-0.08256694281809877
IJR.US Exposure
0.026746929845911156
QUAL.US Exposure
-0.010370548186720334
SHV.US Exposure
0.46111880092803365
TLT.US Exposure
-0.010388552239729084
LQD.US Exposure
0.007790738145765359
HYG.US Exposure
0.014130307259357522
GLD.US Exposure
0.022906139679925896
USO.US Exposure
0.001107127076595543
VNQ.US Exposure
-0.006663520257114675
BTC-USD.CC Exposure
0.012482810711901311
CPER.US Exposure
0.016072332574039717
VIX.INDX Exposure
-0.017815717486978456
UUP.US Exposure
-0.006227497720465207
TIP.US Exposure
0.048086200028201805
Idiosyncratic Exposure
0.04139073107380732
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
18.0%

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 →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 →
+3.4%
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 →
+11.7%
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 →
0.5% 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 0P00007061.TO a high-risk investment?

0P00007061.TO (0P00007061.TO) has an annualized volatility of 18.0% and experienced a maximum drawdown of 24.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 0P00007061.TO?

Over the past 10 years, 0P00007061.TO has generated a Compound Annual Growth Rate (CAGR) of 10.9%. 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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