112090.MFIN

10-Year Study

112090.MFIN · Unknown · Unknown · Common Stock

Executive Summary: 112090.MFIN has compounded at 13.9% annually over the last 10 years, with a maximum drawdown of 28.6% and an annualized volatility of 15.6%.

1Y CAGR
+1.8%
3Y CAGR
+14.8%
5Y CAGR
+12.5%
10Y CAGR
+13.9%

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 →
28.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.79
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +34.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -2.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.50.4-12.010.6————————-2.8%
2025-2.7-7.68.13.44.24.4-2.9-2.41.63.61.0-0.79.5%
20240.21.92.44.52.66.23.7-1.21.9-5.91.3-1.616.5%
2023-2.5-2.00.93.43.43.23.60.21.9-3.45.48.424.2%
20220.6-5.03.9-1.3-3.2-5.19.34.5-3.25.42.2-1.95.0%
2021-0.87.41.0-0.15.92.12.44.71.70.7-4.63.025.4%
20201.2-5.7-24.212.6-1.47.75.41.90.22.211.15.711.8%
2019-1.3-0.68.60.43.3-1.4-6.0-0.64.83.01.60.312.3%
20181.4-3.9-2.84.7-0.7-0.86.22.5-8.3-3.54.60.8-0.9%
20176.34.53.54.61.8-1.15.4-0.2-1.55.0-0.52.634.3%
2016———1.83.54.45.53.3-0.71.7-5.2-1.712.8%

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 15.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.4% of variance. Idiosyncratic stock-specific factors contribute 27.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110177.330565833408
2016-05-0110536.955148452307
2016-06-0111001.26342387871
2016-07-0111611.316668170744
2016-08-0111994.404837108565
2016-09-0111911.831062178504
2016-10-0112108.564209006407
2016-11-0111478.20593809223
2016-12-0111282.826459705804
2017-01-0111991.246277411787
2017-02-0112534.51854525765
2017-03-0112969.046114971574
2017-04-0113561.050446710586
2017-05-0113802.45465210721
2017-06-0113648.587672592726
2017-07-0114384.98330475589
2017-08-0114358.812381554011
2017-09-0114138.615648407185
2017-10-0114841.169569533435
2017-11-0114768.071473693712
2017-12-0115153.866979514485
2018-01-0115373.161267033662
2018-02-0114768.522696507536
2018-03-0114356.556267484886
2018-04-0115026.622146015703
2018-05-0114914.26766537316
2018-06-0114791.08383719881
2018-07-0115706.614926450682
2018-08-0116093.312877899107
2018-09-0114764.010468369283
2018-10-0114252.775020305025
2018-11-0114901.633426586048
2018-12-0115020.305026622145
2019-01-0114825.376771049545
2019-02-0114740.546882050356
2019-03-0116008.48298889992
2019-04-0116079.776193484346
2019-05-0116611.767890984567
2019-06-0116385.254038444185
2019-07-0115407.002978070574
2019-08-0115319.014529374606
2019-09-0116055.861384351592
2019-10-0116537.767349517195
2019-11-0116808.50103781247
2019-12-0116864.903889540656
2020-01-0117062.53948199621
2020-02-0116087.446981319375
2020-03-0112187.528201425866
2020-04-0113724.393105315405
2020-05-0113533.977077881058
2020-06-0114578.10666907319
2020-07-0115365.941702012455
2020-08-0115662.395090695787
2020-09-0115697.590470174175
2020-10-0116050.446710585686
2020-11-0117833.228048010107
2020-12-0118852.991607255663
2021-01-0118710.85642090064
2021-02-0120091.59823120657
2021-03-0120287.42893240682
2021-04-0120264.41656890172
2021-05-0121454.742351773308
2021-06-0121894.68459525314
2021-07-0122410.883494269474
2021-08-0123470.80588394549
2021-09-0123861.564840718347
2021-10-0124033.931955599677
2021-11-0122937.46051800379
2021-12-0123636.404656619445
2022-01-0123766.808049815
2022-02-0122579.640826640196
2022-03-0123450.500857323346
2022-04-0123150.888908943238
2022-05-0122399.602923923834
2022-06-0121253.496976807146
2022-07-0123240.23102608068
2022-08-0124275.3361609963
2022-09-0123495.171915892068
2022-10-0124763.559245555458
2022-11-0125309.990073098095
2022-12-0124817.70598321451
2023-01-0124189.152603555634
2023-02-0123703.63685587943
2023-03-0123921.577474957136
2023-04-0124736.48587672593
2023-05-0125565.382185723312
2023-06-0126388.863820954786
2023-07-0127346.358631892428
2023-08-0127404.566374875914
2023-09-0127918.50915982312
2023-10-0126975.002256114065
2023-11-0128438.769064163887
2023-12-0130824.384080859127
2024-01-0130879.43326414584
2024-02-0131470.5351502572
2024-03-0132230.845591553116
2024-04-0133665.282916704266
2024-05-0134531.630719249166
2024-06-0136660.951177691546
2024-07-0138014.61961916795
2024-08-0137545.34789278946
2024-09-0138268.20684053786
2024-10-0136022.470896128514
2024-11-0136483.62061185814
2024-12-0135911.470083927445
2025-01-0134945.85326234095
2025-02-0132302.13879613753
2025-03-0134910.65788286256
2025-04-0136089.703095388504
2025-05-0137598.59218482086
2025-06-0139255.9335800018
2025-07-0138135.54733327317
2025-08-0137234.00415124989
2025-09-0137835.03293926541
2025-10-0139193.664831693895
2025-11-0139588.484793791176
2025-12-0139319.555996751194
2026-01-0139134.55464308276
2026-02-0139296.99485605992
2026-03-0134575.85055500406
2026-04-0138234.816352314774
Annual Return Matrix
YearAnnual Return
20170.3430913817236554
2018-0.008813720819437987
20190.12280701754385959
20200.1178831335616437
20210.2537216983389978
20220.04997804631273506
20230.24203196305521724
20240.1650344736726539
20250.09490243381456764
2026-0.02758778976359877
Total Factor Risk
0.15631550577137984
VTI.US Exposure
0.14231581261632612
VEA.US Exposure
0.056294211365419525
VWO.US Exposure
0.010293342648203077
QQQ.US Exposure
0.061933267640275735
VTV.US Exposure
-0.036339250060624384
IJR.US Exposure
-0.0309771564011253
QUAL.US Exposure
-0.09383342737987031
SHV.US Exposure
0.3736946712241085
TLT.US Exposure
-0.02605755377667454
LQD.US Exposure
0.026235716259054402
HYG.US Exposure
0.1531283456650233
GLD.US Exposure
0.0037363746499447003
USO.US Exposure
0.004950458688939982
VNQ.US Exposure
0.0637372753500083
BTC-USD.CC Exposure
-0.008607687412332353
CPER.US Exposure
0.010784708918986816
VIX.INDX Exposure
0.007244077790375983
UUP.US Exposure
0.005356123497759597
TIP.US Exposure
0.00045021029846937203
Idiosyncratic Exposure
0.2756604784177315
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
15.6%

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 →
+0.8%
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 →
-0.8%
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 →
5.2% 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 112090.MFIN a high-risk investment?

112090.MFIN (112090.MFIN) has an annualized volatility of 15.6% and experienced a maximum drawdown of 28.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 112090.MFIN?

Over the past 10 years, 112090.MFIN has generated a Compound Annual Growth Rate (CAGR) of 13.9%. It has had a positive return in 80% 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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