118274.MFIN

10-Year Study

118274.MFIN · Unknown · Unknown · Common Stock

Executive Summary: 118274.MFIN has compounded at 12.9% annually over the last 10 years, with a maximum drawdown of 23.9% and an annualized volatility of 16.8%.

1Y CAGR
-9.9%
3Y CAGR
+8.4%
5Y CAGR
+9.6%
10Y CAGR
+12.9%

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 →
23.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.75
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
17.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +42.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -7.9%
% 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.
2026-6.41.8-12.510.6————————-7.9%
2025-4.9-6.85.94.33.23.7-6.4-0.7-0.12.80.7-1.1-0.4%
20240.41.93.25.0-0.86.84.53.43.8-6.8-1.0-0.720.6%
2023-3.5-0.80.34.16.44.4-3.1-0.11.8-1.98.04.921.6%
2022-0.7-3.91.40.8-2.5-4.213.04.6-0.32.20.2-2.86.8%
2021-0.59.6-0.8-0.15.12.23.2-0.02.11.7-2.01.724.0%
20202.6-0.8-21.110.1-1.54.75.8-3.92.12.410.47.615.1%
2019-0.4-1.88.1-1.51.6-0.3-11.92.27.75.1-1.30.66.9%
20181.0-3.5-1.36.60.9-2.25.63.0-12.8-1.68.30.93.4%
20177.45.65.43.41.11.16.6-0.3-1.73.01.43.242.4%
2016———3.94.74.25.84.1-0.82.4-9.3-2.312.4%

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 16.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.4% of variance. Idiosyncratic stock-specific factors contribute 34.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110389.43598925694
2016-05-0110877.350044762758
2016-06-0111333.930170098478
2016-07-0111991.942703670546
2016-08-0112488.809310653534
2016-09-0112385.85496866607
2016-10-0112681.289167412713
2016-11-0111499.552372426142
2016-12-0111235.452103849597
2017-01-0112063.563115487914
2017-02-0112739.480752014326
2017-03-0113428.827215756492
2017-04-0113880.931065353625
2017-05-0114037.600716204117
2017-06-0114194.27036705461
2017-07-0115129.811996418977
2017-08-0115080.572963294539
2017-09-0114825.425246195166
2017-10-0115277.5290957923
2017-11-0115492.390331244405
2017-12-0115993.73321396598
2018-01-0116159.355416293643
2018-02-0115599.820948970457
2018-03-0115398.38854073411
2018-04-0116410.02685765443
2018-05-0116557.743957027753
2018-06-0116195.165622202328
2018-07-0117108.325872873767
2018-08-0117627.573858549687
2018-09-0115376.007162041184
2018-10-0115129.811996418977
2018-11-0116383.16920322292
2018-12-0116530.88630259624
2019-01-0116472.694717994626
2019-02-0116181.73679498657
2019-03-0117493.28558639212
2019-04-0117229.18531781558
2019-05-0117511.190689346462
2019-06-0117466.42793196061
2019-07-0115393.912264995524
2019-08-0115729.632945389436
2019-09-0116942.703670546107
2019-10-0117802.148612354522
2019-11-0117564.90599820949
2019-12-0117663.384064458372
2020-01-0118128.916741271263
2020-02-0117976.723366159356
2020-03-0114180.841539838853
2020-04-0115613.249776186212
2020-05-0115371.530886302598
2020-06-0116087.735004476275
2020-07-0117023.276633840644
2020-08-0116356.311548791404
2020-09-0116705.461056401073
2020-10-0117112.802148612354
2020-11-0118894.359892569384
2020-12-0120322.291853178154
2021-01-0120228.29006266786
2021-02-0122175.47000895255
2021-03-0121991.94270367055
2021-04-0121969.561324977618
2021-05-0123088.63025962399
2021-06-0123598.92569382274
2021-07-0124355.416293643688
2021-08-0124350.940017905104
2021-09-0124870.18800358102
2021-10-0125290.957923008056
2021-11-0124785.138764547897
2021-12-0125196.956132497762
2022-01-0125017.90510295434
2022-02-0124042.076991942704
2022-03-0124382.2739480752
2022-04-0124570.27752909579
2022-05-0123961.504028648167
2022-06-0122949.865711727845
2022-07-0125922.112802148607
2022-08-0127103.849597135184
2022-09-0127027.75290957923
2022-10-0127623.0975828111
2022-11-0127685.765443151296
2022-12-0126906.893464637422
2023-01-0125975.82811101164
2023-02-0125760.966875559534
2023-03-0125828.11101163832
2023-04-0126888.98836168308
2023-05-0128603.401969561328
2023-06-0129861.235452103843
2023-07-0128939.12264995524
2023-08-0128916.741271262308
2023-09-0129440.46553267681
2023-10-0128885.407341092214
2023-11-0131186.21307072516
2023-12-0132717.099373321398
2024-01-0132837.95881826321
2024-02-0133464.637421665175
2024-03-0134525.51477170994
2024-04-0136239.928379588186
2024-05-0135957.923008057296
2024-06-0138419.87466427932
2024-07-0140143.24082363473
2024-08-0141508.50492390331
2024-09-0143066.24888093106
2024-10-0140125.33572068039
2024-11-0139740.37600716204
2024-12-0139471.79946284691
2025-01-0137520.14324082363
2025-02-0134982.09489704566
2025-03-0137036.7054610564
2025-04-0138634.73589973142
2025-05-0139879.14055505819
2025-06-0141347.35899731424
2025-07-0138710.83258728738
2025-08-0138437.77976723367
2025-09-0138415.39838854073
2025-10-0139507.6096687556
2025-11-0139776.18621307072
2025-12-0139328.55863921218
2026-01-0136808.41539838854
2026-02-0137461.95165622202
2026-03-0132770.81468218442
2026-04-0136235.452103849595
Annual Return Matrix
YearAnnual Return
20170.42350597609561724
20180.033585222502099166
20190.06850798808556724
20200.15053218449062333
20210.23986784140969175
20220.0678628530822527
20230.215937448011978
20240.20645779176357926
2025-0.0036289408029032133
2026-0.07864784885044385
Total Factor Risk
0.16776176748919958
VTI.US Exposure
0.0653243320329756
VEA.US Exposure
-0.029735034817358435
VWO.US Exposure
0.035973417790760895
QQQ.US Exposure
0.09433261294492234
VTV.US Exposure
-0.02612080798837012
IJR.US Exposure
-0.01956285131676445
QUAL.US Exposure
-0.0687056651423643
SHV.US Exposure
0.3042973641228616
TLT.US Exposure
-0.016026344867019884
LQD.US Exposure
0.0066371163987528695
HYG.US Exposure
0.15543336615429848
GLD.US Exposure
0.006118409728462827
USO.US Exposure
0.015564175493631822
VNQ.US Exposure
0.07536677557589189
BTC-USD.CC Exposure
-0.006461669779560005
CPER.US Exposure
0.014311219315001459
VIX.INDX Exposure
0.031373835455382075
UUP.US Exposure
0.01416762807935847
TIP.US Exposure
-0.0006400123550271287
Idiosyncratic Exposure
0.34835213317416397
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
16.8%

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 →
+0.4%
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 →
-6.0%
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 →
12.5% 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 118274.MFIN a high-risk investment?

118274.MFIN (118274.MFIN) has an annualized volatility of 16.8% and experienced a maximum drawdown of 23.9% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 118274.MFIN?

Over the past 10 years, 118274.MFIN has generated a Compound Annual Growth Rate (CAGR) of 12.9%. 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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