119062.MFIN

10-Year Study

119062.MFIN · Unknown · Unknown · Common Stock

Executive Summary: 119062.MFIN has compounded at 11.6% annually over the last 10 years, with a maximum drawdown of 26.2% and an annualized volatility of 16.0%.

1Y CAGR
-3.9%
3Y CAGR
+9.0%
5Y CAGR
+10.3%
10Y CAGR
+11.6%

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 →
26.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.64
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 →
13.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +35.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -10.7%
% 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.
2026-2.50.3-10.26.9————————-6.1%
2025-2.1-5.05.42.92.91.9-1.2-2.00.82.90.6-0.26.6%
20241.41.20.62.40.94.72.80.61.1-2.70.7-0.713.7%
2023-1.5-0.51.03.22.53.13.0-1.31.5-2.43.35.618.5%
20221.7-3.02.5-0.7-2.4-2.96.83.9-2.14.23.1-1.49.6%
2021-0.38.3-0.20.46.81.62.03.02.31.6-2.81.826.5%
20200.0-4.6-19.310.7-2.56.54.94.1-2.22.710.66.214.1%
2019-0.4-1.07.7-1.12.5-0.4-4.0-1.43.31.21.60.58.2%
20180.8-5.8-5.63.0-3.4-2.43.72.4-6.1-1.03.10.9-10.7%
20176.71.95.34.22.0-2.66.4-2.7-2.18.21.73.135.9%
2016———3.03.83.74.62.5-0.21.9-3.9-1.913.8%

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 16.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.6% of variance. Idiosyncratic stock-specific factors contribute 14.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110302.826553570047
2016-05-0110692.027205254855
2016-06-0111090.537639970004
2016-07-0111595.334764281466
2016-08-0111880.576172127547
2016-09-0111853.939848457421
2016-10-0112075.823010680391
2016-11-0111609.040833742793
2016-12-0111384.313015593887
2017-01-0112142.543122397787
2017-02-0112375.804908324499
2017-03-0113029.299956037137
2017-04-0113571.336212469938
2017-05-0113841.578525433812
2017-06-0113478.49698725077
2017-07-0114335.25563112571
2017-08-0113941.917298094082
2017-09-0113644.521451291734
2017-10-0114765.315886110322
2017-11-0115010.214900824953
2017-12-0115474.669632004967
2018-01-0115598.024257156898
2018-02-0114697.819959140399
2018-03-0113868.214849103935
2018-04-0114277.845302438647
2018-05-0113790.633323851147
2018-06-0113458.067185600868
2018-07-0113959.24383873387
2018-08-0114297.757893920196
2018-09-0113426.000155163052
2018-10-0113288.163645297269
2018-11-0113693.656417285165
2018-12-0113813.390571258633
2019-01-0113752.10116630893
2019-02-0113619.695363210842
2019-03-0114662.908272776645
2019-04-0114504.383356176784
2019-05-0114863.844423181361
2019-06-0114804.882463989245
2019-07-0114209.832165300371
2019-08-0114015.619747084229
2019-09-0114471.540510486439
2019-10-0114647.90917789444
2019-11-0114877.033282474335
2019-12-0114949.959916211954
2020-01-0114950.994336548658
2020-02-0114262.587602472266
2020-03-0111505.081589904059
2020-04-0112738.110631255011
2020-05-0112423.388243812875
2020-06-0113234.373787788669
2020-07-0113885.541389743725
2020-08-0114452.403734257417
2020-09-0114138.457162067805
2020-10-0114524.554552742507
2020-11-0116068.168300188783
2020-12-0117056.815536993457
2021-01-0117003.80149473739
2021-02-0118408.802917065354
2021-03-0118367.167498513023
2021-04-0118432.853189893718
2021-05-0119685.794822726217
2021-06-0119991.724637306368
2021-07-0120383.76994491712
2021-08-0120987.612816467972
2021-09-0121470.687113708656
2021-10-0121806.356512969047
2021-11-0121200.444800744783
2021-12-0121577.491013473325
2022-01-0121937.727895730433
2022-02-0121289.922159869664
2022-03-0121819.286767177844
2022-04-0121659.98603532546
2022-05-0121134.241899195742
2022-06-0120519.537614109497
2022-07-0121918.07390933306
2022-08-0122782.590705733273
2022-09-0122299.257803408418
2022-10-0123242.6491504823
2022-11-0123972.432698026845
2022-12-0123644.78005637591
2023-01-0123291.26690630738
2023-02-0123181.618350616776
2023-03-0123412.811295870077
2023-04-0124171.041402673978
2023-05-0124766.350306447028
2023-06-0125533.631591197085
2023-07-0126288.758436990873
2023-08-0125938.08994284828
2023-09-0126318.756626755287
2023-10-0125681.55369934573
2023-11-0126534.43326695803
2023-12-0128018.567845043835
2024-01-0128422.50898652668
2024-02-0128760.505831544648
2024-03-0128944.89125656211
2024-04-0129635.884041480258
2024-05-0129916.98776797952
2024-06-0131326.90268690683
2024-07-0132201.246476505734
2024-08-0132397.010525226924
2024-09-0132744.834363443584
2024-10-0131855.232873878304
2024-11-0132083.322558121497
2024-12-0131847.21611626885
2025-01-0131169.670795727845
2025-02-0129621.66076185058
2025-03-0131223.460653236445
2025-04-0132134.267759704162
2025-05-0133066.2804830743
2025-06-0133702.70759523132
2025-07-0133307.30042152629
2025-08-0132630.530916237818
2025-09-0132894.04949701311
2025-10-0133842.09573560217
2025-11-0134030.87744705061
2025-12-0133949.93405570354
2026-01-0133103.77822027981
2026-02-0133217.56445731724
2026-03-0129825.44156818123
2026-04-0131888.592929737002
Annual Return Matrix
YearAnnual Return
20170.35929762391531517
2018-0.10735473520613648
20190.0822802583543949
20200.14092717522919895
20210.26503631153630414
20220.09580766557204146
20230.18497900078747054
20240.1366468226498685
20250.06602517255379614
2026-0.060717087773554446
Total Factor Risk
0.1597718712061263
VTI.US Exposure
0.24023040376168237
VEA.US Exposure
0.0350772589188567
VWO.US Exposure
-0.010498565560858574
QQQ.US Exposure
-0.027084700634024055
VTV.US Exposure
-0.03545241178013904
IJR.US Exposure
-0.02112394458032889
QUAL.US Exposure
-0.039902001010160226
SHV.US Exposure
0.6160632119251538
TLT.US Exposure
-0.014360368860742795
LQD.US Exposure
0.02813968595886917
HYG.US Exposure
0.04868768424012418
GLD.US Exposure
0.0015036859742619578
USO.US Exposure
0.004962273376973472
VNQ.US Exposure
0.0177488171083034
BTC-USD.CC Exposure
-0.00412141199579731
CPER.US Exposure
0.010561641825120061
VIX.INDX Exposure
0.0013524302667501048
UUP.US Exposure
0.005376561928773631
TIP.US Exposure
0.0005886944550072272
Idiosyncratic Exposure
0.14225105468217486
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
16.0%

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
1.30
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 →
-0.7%
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 →
-3.8%
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 →
6.5% 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 119062.MFIN a high-risk investment?

119062.MFIN (119062.MFIN) has an annualized volatility of 16.0% and experienced a maximum drawdown of 26.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 119062.MFIN?

Over the past 10 years, 119062.MFIN has generated a Compound Annual Growth Rate (CAGR) of 11.6%. 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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