120503.MFIN

10-Year Study

120503.MFIN · Unknown · Unknown · Common Stock

Executive Summary: 120503.MFIN has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 23.2% and an annualized volatility of 15.4%.

1Y CAGR
-1.9%
3Y CAGR
+12.0%
5Y CAGR
+8.5%
10Y CAGR
+12.7%

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 →
23.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +39.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -11.2%
% 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.
2026-2.81.6-11.69.2————————-4.6%
2025-3.3-6.36.93.12.23.5-2.0-1.20.23.50.7-1.45.2%
2024-1.12.65.31.7-1.07.64.51.53.2-6.30.0-0.418.3%
2023-5.20.1-1.26.65.04.60.8-1.72.5-1.86.95.222.9%
2022-5.4-3.11.4-1.7-6.9-6.913.44.4-4.01.10.5-3.0-11.2%
2021-5.77.80.90.95.03.71.99.51.9-0.3-2.20.525.6%
20202.1-2.7-21.110.8-3.45.43.44.0-0.04.114.47.421.5%
2019-5.32.15.71.63.9-0.5-4.30.96.05.2-1.31.415.9%
20181.3-2.8-1.78.20.8-2.05.32.6-9.9-4.06.30.93.7%
20174.83.45.13.11.71.45.6-0.71.13.11.04.039.0%
2016———2.04.21.85.90.3-0.82.0-7.0-2.85.0%

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 15.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 42.5% of variance. Idiosyncratic stock-specific factors contribute 43.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110201.004528286963
2016-05-0110628.522275612504
2016-06-0110820.298853756765
2016-07-0111459.235530244607
2016-08-0111491.071958236933
2016-09-0111395.134233717612
2016-10-0111625.305675848476
2016-11-0110807.841121064112
2016-12-0110503.681292967642
2017-01-0111008.219467019966
2017-02-0111380.039943841331
2017-03-0111963.081608036227
2017-04-0112330.386980680627
2017-05-0112539.00456783532
2017-06-0112719.9712615267
2017-07-0113431.44621752915
2017-08-0113342.264670792878
2017-09-0113485.231984075195
2017-10-0113906.487908089617
2017-11-0114040.194314264432
2017-12-0114599.177394158707
2018-01-0114795.63386130391
2018-02-0114376.355355177211
2018-03-0114124.992584682921
2018-04-0115278.354524661698
2018-05-0115405.832064490189
2018-06-0115099.958474224357
2018-07-0115907.272283851747
2018-08-0116327.341757133536
2018-09-0114718.44864975315
2018-10-0114122.982209830403
2018-11-0115009.524562825862
2018-12-0115143.29688293027
2019-01-0114339.674253359963
2019-02-0114645.943327203337
2019-03-0115483.511630512876
2019-04-0115728.019352329728
2019-05-0116346.951151186782
2019-06-0116272.69910950281
2019-07-0115580.701719694423
2019-08-0115715.396834813102
2019-09-0116664.854033602922
2019-10-0117531.556293791567
2019-11-0117309.063824458026
2019-12-0117544.870907568897
2020-01-0117908.419186226623
2020-02-0117431.16937902487
2020-03-0113755.05065485489
2020-04-0115239.399392273566
2020-05-0114714.032416470573
2020-06-0115502.92328277735
2020-07-0116026.049184974261
2020-08-0116668.973654202342
2020-09-0116666.963279349824
2020-10-0117349.600891156326
2020-11-0119851.72661538563
2020-12-0121316.729614469426
2021-01-0120107.96701666963
2021-02-0121682.584880662827
2021-03-0121866.91318476334
2021-04-0122056.910086808643
2021-05-0123150.718791402185
2021-06-0124016.49825657656
2021-07-0124461.021797736517
2021-08-0126789.695016247784
2021-09-0127304.746462069827
2021-10-0127235.536835999552
2021-11-0126632.655078997843
2021-12-0126774.304113688348
2022-01-0125335.370073757687
2022-02-0124549.082807669743
2022-03-0124884.518795357024
2022-04-0124471.699854330214
2022-05-0122785.16013789194
2022-06-0121211.234370159447
2022-07-0124056.837581486096
2022-08-0125120.16109364392
2022-09-0124115.929419364198
2022-10-0124387.626637137226
2022-11-0124507.02972059085
2022-12-0123766.3548937797
2023-01-0122524.173933677404
2023-02-0122536.137311898125
2023-03-0122262.03423569503
2023-04-0123722.357345777884
2023-05-0124907.81936946735
2023-06-0126062.86211465069
2023-07-0126265.679276001396
2023-08-0125815.19052421348
2023-09-0126452.017954954415
2023-10-0125966.001595117097
2023-11-0127769.99993408607
2023-12-0129207.253168812163
2024-01-0128899.40216065861
2024-02-0129660.378477783706
2024-03-0131220.594148161326
2024-04-0131746.686177189822
2024-05-0131422.32372967379
2024-06-0133820.14066032575
2024-07-0135347.69597859115
2024-08-0135862.84629530759
2024-09-0137021.81091930157
2024-10-0134677.97749698444
2024-11-0134678.73550717473
2024-12-0134552.67511683244
2025-01-0133410.58445881368
2025-02-0131292.671030168807
2025-03-0133454.51609288591
2025-04-0134487.848767079944
2025-05-0135256.240401284005
2025-06-0136478.25169893153
2025-07-0135735.40171244389
2025-08-0135304.06095720209
2025-09-0135367.23945871481
2025-10-0136613.47412548694
2025-11-0136856.13625727525
2025-12-0136332.384172747225
2026-01-0135326.47169326294
2026-02-0135900.84567571665
2026-03-0131729.41672763705
2026-04-0134643.372683949296
Annual Return Matrix
YearAnnual Return
20170.3899105453564222
20180.037270558065091386
20190.15858990569918197
20200.2149835542690337
20210.25602306723046375
2022-0.11234462741352191
20230.2289328043509311
20240.18301693477044179
20250.05150712788219969
2026-0.04648776916943553
Total Factor Risk
0.15431868150969286
VTI.US Exposure
0.4246268666972963
VEA.US Exposure
0.018297693786950116
VWO.US Exposure
0.02042743628613091
QQQ.US Exposure
0.045739756991296565
VTV.US Exposure
-0.07012409058726465
IJR.US Exposure
-0.052527916236310805
QUAL.US Exposure
-0.12274219406236288
SHV.US Exposure
0.011238895295018156
TLT.US Exposure
-0.024365580432825978
LQD.US Exposure
-0.01426213806507366
HYG.US Exposure
0.1290502735142661
GLD.US Exposure
0.017475406713093857
USO.US Exposure
0.003736400408517485
VNQ.US Exposure
0.12853322372686182
BTC-USD.CC Exposure
-0.013309223202466374
CPER.US Exposure
-0.00490639209538367
VIX.INDX Exposure
0.027403448154777122
UUP.US Exposure
0.022381617000959322
TIP.US Exposure
0.02154794841764596
Idiosyncratic Exposure
0.4317785676888743
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
15.4%

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 →
+0.3%
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 →
-3.1%
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 120503.MFIN a high-risk investment?

120503.MFIN (120503.MFIN) has an annualized volatility of 15.4% and experienced a maximum drawdown of 23.2% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 120503.MFIN?

Over the past 10 years, 120503.MFIN has generated a Compound Annual Growth Rate (CAGR) of 12.7%. 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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