120823.MFIN

10-Year Study

120823.MFIN · Unknown · Unknown · Common Stock

Executive Summary: 120823.MFIN has compounded at 17.9% annually over the last 10 years, with a maximum drawdown of 29.2% and an annualized volatility of 33.2%.

1Y CAGR
-2.1%
3Y CAGR
+12.4%
5Y CAGR
+12.8%
10Y CAGR
+17.9%

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 →
29.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.86
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.21
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +58.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -3.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.30.8-7.513.0————————-0.1%
2025-4.3-10.97.32.04.83.1-3.8-3.52.43.6-1.4-1.9-3.9%
20247.10.80.28.40.35.43.7-1.5-0.5-7.1-0.3-3.113.1%
2023-5.4-4.90.56.41.44.66.41.22.2-3.78.18.126.3%
20220.4-5.89.1-0.0-6.9-5.910.55.40.83.24.0-1.612.1%
2021-0.78.05.78.99.20.97.40.44.80.50.81.958.7%
20201.2-6.9-21.216.83.09.912.74.44.50.96.811.544.9%
2019-2.2-3.38.9-0.83.0-1.2-6.4-1.73.810.2-1.6-3.14.3%
2018-0.3-0.6-2.74.5-2.6-1.24.03.7-6.9-2.13.70.3-0.7%
20172.74.04.83.70.21.13.21.1-0.45.83.13.638.3%
2016———5.31.22.41.33.3-0.22.6-6.6-1.47.6%

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 33.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 69.3% of variance. Idiosyncratic stock-specific factors contribute 12.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110530.65957636599
2016-05-0110655.140836252845
2016-06-0110912.532499257335
2016-07-0111054.420349097469
2016-08-0111413.690074315582
2016-09-0111390.456736808595
2016-10-0111682.2278471068
2016-11-0110913.244475433139
2016-12-0110763.328480438253
2017-01-0111055.132325273273
2017-02-0111501.099471255393
2017-03-0112057.046477313737
2017-04-0112507.972905623874
2017-05-0112532.433788261558
2017-06-0112675.049981545904
2017-07-0113078.87959500831
2017-08-0113228.00177748535
2017-09-0113171.231907007728
2017-10-0113938.66857181671
2017-11-0114367.90836948454
2017-12-0114886.087903688445
2018-01-0114848.729613544243
2018-02-0114756.892870499718
2018-03-0114359.520144424776
2018-04-0115010.07814552302
2018-05-0114612.468094056143
2018-06-0114443.557884072276
2018-07-0115026.04441585628
2018-08-0115584.25010495511
2018-09-0114510.344522816384
2018-10-0114208.785786009423
2018-11-0114732.235580641121
2018-12-0114781.3537531374
2019-01-0114458.042916614495
2019-02-0113980.716084360176
2019-03-0115220.381177313984
2019-04-0115101.34203417322
2019-05-0115554.396207376567
2019-06-0115372.293979054808
2019-07-0114386.935319010337
2019-08-0114139.99415688518
2019-09-0114677.536169617279
2019-10-0116173.177156858172
2019-11-0115916.292879174369
2019-12-0115423.16344927088
2020-01-0115614.96328412514
2020-02-0114534.936343601341
2020-03-0111447.390279970308
2020-04-0113370.847112527426
2020-05-0113768.939998412376
2020-06-0115125.524673247948
2020-07-0117050.50366176713
2020-08-0117794.73972360594
2020-09-0118591.130086230954
2020-10-0118761.60337034791
2020-11-0120041.08184370732
2020-12-0122352.262897612098
2021-01-0122195.047100906664
2021-02-0123967.851411390475
2021-03-0125344.330500977536
2021-04-0127593.36503673224
2021-05-0130135.586451502557
2021-06-0130398.853963865982
2021-07-0132661.530617839828
2021-08-0132790.38193839197
2021-09-0134363.9556741637
2021-10-0134538.97905889843
2021-11-0134816.420625704304
2021-12-0135468.94269901166
2022-01-0135605.66667566866
2022-02-0133533.7750859077
2022-03-0136600.18282238814
2022-04-0136582.70257972701
2022-05-0134056.01370267711
2022-06-0132046.62052733702
2022-07-0135415.60995489999
2022-08-0137332.699920045896
2022-09-0137635.71534374128
2022-10-0138829.273841586124
2022-11-0140386.77491977993
2022-12-0139755.65304991772
2023-01-0137596.39298138796
2023-02-0135754.89524539037
2023-03-0135916.08010468505
2023-04-0138212.841595121245
2023-05-0138766.25167457615
2023-06-0140544.11347099843
2023-07-0143129.863636103255
2023-08-0143664.680498645204
2023-09-0144620.1361593059
2023-10-0142958.96480300765
2023-11-0146428.10554596707
2023-12-0150209.419199296855
2024-01-0153768.1052677235
2024-02-0154212.88578674595
2024-03-0154314.35466724934
2024-04-0158869.856483606956
2024-05-0159055.354920123646
2024-06-0162228.50998116946
2024-07-0164506.10540029837
2024-08-0163511.27009184493
2024-09-0163202.45247149845
2024-10-0158743.72212961075
2024-11-0158556.11231546928
2024-12-0156763.76548650478
2025-01-0154324.09319195287
2025-02-0148404.95240807528
2025-03-0151931.97599576416
2025-04-0152977.877181654585
2025-05-0155538.27444799341
2025-06-0157264.497512584385
2025-07-0155110.79413167959
2025-08-0153173.87522085583
2025-09-0154445.456487207746
2025-10-0156425.91233200021
2025-11-0155622.14033132261
2025-12-0154573.55491341306
2026-01-0151700.68194223827
2026-02-0152101.475427410754
2026-03-0148206.50746224685
2026-04-0154492.90519832629
Annual Return Matrix
YearAnnual Return
20170.3830375920184059
2018-0.007035706844448653
20190.04342022434834503
20200.44926577294807735
20210.5868166396164223
20220.12085813742131934
20230.26295043213736835
20240.13054017337248358
2025-0.03858465967365088
2026-0.0014778167780115092
Total Factor Risk
0.33164803482710936
VTI.US Exposure
0.17488851215138151
VEA.US Exposure
0.003852077956928795
VWO.US Exposure
-0.0002233705336294024
QQQ.US Exposure
-0.022453925205230332
VTV.US Exposure
-0.015834378508938263
IJR.US Exposure
-0.014505916418032234
QUAL.US Exposure
-0.008084127160425652
SHV.US Exposure
0.692568714615993
TLT.US Exposure
-0.003695716774708912
LQD.US Exposure
0.006353591067951277
HYG.US Exposure
0.04234055650998524
GLD.US Exposure
-0.0011117339015491708
USO.US Exposure
0.00038912013668549437
VNQ.US Exposure
0.009767479522566307
BTC-USD.CC Exposure
-0.0018033706302803222
CPER.US Exposure
0.015400101047146748
VIX.INDX Exposure
-0.004149760350056011
UUP.US Exposure
0.005894092363754713
TIP.US Exposure
-0.00044956789193130567
Idiosyncratic Exposure
0.12085762200238877
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
33.2%

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 →
+6.0%
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 →
+0.6%
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 →
4.8% 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 120823.MFIN a high-risk investment?

120823.MFIN (120823.MFIN) has an annualized volatility of 33.2% and experienced a maximum drawdown of 29.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of 120823.MFIN?

Over the past 10 years, 120823.MFIN has generated a Compound Annual Growth Rate (CAGR) of 17.9%. It has had a positive return in 70% 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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