122639.MFIN

10-Year Study

122639.MFIN · Unknown · Unknown · Common Stock

Executive Summary: 122639.MFIN has compounded at 18.2% annually over the last 10 years, with a maximum drawdown of 23.1% and an annualized volatility of 14.4%.

1Y CAGR
+2.2%
3Y CAGR
+16.7%
5Y CAGR
+16.1%
10Y CAGR
+18.2%

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 →
23.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.12
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.17
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +47.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -6.3%
% 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.
2026-1.7-1.7-6.86.9————————-3.8%
2025-0.3-4.52.81.82.73.5-0.8-1.21.12.50.60.28.6%
20242.53.90.12.81.05.43.61.23.2-3.00.91.024.8%
20231.80.02.15.64.22.23.3-0.52.5-0.16.74.837.6%
2022-3.6-4.24.4-3.4-2.3-5.56.72.7-2.84.11.1-2.8-6.3%
20211.13.53.05.14.63.26.94.13.81.50.12.447.0%
20202.5-4.4-19.614.24.96.19.96.11.7-1.08.74.633.5%
20191.32.33.21.4-0.80.7-2.2-0.13.43.61.20.615.3%
20182.7-2.0-5.15.10.80.84.03.9-5.2-5.82.2-0.40.2%
20172.93.51.42.02.11.42.91.02.83.01.12.530.1%
2016———0.51.70.64.52.7-1.32.5-3.0-0.28.2%

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 14.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 46.1% of variance. Idiosyncratic stock-specific factors contribute 17.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110051.32982931074
2016-05-0110224.421513995583
2016-06-0110285.068058900395
2016-07-0110751.489795559619
2016-08-0111040.249383280305
2016-09-0110901.553371889304
2016-10-0111176.77735393558
2016-11-0110838.621594857643
2016-12-0110816.120847762524
2017-01-0111133.240752134348
2017-02-0111520.265321309498
2017-03-0111682.575398011264
2017-04-0111912.797885867305
2017-05-0112162.181166171533
2017-06-0112334.276724031854
2017-07-0112695.812165638312
2017-08-0112816.812276970135
2017-09-0113180.750142094561
2017-10-0113575.333555996978
2017-11-0113726.744833324547
2017-12-0114072.049267260829
2018-01-0114445.362443674889
2018-02-0114155.548133434118
2018-03-0113432.946015785683
2018-04-0114124.258032004971
2018-05-0114234.652322440394
2018-06-0114349.734268520635
2018-07-0114922.39000123051
2018-08-0115510.104827699359
2018-09-0114703.242099835348
2018-10-0113844.932351269477
2018-11-0114152.735540047228
2018-12-0114095.253162702667
2019-01-0114273.911438465731
2019-02-0114606.500606465452
2019-03-0115077.19982890057
2019-04-0115293.417945517724
2019-05-0115172.47642988146
2019-06-0115281.581615014562
2019-07-0114939.49994433409
2019-08-0114922.272809839389
2019-09-0115425.961408874906
2019-10-0115975.12026766514
2019-11-0116167.95870175377
2019-12-0116257.668711656443
2020-01-0116662.27198949965
2020-02-0115935.861151639803
2020-03-0112808.257305418345
2020-04-0114621.735487311105
2020-05-0115335.66544201663
2020-06-0116277.942822320274
2020-07-0117881.70700980306
2020-08-0118975.161284652033
2020-09-0119296.20710062639
2020-10-0119102.138156930992
2020-11-0120765.61135818963
2020-12-0121711.463075922442
2021-01-0121948.365473072347
2021-02-0122711.808790526247
2021-03-0123396.675280233918
2021-04-0124599.644910084906
2021-05-0125732.534088045897
2021-06-0126565.120326260832
2021-07-0128386.45033135866
2021-08-0129559.243177996148
2021-09-0130678.596750282726
2021-10-0131139.979257123774
2021-11-0131158.964262485282
2021-12-0131910.10248387154
2022-01-0130760.865106849255
2022-02-0129479.904606207627
2022-03-0130771.00216218117
2022-04-0129720.02976661335
2022-05-0129039.675145463814
2022-06-0127438.840742759035
2022-07-0129284.663748601026
2022-08-0130075.002490317067
2022-09-0129234.564428897058
2022-10-0130438.354398485888
2022-11-0130772.467054570174
2022-12-0129903.024123847867
2023-01-0130451.5970256825
2023-02-0130459.56604027868
2023-03-0131084.137559254897
2023-04-0132809.95658058959
2023-05-0134182.50215339181
2023-06-0134941.78517646094
2023-07-0136096.940718734804
2023-08-0135932.69698407955
2023-09-0136821.65228142341
2023-10-0136802.31570188855
2023-11-0139263.04193693931
2023-12-0141159.667410832
2024-01-0142174.01749667469
2024-02-0143823.77930517224
2024-03-0143869.71833049144
2024-04-0145097.70832234665
2024-05-0145569.63805438853
2024-06-0148012.43400659788
2024-07-0149748.50727465562
2024-08-0150325.96785440141
2024-09-0151925.454556108314
2024-10-0150381.399382401374
2024-11-0150839.91070015998
2024-12-0151372.60416849779
2025-01-0151233.087817368934
2025-02-0148922.307967256726
2025-03-0150300.5373225283
2025-04-0151219.61080739009
2025-05-0152609.61789746926
2025-06-0154437.15904629647
2025-07-0154001.91021967527
2025-08-0153365.267987413645
2025-09-0153964.05740034337
2025-10-0155318.14532904413
2025-11-0155667.02410040959
2025-12-0155766.050825906335
2026-01-0154799.39763624964
2026-02-0153881.32027821238
2026-03-0150203.56144637615
2026-04-0153657.77769965019
Annual Return Matrix
YearAnnual Return
20170.30102552156412354
20180.0016489350627719723
20190.15341445265245213
20200.3354598042925878
20210.46973524410978884
2022-0.06289789764975273
20230.3764382906679624
20240.24812972018763313
20250.08552119808835101
2026-0.0378056737931447
Total Factor Risk
0.14438141110668548
VTI.US Exposure
0.4606391444265979
VEA.US Exposure
-0.00026921518302917233
VWO.US Exposure
-0.017936010116029945
QQQ.US Exposure
-0.00930699067101296
VTV.US Exposure
-0.05205563297561819
IJR.US Exposure
-0.03591219252488012
QUAL.US Exposure
-0.06863445918461147
SHV.US Exposure
0.36344776991043565
TLT.US Exposure
-0.031230802498016692
LQD.US Exposure
0.09260768491916353
HYG.US Exposure
0.0858256347080133
GLD.US Exposure
0.0009679617109961939
USO.US Exposure
0.0018745875802090868
VNQ.US Exposure
0.032288908040895514
BTC-USD.CC Exposure
-0.009359451987027643
CPER.US Exposure
0.028772116652882
VIX.INDX Exposure
-0.014553659185976996
UUP.US Exposure
-0.0014755081510300137
TIP.US Exposure
-0.003421754441627478
Idiosyncratic Exposure
0.1777318689696674
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
14.4%

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 →
+1.0%
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 →
-1.3%
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 →
4.4% 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 122639.MFIN a high-risk investment?

122639.MFIN (122639.MFIN) has an annualized volatility of 14.4% and experienced a maximum drawdown of 23.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of 122639.MFIN?

Over the past 10 years, 122639.MFIN has generated a Compound Annual Growth Rate (CAGR) of 18.2%. 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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