ABLD

10-Year Study

ABLD.US · · US · ETF

Executive Summary: ABLD has compounded at 11.7% annually over the last 10 years, with a maximum drawdown of 14.5% and an annualized volatility of 21.3%.

1Y CAGR
+19.7%
3Y CAGR
+15.6%
5Y CAGR
+11.7%
10Y CAGR
+11.7%

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 →
14.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
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 →
17.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +18.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · 6.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20267.48.8-8.23.0————————10.5%
20252.90.5-2.0-5.44.22.70.61.40.7-0.82.1-0.26.6%
2024-2.43.85.6-1.42.4-1.74.01.40.6-2.15.3-7.87.1%
20237.0-4.4-0.92.5-5.58.75.9-0.7-1.2-2.44.94.718.9%
20221.21.76.5-5.35.0-13.09.0-0.7-8.811.57.0-3.97.5%

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 21.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 49.1% of variance. Idiosyncratic stock-specific factors contribute 6.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-12-0110000
2022-01-0110123.385579937303
2022-02-0110297.228840125392
2022-03-0110962.307210031347
2022-04-0110386.006269592475
2022-05-0110908.940438871472
2022-06-019493.868338557993
2022-07-0110351.398119122257
2022-08-0110276.614420062695
2022-09-019376.351097178682
2022-10-0110457.028213166144
2022-11-0111185.153605015674
2022-12-0110750.043887147336
2023-01-0111503.598746081505
2023-02-0111002.23197492163
2023-03-0110904.075235109718
2023-04-0111174.821316614421
2023-05-0110558.394984326018
2023-06-0111476.313479623825
2023-07-0112154.683385579936
2023-08-0112069.216300940438
2023-09-0111928.626959247647
2023-10-0111642.532915360502
2023-11-0112212.062695924764
2023-12-0112781.141065830721
2024-01-0112478.495297805643
2024-02-0112953.730407523512
2024-03-0113681.655172413793
2024-04-0113483.937304075236
2024-05-0113801.880877742948
2024-06-0113568.451410658306
2024-07-0114114.858934169279
2024-08-0114313.329153605015
2024-09-0114397.191222570533
2024-10-0114096.80250783699
2024-11-0114839.623824451412
2024-12-0113682.758620689658
2025-01-0114082.85893416928
2025-02-0114157.391849529778
2025-03-0113873.755485893415
2025-04-0113127.172413793101
2025-05-0113679.799373040752
2025-06-0114050.708463949844
2025-07-0114133.968652037618
2025-08-0114331.485893416928
2025-09-0114433.05329153605
2025-10-0114312.225705329154
2025-11-0114614.169278996864
2025-12-0114590.595611285265
2026-01-0115673.47962382445
2026-02-0117054.796238244515
2026-03-0115663.448275862069
2026-04-0116126.946708463951
Annual Return Matrix
YearAnnual Return
20220.07500438871473358
20230.18893850108944643
20240.07054280601513208
20250.06634897360703818
20260.10529735304228272
Total Factor Risk
0.21285555492618638
VTI.US Exposure
0.11256101404513734
VEA.US Exposure
0.17446912958600544
VWO.US Exposure
-0.010947848602071002
QQQ.US Exposure
-0.09186034313979227
VTV.US Exposure
0.04576126700001343
IJR.US Exposure
0.05715806458717019
QUAL.US Exposure
0.09789531013028602
SHV.US Exposure
0.4913711158607851
TLT.US Exposure
-0.007726773414527677
LQD.US Exposure
0.014484658269752163
HYG.US Exposure
0.003578613872578981
GLD.US Exposure
0.021739876753914433
USO.US Exposure
0.015370547232246234
VNQ.US Exposure
0.008065380980162176
BTC-USD.CC Exposure
0.006307105451663637
CPER.US Exposure
0.025175883943686334
VIX.INDX Exposure
-0.021413726861896045
UUP.US Exposure
-0.010106931635449614
TIP.US Exposure
0.005983241099517913
Idiosyncratic Exposure
0.06213441484081719
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.3%

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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$239
Avg Yield on Cost
2.39%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$238.752.39%Solid

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 →
-0.2%
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 →
+8.1%
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 →
5.7% 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 ABLD a high-risk investment?

ABLD (ABLD.US) has an annualized volatility of 21.3% and experienced a maximum drawdown of 14.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ABLD.US?

Over the past 10 years, ABLD.US has generated a Compound Annual Growth Rate (CAGR) of 11.7%. It has had a positive return in 100% 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.

Run a Full Backtest on ABLD

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest