Abacus Global Management, Inc.

10-Year Study

ABX.US · Financial Services · US · Common Stock

Executive Summary: Abacus Global Management, Inc. has compounded at -1.1% annually over the last 10 years, with a maximum drawdown of 59.7% and an annualized volatility of 46.2%.

1Y CAGR
+19.9%
3Y CAGR
-4.0%
5Y CAGR
-1.3%
10Y CAGR
-1.1%

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 →
59.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.14
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.20
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
50.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +12.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -18.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-12.922.6-13.712.4————————3.6%
2025-0.5-0.1-3.710.3-6.4-33.55.332.2-19.9-12.432.132.912.6%
202428.9-5.13.0-1.8-4.6-24.211.45.9-0.9-14.6-5.3-4.3-18.9%
20230.10.10.60.40.0-2.5-37.946.2-25.0-10.512.940.0-4.9%
20220.10.10.20.30.10.30.8-0.30.20.20.20.62.9%
20212.0-2.2-3.40.2-0.60.20.00.30.50.10.5-0.3-2.8%
2020—————————-0.30.83.84.3%

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 46.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.2% of variance. Idiosyncratic stock-specific factors contribute 47.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-019969.17372881356
2020-11-0110051.37711864407
2020-12-0110431.67372881356
2021-01-0110637.18220338983
2021-02-0110400.84745762712
2021-03-0110051.37711864407
2021-04-0110071.927966101695
2021-05-0110010.275423728814
2021-06-0110030.826271186439
2021-07-0110030.826271186439
2021-08-0110061.652542372884
2021-09-0110113.02966101695
2021-10-0110123.305084745763
2021-11-0110174.682203389832
2021-12-0110143.855932203389
2022-01-0110154.131355932202
2022-02-0110164.406779661018
2022-03-0110184.957627118645
2022-04-0110215.783898305086
2022-05-0110226.059322033898
2022-06-0110256.885593220339
2022-07-0110334.004237288136
2022-08-0110303.177966101695
2022-09-0110328.813559322034
2022-10-0110349.470338983052
2022-11-0110375.10593220339
2022-12-0110441.949152542373
2023-01-0110452.224576271188
2023-02-0110467.584745762713
2023-03-0110534.427966101695
2023-04-0110575.52966101695
2023-05-0110575.52966101695
2023-06-0110308.262711864407
2023-07-016402.860169491525
2023-08-019362.81779661017
2023-09-017019.49152542373
2023-10-016281.56779661017
2023-11-017091.419491525425
2023-12-019928.072033898305
2024-01-0112795.44491525424
2024-02-0112147.987288135595
2024-03-0112518.008474576272
2024-04-0112291.843220338986
2024-05-0111726.58898305085
2024-06-018890.042372881357
2024-07-019907.52118644068
2024-08-0110493.32627118644
2024-09-0110400.84745762712
2024-10-018879.766949152543
2024-11-018406.99152542373
2024-12-018047.245762711865
2025-01-018006.144067796611
2025-02-017995.8686440677975
2025-03-017697.881355932203
2025-04-018489.194915254238
2025-05-017944.491525423729
2025-06-015282.627118644067
2025-07-015560.063559322035
2025-08-017348.411016949152
2025-09-015888.983050847457
2025-10-015159.322033898306
2025-11-016813.983050847459
2025-12-019057.203389830509
2026-01-017891.949152542374
2026-02-019671.610169491527
2026-03-018347.457627118643
2026-04-019385.593220338982
Annual Return Matrix
YearAnnual Return
2021-0.02759075907590769
20220.02938657866705663
2023-0.04921275818690918
2024-0.189445268403026
20250.12550351473027432
20260.03625730994152021
Total Factor Risk
0.46183200679474845
VTI.US Exposure
0.0006104396550147446
VEA.US Exposure
0.03486250893362391
VWO.US Exposure
0.008939464375422597
QQQ.US Exposure
0.07693525695851673
VTV.US Exposure
0.040944539933018005
IJR.US Exposure
0.0003303455986312684
QUAL.US Exposure
0.014503650014672367
SHV.US Exposure
0.301708591168734
TLT.US Exposure
0.0070267613198099895
LQD.US Exposure
0.0011869136723820278
HYG.US Exposure
0.0002482726603880134
GLD.US Exposure
0.0010320747978216991
USO.US Exposure
0.02307755227613716
VNQ.US Exposure
0.0013733136287406142
BTC-USD.CC Exposure
0.00004225213071283243
CPER.US Exposure
0.00419701453861978
VIX.INDX Exposure
0.0008835943929146273
UUP.US Exposure
0.004584822859144982
TIP.US Exposure
0.007520756854602654
Idiosyncratic Exposure
0.469991874231092
Value Score
41
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
31
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
46.2%

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 →22.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.58%
Market Cap$790.8M
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
$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 →
+0.8%
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 →
+26.3%
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 →
14.1% 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 →
-0.05
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Abacus Global Management, Inc. a high-risk investment?

Abacus Global Management, Inc. (ABX.US) has an annualized volatility of 46.2% and experienced a maximum drawdown of 59.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ABX.US has generated a Compound Annual Growth Rate (CAGR) of -1.1%. It has had a positive return in 50% 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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