ACLC

10-Year Study

ACLC.US · · US · ETF

Executive Summary: ACLC has compounded at 13.3% annually over the last 10 years, with a maximum drawdown of 26.0% and an annualized volatility of 15.5%.

1Y CAGR
+17.7%
3Y CAGR
+16.6%
5Y CAGR
+9.9%
10Y CAGR
+13.3%

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 →
26.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +29.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -19.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
83%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.1-0.8-6.28.3————————1.9%
20252.4-2.7-6.7-1.16.84.91.72.32.82.00.5-0.911.8%
20242.15.63.2-4.74.23.30.52.21.7-1.85.2-2.620.0%
20236.1-2.43.50.70.95.93.4-1.6-5.0-1.88.74.824.7%
2022-6.0-3.52.8-9.5-0.6-7.99.6-3.9-9.08.96.2-5.7-19.4%
2021-1.02.83.65.40.52.72.73.4-4.98.2-1.44.329.0%
2020———————7.8-3.4-3.611.23.715.6%

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 15.5%. The dominant macroeconomic risk driver is VTI.US, accounting for 74.2% of variance. Idiosyncratic stock-specific factors contribute 0.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-07-0110000
2020-08-0110776.400225884287
2020-09-0110406.591714153707
2020-10-0110027.054776939269
2020-11-0111145.464346219005
2020-12-0111560.706401766005
2021-01-0111446.506494173213
2021-02-0111771.18948611325
2021-03-0112195.46691308589
2021-04-0112858.308948097952
2021-05-0112916.422814312851
2021-06-0113270.881462087376
2021-07-0113625.109091842498
2021-08-0114085.322655167105
2021-09-0113392.268596950562
2021-10-0114495.174290261308
2021-11-0114297.936239026645
2021-12-0114909.80029775656
2022-01-0114008.830022075055
2022-02-0113520.329585707686
2022-03-0113901.791673083835
2022-04-0112581.472354843678
2022-05-0112502.33584886288
2022-06-0111510.857846912058
2022-07-0112610.529287951129
2022-08-0112121.849170901996
2022-09-0111027.670824991015
2022-10-0112005.87812516043
2022-11-0112745.135787258076
2022-12-0112020.91996509061
2023-01-0112748.857744237384
2023-02-0112448.02094563376
2023-03-0112878.56152779917
2023-04-0112970.40402484727
2023-05-0113085.887365881206
2023-06-0113863.571025206633
2023-07-0114333.84670670979
2023-08-0114102.263976590175
2023-09-0113400.636582986806
2023-10-0113165.588582576109
2023-11-0114304.995122952923
2023-12-0114994.712254222497
2024-01-0115307.587658504031
2024-02-0116163.381077057344
2024-03-0116676.472098156988
2024-04-0115895.374505878126
2024-05-0116564.99306945942
2024-06-0117103.804096719545
2024-07-0117190.538528671903
2024-08-0117575.59422968325
2024-09-0117882.411828122596
2024-10-0117561.245443811284
2024-11-0118477.89927614354
2024-12-0117988.4234303609
2025-01-0118411.77678525592
2025-02-0117918.168283792802
2025-03-0116720.493865188153
2025-04-0116534.0623235279
2025-05-0117651.445146054724
2025-06-0118514.65680989784
2025-07-0118827.814569536426
2025-08-0119252.682375891985
2025-09-0119786.898711432827
2025-10-0120178.987627701626
2025-11-0120286.000308024024
2025-12-0120111.4020226911
2026-01-0120334.719441449768
2026-02-0120178.140561630476
2026-03-0118922.94265619385
2026-04-0120500.487704707633
Annual Return Matrix
YearAnnual Return
20210.2896963022500898
2022-0.19375714462792848
20230.2473847507318856
20240.19965112536890328
20250.11801915829638698
20260.01934652201659226
Total Factor Risk
0.1552293059338908
VTI.US Exposure
0.7418798253657228
VEA.US Exposure
0.005768179390775942
VWO.US Exposure
0.002525024816573995
QQQ.US Exposure
-0.04847358023549256
VTV.US Exposure
-0.03955187606569403
IJR.US Exposure
-0.039036487062472286
QUAL.US Exposure
0.1056701002111402
SHV.US Exposure
0.28351153515649063
TLT.US Exposure
-0.017027986766134685
LQD.US Exposure
0.03040838173578047
HYG.US Exposure
-0.0004160731181649033
GLD.US Exposure
0.000678823434583062
USO.US Exposure
0.0009649029353496144
VNQ.US Exposure
-0.029273247784843182
BTC-USD.CC Exposure
-0.0006777634305900281
CPER.US Exposure
-0.0012838172087412047
VIX.INDX Exposure
-0.010324727786457794
UUP.US Exposure
0.004594452321217099
TIP.US Exposure
0.003482444490605485
Idiosyncratic Exposure
0.006581889600351162
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
15.5%

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
$26
Avg Yield on Cost
0.26%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$25.670.26%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 →
+3.9%
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 →
+4.2%
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 →
0.1% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ACLC a high-risk investment?

ACLC (ACLC.US) has an annualized volatility of 15.5% and experienced a maximum drawdown of 26.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ACLC.US has generated a Compound Annual Growth Rate (CAGR) of 13.3%. It has had a positive return in 83% 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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