Enact Holdings Inc

10-Year Study

ACT.US · Financial Services · US · Common Stock

Executive Summary: Enact Holdings Inc has compounded at 20.8% annually over the last 10 years, with a maximum drawdown of 12.7% and an annualized volatility of 24.9%.

1Y CAGR
+21.4%
3Y CAGR
+24.1%
5Y CAGR
+20.8%
10Y CAGR
+20.8%

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 →
12.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.92
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.54
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
20.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +25.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 5.5%
% 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.
20260.35.2-2.52.5————————5.5%
20254.32.31.13.0-0.54.9-6.48.91.8-6.89.02.425.2%
2024-1.4-2.113.4-4.73.9-0.211.05.02.2-6.23.8-8.015.6%
20234.3-3.0-5.75.61.53.28.26.0-5.01.23.74.325.8%
20225.9-4.97.06.03.7-11.77.310.8-12.715.71.7-2.724.1%
2021—————————4.8-4.5-0.4-0.4%

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 24.9%. The dominant macroeconomic risk driver is VTV.US, accounting for 23.3% of variance. Idiosyncratic stock-specific factors contribute 28.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-0110478.792831443585
2021-11-0110004.029191778176
2021-12-019960.672818277775
2022-01-0110543.770642514213
2022-02-0110023.323912969458
2022-03-0110722.076565993619
2022-04-0111362.945055443946
2022-05-0111788.563905251567
2022-06-0110411.942297433803
2022-07-0111168.068371412031
2022-08-0112378.414881904955
2022-09-0110804.306127776454
2022-10-0112495.37494183209
2022-11-0112710.113838855026
2022-12-0112361.617124632548
2023-01-0112889.497996753948
2023-02-0112500.482368029781
2023-03-0111783.967221673645
2023-04-0112443.789937235408
2023-05-0112627.714029532272
2023-06-0113037.556607307024
2023-07-0114111.478089141609
2023-08-0114951.819946201776
2023-09-0114205.795226258979
2023-10-0114377.972238301156
2023-11-0114912.606262839501
2023-12-0115547.62958675247
2024-01-0115332.323197929789
2024-02-0115007.774637656483
2024-03-0117013.68790220981
2024-04-0116222.490835007435
2024-05-0116858.705891699865
2024-06-0116831.239288592278
2024-07-0118681.262555756068
2024-08-0119618.64551057237
2024-09-0120049.088040677812
2024-10-0118812.92065329656
2024-11-0119537.21043730918
2024-12-0117966.903878238958
2025-01-0118743.743402907825
2025-02-0119183.66304606898
2025-03-0119390.116562815667
2025-04-0119970.433677233363
2025-05-0119866.582677880302
2025-06-0120848.683986516393
2025-07-0119507.417117822646
2025-08-0121248.481959435685
2025-09-0121637.894832419668
2025-10-0120159.23819900802
2025-11-0121967.607568070638
2025-12-0122495.37494183209
2026-01-0122569.148875798746
2026-02-0123743.856901267776
2026-03-0123159.340347531976
2026-04-0123738.18198327034
Annual Return Matrix
YearAnnual Return
20220.24104238239299014
20230.2577342778050671
20240.15560406028375273
20250.25204515448417886
20260.05524722502522694
Total Factor Risk
0.2490116928321656
VTI.US Exposure
-0.1162456338586173
VEA.US Exposure
0.0533837064078923
VWO.US Exposure
-0.018537188943921395
QQQ.US Exposure
0.0739394976545608
VTV.US Exposure
0.23278189777509042
IJR.US Exposure
0.1973026592703655
QUAL.US Exposure
-0.033337315866117434
SHV.US Exposure
0.14619062396770446
TLT.US Exposure
0.0074491970392228804
LQD.US Exposure
0.021492278187511062
HYG.US Exposure
0.1574502223919805
GLD.US Exposure
0.008023048026186771
USO.US Exposure
0.006065520309637225
VNQ.US Exposure
-0.051780015781865855
BTC-USD.CC Exposure
-0.002496455014490705
CPER.US Exposure
-0.021525130367104097
VIX.INDX Exposure
-0.02656202797163185
UUP.US Exposure
0.03072172041748102
TIP.US Exposure
0.049258024961369246
Idiosyncratic Exposure
0.2864253713947464
Value Score
46.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
24.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.9%

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 →9.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.01%
Market Cap$5.9B
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
$119
Avg Yield on Cost
1.19%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$119.171.19%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 →
+0.4%
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 →
+8.5%
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 →
5.3% 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 →
0.51
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Enact Holdings Inc a high-risk investment?

Enact Holdings Inc (ACT.US) has an annualized volatility of 24.9% and experienced a maximum drawdown of 12.7% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, ACT.US has generated a Compound Annual Growth Rate (CAGR) of 20.8%. 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.

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