Anfield Universal Fixed Income ETF

10-Year Study

AFIF.US · · US · ETF

Executive Summary: Anfield Universal Fixed Income ETF has compounded at 2.5% annually over the last 10 years, with a maximum drawdown of 8.6% and an annualized volatility of 9.8%.

1Y CAGR
+4.8%
3Y CAGR
+7.3%
5Y CAGR
+3.5%
10Y CAGR
+2.5%

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 →
8.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.69
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +9.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -5.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.50.6-1.60.9————————0.3%
20250.90.6-0.10.20.91.00.30.40.50.70.70.36.6%
20241.00.40.5-0.01.00.51.10.90.8-0.40.70.27.1%
20231.9-0.3-0.10.80.20.71.30.90.40.31.61.79.7%
2022-1.3-0.1-1.7-0.5-1.4-1.40.8-0.1-2.30.32.20.3-5.4%
2021-0.40.5-0.50.00.10.3-0.1-0.1-0.40.2-0.40.3-0.5%
20200.81.3-1.81.00.5-0.10.7-0.4-0.1-0.40.8-0.12.2%
20190.90.30.20.3-0.2-0.60.3-1.70.90.30.1-0.20.4%
2018—————————0.1-0.2-0.4-0.5%

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 9.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 86.9% of variance. Idiosyncratic stock-specific factors contribute 1.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-09-0110000
2018-10-0110011.173758364264
2018-11-019994.47733781996
2018-12-019953.506890484325
2019-01-0110043.410693415186
2019-02-0110070.895570311195
2019-03-0110088.619462888995
2019-04-0110118.030849847806
2019-05-0110097.096107165333
2019-06-0110034.035011109541
2019-07-0110059.208075930184
2019-08-019889.418322395037
2019-09-019975.469105200293
2019-10-0110002.440246079552
2019-11-0110010.01785232658
2019-12-019989.083109644109
2020-01-0110073.078948382372
2020-02-0110204.980670682371
2020-03-0110019.393534632229
2020-04-0110122.526039994349
2020-05-0110169.918187539333
2020-06-0110164.13865735092
2020-07-0110231.694943553255
2020-08-0110190.210760200871
2020-09-0110180.96351189941
2020-10-0110135.497874417231
2020-11-0110218.723109130375
2020-12-0110208.191520787042
2021-01-0110162.340581292301
2021-02-0110210.888634874971
2021-03-0110162.340581292301
2021-04-0110164.13865735092
2021-05-0110178.39483181567
2021-06-0110208.576822799605
2021-07-0110201.64138657351
2021-08-0110190.852930221805
2021-09-0110153.992371020151
2021-10-0110170.04662154352
2021-11-0110127.9202681702
2021-12-0110157.588523137387
2022-01-0110024.530894799707
2022-02-0110013.357136435441
2022-03-019842.668344870986
2022-04-019790.138837158527
2022-05-019652.32915066593
2022-06-019516.574408240325
2022-07-019589.396488614326
2022-08-019576.039352178883
2022-09-019353.591656927087
2022-10-019377.737249714233
2022-11-019582.84635440079
2022-12-019610.588099305172
2023-01-019790.01040315434
2023-02-019757.773468103414
2023-03-019743.774161647038
2023-04-019821.348300175954
2023-05-019838.558456737006
2023-06-019908.68342302308
2023-07-0110036.860559201654
2023-08-0110129.846778233004
2023-09-0110168.505413493276
2023-10-0110199.586442506516
2023-11-0110365.908477928617
2023-12-0110545.716083790345
2024-01-0110650.132929194331
2024-02-0110692.901452588585
2024-03-0110750.183018455968
2024-04-0110748.256508393162
2024-05-0110857.939147968817
2024-06-0110912.138297735708
2024-07-0111034.279035717496
2024-08-0111133.43008694982
2024-09-0111225.774135960239
2024-10-0111183.005612565983
2024-11-0111264.047469207948
2024-12-0111290.248006062086
2025-01-0111390.94026534465
2025-02-0111459.652457584669
2025-03-0111445.653151128292
2025-04-0111462.991741693531
2025-05-0111561.629056909109
2025-06-0111682.613888853213
2025-07-0111721.529392121858
2025-08-0111773.545163817571
2025-09-0111831.982635722634
2025-10-0111912.89605836041
2025-11-0111994.965387035869
2025-12-0112031.055342212405
2026-01-0112090.26341814259
2026-02-0112162.700196504025
2026-03-0111970.049190223604
2026-04-0112072.796393573162
Annual Return Matrix
YearAnnual Return
20190.003574239667608614
20200.021934787080847507
2021-0.0049570972043984085
2022-0.05385140602872751
20230.09730184821392784
20240.0706004140786749
20250.06561479745640275
20260.0034694422204430975
Total Factor Risk
0.09821791991976783
VTI.US Exposure
0.11204799002225058
VEA.US Exposure
0.03421656388999283
VWO.US Exposure
-0.003311959894607538
QQQ.US Exposure
-0.026696025696392622
VTV.US Exposure
-0.019996882842409074
IJR.US Exposure
-0.0013463310507345505
QUAL.US Exposure
0.01094175048214667
SHV.US Exposure
0.869478456520463
TLT.US Exposure
-0.0025882197039214776
LQD.US Exposure
0.004062552696479395
HYG.US Exposure
-0.0022074321978630546
GLD.US Exposure
-0.0017748901681680792
USO.US Exposure
0.0008670900363593248
VNQ.US Exposure
0.012278847025892029
BTC-USD.CC Exposure
-0.001081418682000567
CPER.US Exposure
0.0010947798404608
VIX.INDX Exposure
-0.005207108391338631
UUP.US Exposure
-0.0026888787014283716
TIP.US Exposure
0.0053429654827670614
Idiosyncratic Exposure
0.016568151332052437
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
9.8%

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
$74
Avg Yield on Cost
0.74%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$73.980.74%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 →
+0.0%
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 →
+1.2%
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 →
0.7% 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 →
0.17
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Anfield Universal Fixed Income ETF a high-risk investment?

Anfield Universal Fixed Income ETF (AFIF.US) has an annualized volatility of 9.8% and experienced a maximum drawdown of 8.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, AFIF.US has generated a Compound Annual Growth Rate (CAGR) of 2.5%. It has had a positive return in 75% 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 Anfield Universal Fixed Income ETF

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

Start a Free Backtest