Trust For Professional Managers

10-Year Study

APCB.US · · US · ETF

Executive Summary: Trust For Professional Managers has compounded at 3.8% annually over the last 10 years, with a maximum drawdown of 4.4% and an annualized volatility of 7.0%.

1Y CAGR
+4.5%
3Y CAGR
+3.8%
5Y CAGR
+3.8%
10Y CAGR
+3.8%

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 →
4.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.11
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.18
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
5.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +6.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -0.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.31.1-2.30.7————————-0.2%
20250.51.90.10.4-0.51.4-0.31.01.00.60.6-0.16.9%
2024-0.3-1.20.8-2.21.50.92.21.31.1-2.31.2-1.51.4%
2023—————-0.3-0.1-0.4-2.4-1.24.03.63.1%

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 7.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 52.6% of variance. Idiosyncratic stock-specific factors contribute 0.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-019969.341946786377
2023-07-019960.242697002534
2023-08-019919.277194863642
2023-09-019681.63952623491
2023-10-019563.575816383935
2023-11-019950.124029193112
2023-12-0110310.998010247038
2024-01-0110281.01956905047
2024-02-0110156.310763921663
2024-03-0110241.262266053001
2024-04-0110015.253514160471
2024-05-0110161.294585380034
2024-06-0110256.364755320796
2024-07-0110479.277496913428
2024-08-0110619.957184442925
2024-09-0110740.286267684072
2024-10-0110496.230041116527
2024-11-0110624.78998100862
2024-12-0110460.1350917665
2025-01-0110514.277515791538
2025-02-0110709.212896015586
2025-03-0110718.576439361617
2025-04-0110762.109364676033
2025-05-0110712.761980993517
2025-06-0110867.5624959884
2025-07-0110836.526880543084
2025-08-0110949.002669364978
2025-09-0111054.87111913221
2025-10-0111124.871156888434
2025-11-0111192.152746576454
2025-12-0111178.862556020797
2026-01-0111209.029778333213
2026-02-0111335.550882174155
2026-03-0111078.091196381443
2026-04-0111153.188324265546
Annual Return Matrix
YearAnnual Return
20240.014463884230338175
20250.06871110726094054
2026-0.0022966765738989814
Total Factor Risk
0.07039925144964305
VTI.US Exposure
0.1713158437047152
VEA.US Exposure
0.013683491810583917
VWO.US Exposure
-0.0027023870755498386
QQQ.US Exposure
-0.06917525906258036
VTV.US Exposure
-0.030863117559992263
IJR.US Exposure
0.002799545057879013
QUAL.US Exposure
-0.010603067552501526
SHV.US Exposure
0.5264670188451681
TLT.US Exposure
0.14125856691387437
LQD.US Exposure
0.19390563965940927
HYG.US Exposure
-0.01789899170867913
GLD.US Exposure
0.0010010397616398714
USO.US Exposure
0.0026667886485260417
VNQ.US Exposure
0.011236056062768585
BTC-USD.CC Exposure
-0.0037217358300232835
CPER.US Exposure
0.00017173864116271456
VIX.INDX Exposure
-0.002035762495108825
UUP.US Exposure
-0.00048771049738152787
TIP.US Exposure
0.06745913444575835
Idiosyncratic Exposure
0.005523168230331169
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
7.0%

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
$77
Avg Yield on Cost
0.77%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$77.280.77%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 →
+0.5%
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 →
1.6% 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 Trust For Professional Managers a high-risk investment?

Trust For Professional Managers (APCB.US) has an annualized volatility of 7.0% and experienced a maximum drawdown of 4.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APCB.US has generated a Compound Annual Growth Rate (CAGR) of 3.8%. It has had a positive return in 67% 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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