Trust For Professional Managers

10-Year Study

APIE.US · · US · ETF

Executive Summary: Trust For Professional Managers has compounded at -16.2% annually over the last 10 years, with a maximum drawdown of 95.4% and an annualized volatility of 224.8%.

1Y CAGR
+24.0%
3Y CAGR
+19.0%
5Y CAGR
-19.7%
10Y CAGR
-16.2%

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 →
95.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.02
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.03
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
73.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +223.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -78.8%
% 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.
20265.13.2-8.56.8————————6.0%
20255.32.8-1.02.24.34.0-1.74.24.01.50.12.231.5%
2024-1.03.83.3-2.44.1-0.92.02.92.9-4.3-0.9-1.87.4%
202368.00.7-15.0110.0-3.35.63.0-4.0-3.6-3.38.25.2223.8%
2022-25.75.2-7.9-31.9-20.5-36.31.28.2-28.719.329.6-29.3-78.8%
2021-6.6-15.9-5.6-12.211.412.8-5.1-14.0-15.16.0-52.6-15.8-76.0%
2020—————————9.90.037.851.4%

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 224.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.6% of variance. Idiosyncratic stock-specific factors contribute 3.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-09-0110000
2020-10-0110986.507644651356
2020-11-0110990.663679958254
2020-12-0115144.856893095977
2021-01-0114142.45590506936
2021-02-0111897.198031949305
2021-03-0111225.302637508337
2021-04-019851.825450744867
2021-05-0110972.970520384693
2021-06-0112375.14360215546
2021-07-0111742.829819904382
2021-08-0110096.24109443924
2021-09-018574.33418313749
2021-10-019092.653314859044
2021-11-014307.452394144347
2021-12-013628.1357777112244
2022-01-012697.4766033331175
2022-02-012838.9803573163626
2022-03-012615.3450788955925
2022-04-011780.3741820896093
2022-05-011415.0372567237744
2022-06-01901.4677448250188
2022-07-01911.8579274618205
2022-08-01986.3700538367
2022-09-01703.5604860168097
2022-10-01839.1269321128808
2022-11-011087.3620892725444
2022-12-01768.8599730918419
2023-01-011291.8399700674863
2023-02-011300.2510343469705
2023-03-011104.8175319310722
2023-04-012320.1663018087925
2023-05-012243.783977060799
2023-06-012370.276431686217
2023-07-012441.552747939592
2023-08-012344.756284578421
2023-09-012261.0414941433874
2023-10-012187.172592181505
2023-11-012366.6547279865454
2023-12-012489.4858974510935
2024-01-012463.61941255781
2024-02-012557.476952424984
2024-03-012642.1911747552826
2024-04-012577.742660558666
2024-05-012683.2866268447265
2024-06-012658.0633406959205
2024-07-012711.3004060080343
2024-08-012788.8206977654872
2024-09-012871.0116019443753
2024-10-012747.725245676044
2024-11-012722.511854892537
2024-12-012672.916284010694
2025-01-012815.0533111748578
2025-02-012895.1859793714184
2025-03-012867.5185379935992
2025-04-012930.4827473952682
2025-05-013056.4012708333066
2025-06-013178.50018326568
2025-07-013124.125150944107
2025-08-013255.7730908906424
2025-09-013385.5013299690463
2025-10-013435.1067962161887
2025-11-013437.966556787787
2025-12-013513.8442179054987
2026-01-013691.9607932991876
2026-02-013811.694713424946
2026-03-013488.11626812641
2026-04-013723.625962258066
Annual Return Matrix
YearAnnual Return
2021-0.7604377642310263
2022-0.788084013334013
20232.2378924441079198
20240.07368203481184987
20250.31461065164113444
20260.059701492537313605
Total Factor Risk
2.24769972009367
VTI.US Exposure
0.05031551637314244
VEA.US Exposure
0.03924628995845436
VWO.US Exposure
-0.0011130947762301056
QQQ.US Exposure
-0.007146503928277419
VTV.US Exposure
-0.0015963028707254826
IJR.US Exposure
-0.0008308564616779063
QUAL.US Exposure
-0.008083686690812778
SHV.US Exposure
0.8863631017627012
TLT.US Exposure
0.0029614333231835037
LQD.US Exposure
-0.0025397347158258327
HYG.US Exposure
-0.000312511739132662
GLD.US Exposure
-0.001451087444204019
USO.US Exposure
0.0010312372217339855
VNQ.US Exposure
0.009309559868945782
BTC-USD.CC Exposure
-0.0012823012884835938
CPER.US Exposure
0.0018690051234124302
VIX.INDX Exposure
-0.0017065396978484086
UUP.US Exposure
-0.0012908448941241965
TIP.US Exposure
0.0001330672874566022
Idiosyncratic Exposure
0.036124253588312054
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
224.8%

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
$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 →
+4.1%
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 →
+9.4%
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 →
3.4% 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 (APIE.US) has an annualized volatility of 224.8% and experienced a maximum drawdown of 95.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, APIE.US has generated a Compound Annual Growth Rate (CAGR) of -16.2%. 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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