Trust For Professional Managers

10-Year Study

APUE.US · · US · ETF

Executive Summary: Trust For Professional Managers has compounded at 20.9% annually over the last 10 years, with a maximum drawdown of 8.5% and an annualized volatility of 14.3%.

1Y CAGR
+23.7%
3Y CAGR
+20.9%
5Y CAGR
+20.9%
10Y CAGR
+20.9%

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 →
8.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
1.35
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +23.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.5%
% 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.
20261.8-0.8-4.87.6————————3.5%
20252.9-1.9-5.9-0.86.15.12.32.53.42.00.80.217.5%
20241.85.43.4-4.54.83.21.92.01.7-0.76.1-3.023.9%
2023—————6.73.2-1.3-5.0-2.18.75.215.6%

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 14.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 70.4% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-05-0110000
2023-06-0110670.338278164949
2023-07-0111008.293427438566
2023-08-0110866.610677283115
2023-09-0110328.426186880717
2023-10-0110106.837434286497
2023-11-0110990.083418797896
2023-12-0111558.792890425007
2024-01-0111765.401791121914
2024-02-0112401.177392132953
2024-03-0112822.34945450728
2024-04-0112246.21062237045
2024-05-0112830.303715487795
2024-06-0113245.903757479831
2024-07-0113503.791396477514
2024-08-0113772.015537053936
2024-09-0114002.446843733092
2024-10-0113911.07378485541
2024-11-0114765.369489554481
2024-12-0114320.253890320027
2025-01-0114736.701848457195
2025-02-0114454.386149087883
2025-03-0113607.439050979949
2025-04-0113503.30687296601
2025-05-0114328.248528259832
2025-06-0115058.667721851201
2025-07-0115402.679415018612
2025-08-0115793.932150557606
2025-09-0116330.541939547616
2025-10-0116658.88737250975
2025-11-0116791.041160272303
2025-12-0116825.078936955415
2026-01-0117135.981523503426
2026-02-0116994.662165981605
2026-03-0116183.085284213417
2026-04-0117418.620238547075
Annual Return Matrix
YearAnnual Return
20240.23890565615917736
20250.17491484898382703
20260.03527717782577389
Total Factor Risk
0.14316022089253885
VTI.US Exposure
0.7043886405738061
VEA.US Exposure
-0.010528034366394805
VWO.US Exposure
-0.01102706523140778
QQQ.US Exposure
0.01494866207462362
VTV.US Exposure
0.030791518988957295
IJR.US Exposure
-0.013905139061839314
QUAL.US Exposure
0.03859651715043311
SHV.US Exposure
0.22417293025793927
TLT.US Exposure
-0.0007926957133186563
LQD.US Exposure
-0.028712835959866904
HYG.US Exposure
0.0579320633171602
GLD.US Exposure
0.0006865341746657683
USO.US Exposure
0.000836558184624402
VNQ.US Exposure
-0.011094708892352922
BTC-USD.CC Exposure
-0.005881378081669567
CPER.US Exposure
-0.004199828447334023
VIX.INDX Exposure
-0.0010816355486658296
UUP.US Exposure
0.005714651984241111
TIP.US Exposure
0.007689771231038053
Idiosyncratic Exposure
0.0014654733653607802
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
9.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.3%

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 →19.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.82%
Market Cap$255.8B
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 →
+6.3%
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 →
0.0% 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 (APUE.US) has an annualized volatility of 14.3% and experienced a maximum drawdown of 8.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, APUE.US has generated a Compound Annual Growth Rate (CAGR) of 20.9%. 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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