ARAY.US

10-Year Study

ARAY.US · Unknown · Unknown · Common Stock

Executive Summary: ARAY.US has compounded at -32.0% annually over the last 10 years, with a maximum drawdown of 94.6% and an annualized volatility of 63.3%.

1Y CAGR
-83.1%
3Y CAGR
-59.9%
5Y CAGR
-43.6%
10Y CAGR
-32.0%

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 →
94.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.41
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
57.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +47.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -67.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
43%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.1-28.5-32.821.1-42.6———————-67.3%
202512.6-9.9-10.9-13.4-1.3-10.5-4.416.09.9-15.6-23.4-23.6-58.4%
2024-8.50.4-5.0-13.8-16.92.81.118.5-17.4-3.928.9-11.2-30.0%
202320.615.12.412.510.54.910.1-33.1-4.6-2.9-1.18.435.4%
2022-23.5-4.9-4.6-19.6-21.8-5.87.113.3-12.6-1.90.52.0-56.2%
202118.50.8-0.6-5.1-9.46.1-9.3-0.7-2.926.3-3.6-0.814.4%
202037.9-23.8-35.917.6-6.0-3.39.94.53.021.353.3-6.547.9%
2019————-10.44.37.0-35.33.4-6.118.5-8.4-31.9%

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 63.3%. The dominant macroeconomic risk driver is VTI.US, accounting for 66.0% of variance. Idiosyncratic stock-specific factors contribute 37.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018961.352657004833
2019-06-019347.826086956522
2019-07-0110000
2019-08-016473.429951690822
2019-09-016690.821256038648
2019-10-016280.1932367149775
2019-11-017439.6135265700495
2019-12-016811.594202898551
2020-01-019396.135265700485
2020-02-017161.835748792271
2020-03-014589.371980676329
2020-04-015398.550724637682
2020-05-015072.463768115942
2020-06-014903.381642512078
2020-07-015386.473429951691
2020-08-015628.019323671499
2020-09-015797.101449275363
2020-10-017028.985507246378
2020-11-0110772.946859903383
2020-12-0110072.463768115942
2021-01-0111932.367149758456
2021-02-0112028.98550724638
2021-03-0111956.521739130438
2021-04-0111352.657004830919
2021-05-0110289.85507246377
2021-06-0110917.874396135265
2021-07-019903.381642512077
2021-08-019830.917874396137
2021-09-019541.062801932369
2021-10-0112053.14009661836
2021-11-0111618.357487922705
2021-12-0111521.739130434782
2022-01-018816.425120772947
2022-02-018381.642512077295
2022-03-017995.169082125605
2022-04-016425.120772946861
2022-05-015024.15458937198
2022-06-014734.299516908213
2022-07-015072.463768115942
2022-08-015748.792270531401
2022-09-015024.15458937198
2022-10-014927.536231884058
2022-11-014951.690821256038
2022-12-015048.309178743962
2023-01-016086.956521739131
2023-02-017004.830917874396
2023-03-017173.913043478262
2023-04-018067.632850241546
2023-05-018913.04347826087
2023-06-019347.826086956522
2023-07-0110289.85507246377
2023-08-016884.057971014493
2023-09-016570.0483091787455
2023-10-016376.811594202899
2023-11-016304.347826086957
2023-12-016835.748792270531
2024-01-016256.038647342995
2024-02-016280.1932367149775
2024-03-015966.183574879228
2024-04-015144.927536231885
2024-05-014275.36231884058
2024-06-014396.135265700484
2024-07-014444.444444444444
2024-08-015265.700483091789
2024-09-014347.826086956522
2024-10-014178.743961352658
2024-11-015386.473429951691
2024-12-014782.608695652174
2025-01-015386.473429951691
2025-02-014855.072463768116
2025-03-014323.671497584542
2025-04-013743.961352657005
2025-05-013695.652173913044
2025-06-013309.178743961353
2025-07-013164.2512077294687
2025-08-013671.497584541063
2025-09-014033.816425120773
2025-10-013405.7971014492755
2025-11-012608.6956521739135
2025-12-011991.7874396135269
2026-01-011950
2026-02-011394.9275362318842
2026-03-01937.4396135265702
2026-04-011135.265700483092
2026-05-01652.1739130434784
Annual Return Matrix
YearAnnual Return
20200.47872340425531923
20210.14388489208633093
2022-0.5618448637316562
20230.3540669856459331
2024-0.3003533568904594
2025-0.5835353535353536
2026-0.672568518069367
Total Factor Risk
0.6333512138259123
VTI.US Exposure
0.6597195315202704
VEA.US Exposure
-0.03346246665272801
VWO.US Exposure
-0.0324740736250263
QQQ.US Exposure
-0.11949639748189197
VTV.US Exposure
-0.06403131535471657
IJR.US Exposure
0.05394784731408562
QUAL.US Exposure
0.10176526561885599
SHV.US Exposure
0.000030950112445769635
TLT.US Exposure
-0.004329509004256053
LQD.US Exposure
-0.0017152203906199862
HYG.US Exposure
-0.015030351296944695
GLD.US Exposure
0.04059062508532011
USO.US Exposure
0.013280206517833845
VNQ.US Exposure
0.006156334979213763
BTC-USD.CC Exposure
0.003613321839457426
CPER.US Exposure
-0.004167126501670781
VIX.INDX Exposure
-0.017655796837093302
UUP.US Exposure
0.03236405346897665
TIP.US Exposure
0.002291153205142053
Idiosyncratic Exposure
0.37860296748334604
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
63.3%

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 →N/A
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-33.8%
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 →
-72.5%
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 →
85.4% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
33
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-78.3%
50.0% retracement-74.5%
61.8% retracement-69.1%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is ARAY.US a high-risk investment?

ARAY.US (ARAY.US) has an annualized volatility of 63.3% and experienced a maximum drawdown of 94.6% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ARAY.US has generated a Compound Annual Growth Rate (CAGR) of -32.0%. It has had a positive return in 43% 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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