ARES-P-B

10-Year Study

ARES-P-B.US · · US · Common Stock

Executive Summary: ARES-P-B has compounded at -18.6% annually over the last 10 years, with a maximum drawdown of 40.4% and an annualized volatility of 229.0%.

1Y CAGR
-27.1%
3Y CAGR
-18.6%
5Y CAGR
-18.6%
10Y CAGR
-18.6%

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 →
40.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.68
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +-8.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -21.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.1-21.4-3.89.4————————-21.5%
202510.3-11.9-9.82.47.10.26.8-3.1-9.4-4.85.01.5-8.4%
2024——————————4.2-2.02.1%

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 229.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 34.9% of variance. Idiosyncratic stock-specific factors contribute 0.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-10-0110000
2024-11-0110423.005565862708
2024-12-0110211.502782931355
2025-01-0111259.740259740262
2025-02-019914.65677179963
2025-03-018944.341372912802
2025-04-019159.554730983302
2025-05-019808.905380333952
2025-06-019833.024118738405
2025-07-0110500.927643784788
2025-08-0110176.252319109462
2025-09-019218.923933209648
2025-10-018773.65491651206
2025-11-019211.502782931355
2025-12-019350.64935064935
2026-01-018873.840445269017
2026-02-016975.881261595548
2026-03-016712.4304267161415
2026-04-017343.228200371057
Annual Return Matrix
YearAnnual Return
2025-0.08430232558139539
2026-0.2146825396825397
Total Factor Risk
2.289880358027151
VTI.US Exposure
0.20616083258500373
VEA.US Exposure
0.028512932862680307
VWO.US Exposure
0.021536126964152278
QQQ.US Exposure
-0.014055758245543549
VTV.US Exposure
0.020688123131626986
IJR.US Exposure
0.044341183972212976
QUAL.US Exposure
-0.006020257842356654
SHV.US Exposure
0.3486314825202715
TLT.US Exposure
0.026069879425085072
LQD.US Exposure
0.019163907557071546
HYG.US Exposure
0.16082762297942774
GLD.US Exposure
-0.0012565072495288453
USO.US Exposure
0.00009660452614183801
VNQ.US Exposure
-0.015207407699625452
BTC-USD.CC Exposure
-0.0018933904548544213
CPER.US Exposure
0.003809132355340886
VIX.INDX Exposure
-0.0022084026611517813
UUP.US Exposure
-0.00038744353717704315
TIP.US Exposure
0.15928861672973094
Idiosyncratic Exposure
0.001902722081491997
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
229.0%

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
$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 →
+3.5%
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 →
-18.7%
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 →
32.4% 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 ARES-P-B a high-risk investment?

ARES-P-B (ARES-P-B.US) has an annualized volatility of 229.0% and experienced a maximum drawdown of 40.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ARES-P-B.US?

Over the past 10 years, ARES-P-B.US has generated a Compound Annual Growth Rate (CAGR) of -18.6%. It has had a positive return in 0% 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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