BAC-P-M

10-Year Study

BAC-P-M.US · Other · US · Preferred Stock

Executive Summary: BAC-P-M has compounded at -2.0% annually over the last 10 years, with a maximum drawdown of 26.1% and an annualized volatility of 15.9%.

1Y CAGR
+6.6%
3Y CAGR
-0.9%
5Y CAGR
-4.3%
10Y CAGR
-2.0%

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 →
26.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +9.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -22.2%
% 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.
20263.40.0-4.82.6————————1.0%
20251.80.1-2.8-2.3-4.54.20.52.02.20.2-2.0-2.0-3.0%
20244.0-1.92.0-5.01.10.91.11.72.8-1.4-3.3-3.0-1.5%
202315.3-3.8-1.13.1-3.70.8-0.9-4.3-2.0-3.47.53.69.9%
2022-2.8-3.2-0.3-11.13.8-1.77.1-4.3-7.5-1.55.0-6.8-22.2%
2021-0.6-4.64.62.4-0.51.3-1.6-1.9-0.20.7-3.63.0-1.4%
20201.6-2.7-4.77.41.9-1.96.0-0.4-1.0-1.51.91.37.6%
2019——————————-0.80.8-0.0%

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 15.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 42.8% of variance. Idiosyncratic stock-specific factors contribute 19.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-019921.101119702673
2019-12-019996.25978361864
2020-01-0110160.514338808487
2020-02-019886.021827115388
2020-03-019424.518496354272
2020-04-0110120.238113986046
2020-05-0110315.123072804296
2020-06-0110118.269579048489
2020-07-0110728.51540969149
2020-08-0110685.207641065213
2020-09-0110578.90675443708
2020-10-0110421.423959432432
2020-11-0110618.277453188239
2020-12-0110752.137828942188
2021-01-0110689.14471094033
2021-02-0110197.010976550811
2021-03-0110661.585221814516
2021-04-0110917.494763697066
2021-05-0110858.438715570324
2021-06-0111000.173231074506
2021-07-0110826.942156569394
2021-08-0110622.214523063356
2021-09-0110602.529173687775
2021-10-0110681.270571190098
2021-11-0110295.437723428715
2021-12-0110602.529173687775
2022-01-0110307.248933054063
2022-02-019980.472133419426
2022-03-019952.91264429361
2022-04-018850.533079261091
2022-05-019185.184018645961
2022-06-019027.701223641317
2022-07-019665.506543410133
2022-08-019248.17713664782
2022-09-018551.315768752263
2022-10-018425.329532748547
2022-11-018842.658939510859
2022-12-018244.224318493205
2023-01-019504.086678530372
2023-02-019145.813319894802
2023-03-019043.449503141781
2023-04-019322.981464275028
2023-05-018980.456385139923
2023-06-019055.26071276713
2023-07-018972.58224538969
2023-08-018590.686467503425
2023-09-018421.392462873431
2023-10-018133.986361989953
2023-11-018740.295122757838
2023-12-019059.197782642248
2024-01-019417.471141277816
2024-02-019240.30299689759
2024-03-019429.282350903164
2024-04-018960.771035764343
2024-05-019059.197782642248
2024-06-019137.939180144569
2024-07-019236.365927022473
2024-08-019397.785791902235
2024-09-019657.6324036599
2024-10-019519.834958030835
2024-11-019204.869368021544
2024-12-018925.337406888299
2025-01-019086.75727176806
2025-02-019094.631411518292
2025-03-018838.721869635741
2025-04-018633.994236129703
2025-05-018248.16138836832
2025-06-018590.686467503425
2025-07-018633.994236129703
2025-08-018803.288240759697
2025-09-019000.141734515504
2025-10-019015.890014015968
2025-11-018834.784799760626
2025-12-018657.6166553804
2026-01-018948.959826138995
2026-02-018948.959826138995
2026-03-018523.75627962645
2026-04-018748.12989180932
Annual Return Matrix
YearAnnual Return
20200.07561608658492869
2021-0.01391431709996338
2022-0.22242851838098765
20230.09885386819484232
2024-0.014776184267709658
2025-0.02999558888398779
20260.010454752160072855
Total Factor Risk
0.1587446990378451
VTI.US Exposure
-0.08498798849461686
VEA.US Exposure
0.04503553994585482
VWO.US Exposure
0.011576130339229157
QQQ.US Exposure
-0.02036974623409637
VTV.US Exposure
-0.03413159666321373
IJR.US Exposure
0.11134465415080043
QUAL.US Exposure
0.11688143493325219
SHV.US Exposure
0.4283667162928834
TLT.US Exposure
-0.0011368369994855616
LQD.US Exposure
0.1779059781081013
HYG.US Exposure
0.053149898076453476
GLD.US Exposure
0.011589600273022558
USO.US Exposure
-0.0005238180259704264
VNQ.US Exposure
0.019062907150053206
BTC-USD.CC Exposure
0.012520838653387238
CPER.US Exposure
-0.0090263559103042
VIX.INDX Exposure
-0.02071939928175031
UUP.US Exposure
-0.0046766667121371725
TIP.US Exposure
-0.009059587027353792
Idiosyncratic Exposure
0.19719829742589065
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
15.9%

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 →
-0.5%
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 →
-1.1%
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 →
5.5% 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 BAC-P-M a high-risk investment?

BAC-P-M (BAC-P-M.US) has an annualized volatility of 15.9% and experienced a maximum drawdown of 26.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BAC-P-M.US?

Over the past 10 years, BAC-P-M.US has generated a Compound Annual Growth Rate (CAGR) of -2.0%. 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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