BAC-P-N

10-Year Study

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

Executive Summary: BAC-P-N has compounded at -3.4% annually over the last 10 years, with a maximum drawdown of 28.9% and an annualized volatility of 18.1%.

1Y CAGR
+6.9%
3Y CAGR
-1.0%
5Y CAGR
-5.2%
10Y CAGR
-3.4%

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 →
28.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +10.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -26.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20262.60.1-5.43.1————————0.1%
2025-0.1-0.3-2.1-3.6-3.73.80.71.62.60.1-2.2-0.5-3.9%
20245.4-1.50.3-5.02.20.81.11.83.6-3.9-2.8-1.20.3%
202317.6-4.5-2.44.5-3.81.7-1.1-4.6-1.1-4.67.23.610.7%
2022-3.4-4.4-1.6-12.66.0-5.08.3-4.3-7.2-2.65.0-7.1-26.9%
2021-1.6-4.43.23.0-0.91.1-1.1-1.20.3-0.0-3.63.2-2.5%
20200.1-4.3-6.36.6-0.21.06.1-0.1-1.9-0.71.43.34.2%
2019——————————-1.42.30.9%

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 18.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 43.2% of variance. Idiosyncratic stock-specific factors contribute 14.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-10-0110000
2019-11-019857.418111753372
2019-12-0110088.631984585743
2020-01-0110096.339113680155
2020-02-019660.886319845858
2020-03-019048.169556840077
2020-04-019649.32562620424
2020-05-019633.911368015415
2020-06-019734.104046242775
2020-07-0110323.699421965317
2020-08-0110312.138728323702
2020-09-0110111.75337186898
2020-10-0110038.535645472062
2020-11-0110181.11753371869
2020-12-0110512.52408477842
2021-01-0110339.113680154142
2021-02-019880.53949903661
2021-03-0110200.385356454719
2021-04-0110504.81695568401
2021-05-0110408.477842003853
2021-06-0110520.231213872832
2021-07-0110404.624277456647
2021-08-0110277.456647398843
2021-09-0110308.285163776494
2021-10-0110304.431599229287
2021-11-019934.489402697496
2021-12-0110250.4816955684
2022-01-019903.660886319845
2022-02-019468.208092485549
2022-03-019317.919075144508
2022-04-018146.435452793834
2022-05-018631.984585741811
2022-06-018204.238921001926
2022-07-018886.319845857417
2022-08-018500.963391136802
2022-09-017888.246628131022
2022-10-017684.007707129094
2022-11-018065.510597302506
2022-12-017495.1830443159915
2023-01-018816.955684007708
2023-02-018416.184971098266
2023-03-018211.94605009634
2023-04-018581.88824662813
2023-05-018254.335260115608
2023-06-018396.917148362236
2023-07-018308.285163776492
2023-08-017922.928709055876
2023-09-017834.296724470135
2023-10-017475.91522157996
2023-11-018011.560693641618
2023-12-018296.724470134875
2024-01-018743.73795761079
2024-02-018612.716763005781
2024-03-018639.691714836224
2024-04-018211.94605009634
2024-05-018389.210019267823
2024-06-018458.574181117534
2024-07-018554.913294797689
2024-08-018709.055876685936
2024-09-019021.194605009634
2024-10-018666.666666666666
2024-11-018423.892100192677
2024-12-018323.699421965319
2025-01-018315.992292870906
2025-02-018292.870905587668
2025-03-018115.606936416184
2025-04-017826.589595375723
2025-05-017537.5722543352595
2025-06-017826.589595375723
2025-07-017880.5394990366085
2025-08-018007.707129094413
2025-09-018215.799614643545
2025-10-018227.360308285164
2025-11-018042.389210019269
2025-12-018000
2026-01-018204.238921001926
2026-02-018215.799614643545
2026-03-017772.639691714837
2026-04-018011.560693641618
Annual Return Matrix
YearAnnual Return
20200.04201680672268915
2021-0.024926686217008776
2022-0.26879699248120303
20230.10694087403598984
20240.0032512772875057383
2025-0.03888888888888886
20260.0014450867052022698
Total Factor Risk
0.1812261948372206
VTI.US Exposure
-0.05575989849622842
VEA.US Exposure
0.03707007889720253
VWO.US Exposure
0.008932973187684998
QQQ.US Exposure
-0.012914062701514942
VTV.US Exposure
-0.028345141969835296
IJR.US Exposure
0.08172080993657548
QUAL.US Exposure
0.0664706753868522
SHV.US Exposure
0.4315831913301731
TLT.US Exposure
0.00165941835869952
LQD.US Exposure
0.2678667933558156
HYG.US Exposure
0.06903373581313305
GLD.US Exposure
0.0017716465348020952
USO.US Exposure
-0.0013292803229014187
VNQ.US Exposure
0.006100358616023161
BTC-USD.CC Exposure
0.014746708065136178
CPER.US Exposure
0.0051334690413870725
VIX.INDX Exposure
-0.029454449562202556
UUP.US Exposure
-0.006432755528152852
TIP.US Exposure
-0.007261238339320473
Idiosyncratic Exposure
0.14940696839667097
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
18.1%

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 →
-0.6%
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 →
-0.8%
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 →
5.2% 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-N a high-risk investment?

BAC-P-N (BAC-P-N.US) has an annualized volatility of 18.1% and experienced a maximum drawdown of 28.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BAC-P-N.US has generated a Compound Annual Growth Rate (CAGR) of -3.4%. It has had a positive return in 57% 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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