BAC-P-O

10-Year Study

BAC-P-O.US · · US · Preferred Stock

Executive Summary: BAC-P-O has compounded at -6.0% annually over the last 10 years, with a maximum drawdown of 37.3% and an annualized volatility of 15.6%.

1Y CAGR
+3.6%
3Y CAGR
-1.9%
5Y CAGR
-7.0%
10Y CAGR
-6.0%

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 →
37.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.56
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.96
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
16.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +10.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -31.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
17%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.60.8-4.61.1————————-2.1%
2025-2.42.8-5.1-5.0-2.14.4-0.83.01.3-1.1-2.20.9-6.6%
20242.42.21.4-8.42.41.9-2.45.24.0-5.1-2.5-0.3-0.1%
202314.0-3.1-4.24.7-3.41.4-0.7-4.2-2.9-5.410.15.910.8%
2022-7.8-6.4-2.2-15.18.1-3.97.7-5.2-6.3-4.86.4-5.2-31.6%
2021-4.5-2.61.21.60.23.0-0.50.01.0-3.6-2.53.6-3.4%
2020——————————3.82.46.2%

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 15.6%. The dominant macroeconomic risk driver is LQD.US, accounting for 41.0% of variance. Idiosyncratic stock-specific factors contribute 22.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2020-10-0110000
2020-11-0110376
2020-12-0110620
2021-01-0110140
2021-02-019880
2021-03-0110000
2021-04-0110156
2021-05-0110171.999999999998
2021-06-0110480
2021-07-0110431.999999999998
2021-08-0110431.999999999998
2021-09-0110540
2021-10-0110160
2021-11-019908
2021-12-0110260
2022-01-019456
2022-02-018852
2022-03-018660
2022-04-017352
2022-05-017948.000000000001
2022-06-017635.999999999999
2022-07-018223.999999999998
2022-08-017800
2022-09-017312.000000000001
2022-10-016964
2022-11-017408
2022-12-017020.000000000001
2023-01-018000
2023-02-017752
2023-03-017428
2023-04-017780
2023-05-017515.999999999999
2023-06-017624
2023-07-017572
2023-08-017252
2023-09-017044
2023-10-016664
2023-11-017340.000000000001
2023-12-017776.000000000001
2024-01-017964
2024-02-018136
2024-03-018252
2024-04-017559.999999999999
2024-05-017740
2024-06-017884
2024-07-017695.999999999999
2024-08-018096
2024-09-018416
2024-10-017988
2024-11-017787.999999999999
2024-12-017768.000000000001
2025-01-017584.000000000001
2025-02-017796
2025-03-017395.999999999999
2025-04-017028
2025-05-016879.999999999999
2025-06-017184
2025-07-017123.999999999999
2025-08-017340.000000000001
2025-09-017432
2025-10-017348
2025-11-017188
2025-12-017256
2026-01-017300
2026-02-017360
2026-03-017023.999999999999
2026-04-017104
Annual Return Matrix
YearAnnual Return
2021-0.033898305084745894
2022-0.3157894736842105
20230.10769230769230775
2024-0.0010288065843621075
2025-0.06591143151390322
2026-0.02094818081587646
Total Factor Risk
0.1557618595776587
VTI.US Exposure
0.26434855397355334
VEA.US Exposure
0.09766738836838744
VWO.US Exposure
-0.029888596489673548
QQQ.US Exposure
-0.14901630822387144
VTV.US Exposure
-0.10930441412324383
IJR.US Exposure
0.07694169702853462
QUAL.US Exposure
0.12225984628651378
SHV.US Exposure
0.019591862962631747
TLT.US Exposure
0.03638218789589707
LQD.US Exposure
0.4102352685505521
HYG.US Exposure
0.06188008134098338
GLD.US Exposure
0.00003307171966038429
USO.US Exposure
-0.006003296534406799
VNQ.US Exposure
0.015956410617109774
BTC-USD.CC Exposure
-0.004304158584655417
CPER.US Exposure
0.018002231363563357
VIX.INDX Exposure
-0.019125678060857503
UUP.US Exposure
-0.01502829294705875
TIP.US Exposure
-0.01146684222286776
Idiosyncratic Exposure
0.2208389870792481
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
15.6%

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 →
-1.2%
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 →
-2.4%
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 →
8.0% 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 BAC-P-O a high-risk investment?

BAC-P-O (BAC-P-O.US) has an annualized volatility of 15.6% and experienced a maximum drawdown of 37.3% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BAC-P-O.US has generated a Compound Annual Growth Rate (CAGR) of -6.0%. It has had a positive return in 17% 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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