BAC-P-S

10-Year Study

BAC-P-S.US · · US · Preferred Stock

Executive Summary: BAC-P-S has compounded at -6.3% annually over the last 10 years, with a maximum drawdown of 28.5% and an annualized volatility of 23.0%.

1Y CAGR
-4.4%
3Y CAGR
-2.8%
5Y CAGR
-6.3%
10Y CAGR
-6.3%

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 →
28.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +10.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -5.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
25%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.81.0-5.12.4-2.7-0.9——————-4.6%
2025-1.31.1-3.6-3.1-3.74.20.60.54.1-1.3-3.71.1-5.3%
20243.01.51.6-8.52.80.00.04.25.1-4.0-2.2-2.80.0%
202315.6-5.00.30.9-2.91.3-0.7-4.3-1.9-6.810.75.110.6%
2022—-0.9-6.4-14.414.0-8.64.7-5.4-4.3-0.62.6-5.9-24.7%

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 23.0%. The dominant macroeconomic risk driver is LQD.US, accounting for 47.4% of variance. Idiosyncratic stock-specific factors contribute 13.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-01-0110000
2022-02-019907.926341072858
2022-03-019275.420336269015
2022-04-017938.350680544435
2022-05-019047.237790232186
2022-06-018270.616493194555
2022-07-018662.93034427542
2022-08-018198.558847077662
2022-09-017846.277021617294
2022-10-017798.238590872698
2022-11-017998.398718975181
2022-12-017530.0240192153715
2023-01-018706.965572457966
2023-02-018270.616493194555
2023-03-018294.635708566853
2023-04-018366.693354683746
2023-05-018126.501200960768
2023-06-018234.587670136108
2023-07-018178.542834267414
2023-08-017826.261008807046
2023-09-017678.142514011209
2023-10-017153.722978382706
2023-11-017922.337870296236
2023-12-018326.66132906325
2024-01-018578.863090472378
2024-02-018706.965572457966
2024-03-018847.077662129705
2024-04-018098.478783026421
2024-05-018326.66132906325
2024-06-018330.6645316253
2024-07-018334.66773418735
2024-08-018686.949559647717
2024-09-019131.305044035227
2024-10-018763.010408326661
2024-11-018566.85348278623
2024-12-018326.66132906325
2025-01-018218.57485988791
2025-02-018310.648518815053
2025-03-018014.411529223378
2025-04-017766.2129703763
2025-05-017477.982385908726
2025-06-017790.232185748599
2025-07-017834.267413931145
2025-08-017870.296236989591
2025-09-018194.555644515613
2025-10-018090.4723779023225
2025-11-017794.235388310647
2025-12-017882.305844675741
2026-01-017946.357085668535
2026-02-018026.421136909527
2026-03-017618.094475580465
2026-04-017798.238590872698
2026-05-017590.072057646116
2026-06-017518.014411529223
Annual Return Matrix
YearAnnual Return
20230.10579479000531644
20240
2025-0.05336538461538454
2026-0.04621635347892328
Total Factor Risk
0.2298944712658527
VTI.US Exposure
0.25119616694829483
VEA.US Exposure
-0.029149621920001142
VWO.US Exposure
0.028501719038142723
QQQ.US Exposure
-0.04681643800277074
VTV.US Exposure
0.005291477343816781
IJR.US Exposure
-0.022345152076448216
QUAL.US Exposure
-0.040488290599578355
SHV.US Exposure
0.3072801368071097
TLT.US Exposure
-0.03748497676129065
LQD.US Exposure
0.4744900801809739
HYG.US Exposure
-0.016937605138710995
GLD.US Exposure
0.0023905404218835936
USO.US Exposure
-0.0021232229944741425
VNQ.US Exposure
-0.00963919055156846
BTC-USD.CC Exposure
0.00020483975520802804
CPER.US Exposure
0.002254328256111263
VIX.INDX Exposure
-0.011954967967933333
UUP.US Exposure
0.021317846939950758
TIP.US Exposure
-0.005679291392455362
Idiosyncratic Exposure
0.12969162171373994
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
23.0%

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
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
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators: 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 →
-2.2%
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 →
-5.0%
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 →
10.0% 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
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 →
40
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-6.4%
50.0% retracement-5.2%
61.8% retracement-4.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is BAC-P-S a high-risk investment?

BAC-P-S (BAC-P-S.US) has an annualized volatility of 23.0% and experienced a maximum drawdown of 28.5% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, BAC-P-S.US has generated a Compound Annual Growth Rate (CAGR) of -6.3%. It has had a positive return in 25% 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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