BANC-P-F

10-Year Study

BANC-P-F.US · · US · Common Stock

Executive Summary: BANC-P-F has compounded at 7.8% annually over the last 10 years, with a maximum drawdown of 23.1% and an annualized volatility of 40.2%.

1Y CAGR
+3.2%
3Y CAGR
-1.1%
5Y CAGR
+7.3%
10Y CAGR
+7.8%

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 →
23.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.34
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.41
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +7.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · 1.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.10.4-1.72.5————————1.2%
20254.2-1.1-0.9-0.7-0.0-2.73.5-1.11.3-0.40.20.93.1%
2024-3.1-2.95.4-1.32.7-1.42.41.00.80.83.3-2.35.2%
202310.03.4—-2.3—3.1-17.3—-7.06.96.01.41.2%
20222.810.8-9.47.0-2.1-11.17.88.6-17.615.80.20.07.6%
2021————5.2-0.8———19.00.0—24.1%

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 40.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 88.3% of variance. Idiosyncratic stock-specific factors contribute 7.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-01-0110000
2021-05-0110517.241723950294
2021-06-0110431.034214705329
2021-10-0112413.793601261536
2021-11-0112413.793601261536
2022-01-0112758.621417228398
2022-02-0114137.931570589346
2022-03-0112808.955124432254
2022-04-0113711.403791269198
2022-05-0113420.291174804828
2022-06-0111935.617275039145
2022-07-0112867.177869826428
2022-08-0113973.40559028973
2022-09-0111516.415507112793
2022-10-0113332.957611966818
2022-11-0113362.069539917156
2022-12-0113362.069539917156
2023-01-0114701.187131450655
2023-02-0115196.078801541384
2023-04-0114847.558551455317
2023-06-0115302.922853113305
2023-07-0112649.414207820186
2023-09-0111761.596464147297
2023-10-0112576.758209419317
2023-11-0113333.69165676465
2023-12-0113519.269908605314
2024-01-0113100.067740896624
2024-02-0112715.799087163656
2024-03-0113402.824862019566
2024-04-0113233.979544470234
2024-05-0113594.95918888605
2024-06-0113402.824862019566
2024-07-0113723.048740130374
2024-08-0113856.960543703985
2024-09-0113973.40559028973
2024-10-0114089.850636875479
2024-11-0114555.630823218471
2024-12-0114223.762440449089
2025-01-0114817.632178036401
2025-02-0114654.609112816357
2025-03-0114526.519561572033
2025-04-0114427.541271974149
2025-05-0114421.719019644861
2025-06-0114031.628113582607
2025-07-0114526.519561572033
2025-08-0114363.496496351987
2025-09-0114555.630823218471
2025-10-0114503.230552254885
2025-11-0114532.341813901321
2025-12-0114660.431365145643
2026-01-0114672.075869804217
2026-02-0114730.298393097091
2026-03-0114474.119290608447
2026-04-0114840.921187353551
Annual Return Matrix
YearAnnual Return
20220.07638889199505083
20230.011764672247704278
20240.05211024978466838
20250.030699959066721183
20260.012311358220810087
Total Factor Risk
0.40180274672248223
VTI.US Exposure
0.011269540380782405
VEA.US Exposure
0.010107910327852026
VWO.US Exposure
-0.0024633591658008106
QQQ.US Exposure
0.00101813512479708
VTV.US Exposure
-0.0007932540710511364
IJR.US Exposure
0.014011840044635843
QUAL.US Exposure
-0.006174944699784953
SHV.US Exposure
0.8834071480306168
TLT.US Exposure
0.0009025385919184519
LQD.US Exposure
0.00017143742994613211
HYG.US Exposure
-0.001665800821168234
GLD.US Exposure
-0.0014759399756468594
USO.US Exposure
0.0006517139993004447
VNQ.US Exposure
0.008511654733540498
BTC-USD.CC Exposure
0.007739548683121317
CPER.US Exposure
0.00287559484328414
VIX.INDX Exposure
-0.001663795739929932
UUP.US Exposure
0.000851362462400152
TIP.US Exposure
0.002353739778367446
Idiosyncratic Exposure
0.07036493004281914
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
40.2%

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 →
+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 →
+2.7%
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 →
0.7% 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 BANC-P-F a high-risk investment?

BANC-P-F (BANC-P-F.US) has an annualized volatility of 40.2% and experienced a maximum drawdown of 23.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BANC-P-F.US?

Over the past 10 years, BANC-P-F.US has generated a Compound Annual Growth Rate (CAGR) of 7.8%. It has had a positive return in 100% 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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