Banc of California Inc.

10-Year Study

BANC-PF.US · Financial Services · US · Common Stock

Executive Summary: Banc of California Inc. has compounded at 12.3% annually over the last 10 years, with a maximum drawdown of 3.9% and an annualized volatility of 40.9%.

1Y CAGR
+9.8%
3Y CAGR
+12.3%
5Y CAGR
+12.3%
10Y CAGR
+12.3%

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 →
3.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.99
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.59
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
8.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +14.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 3.1%
% 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.
20260.12.3-1.72.5————————3.1%
20254.20.8-0.9-0.71.9-2.73.50.81.3-0.42.20.911.4%
2024-3.1-0.85.4-1.34.9-1.42.43.10.80.85.4-2.314.2%

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 40.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 78.6% of variance. Idiosyncratic stock-specific factors contribute 1.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-12-0110000
2024-01-019689.930866792363
2024-02-019609.824951833421
2024-03-0110129.04521991778
2024-04-0110001.442421619839
2024-05-0110487.12638704293
2024-06-0110338.866050546576
2024-07-0110585.932268001936
2024-08-0110909.446831308791
2024-09-0111001.1436342843
2024-10-0111092.788922201958
2024-11-0111689.745412584098
2024-12-0111423.206503260903
2025-01-0111900.132908849257
2025-02-0111997.908488651232
2025-03-0111893.023830865763
2025-04-0111811.990644865495
2025-05-0112041.541742651378
2025-06-0111715.81203185691
2025-07-0112129.01431088307
2025-08-0112227.717161726372
2025-09-0112391.2774704046
2025-10-0112346.665430305276
2025-11-0112615.471002173937
2025-12-0112726.640497017279
2026-01-0112736.788963414005
2026-02-0113033.309636406722
2026-03-0112806.643381860518
2026-04-0113120.885234754118
Annual Return Matrix
YearAnnual Return
20240.14232065032609031
20250.11410403842251249
20260.03097791108574488
Total Factor Risk
0.40897997957816784
VTI.US Exposure
0.013336712050614251
VEA.US Exposure
0.026353898928291406
VWO.US Exposure
-0.006090783120167852
QQQ.US Exposure
-0.0010342725503483259
VTV.US Exposure
-0.0026067718377816725
IJR.US Exposure
0.029772718481729785
QUAL.US Exposure
-0.013856219734138257
SHV.US Exposure
0.7862781507173473
TLT.US Exposure
0.07409641772969158
LQD.US Exposure
-0.001228976367697187
HYG.US Exposure
0.05976369125318251
GLD.US Exposure
-0.0024954258718525965
USO.US Exposure
0.00002649144661119185
VNQ.US Exposure
-0.01442210305886759
BTC-USD.CC Exposure
0.009223995207715618
CPER.US Exposure
0.004871395716594562
VIX.INDX Exposure
-0.00246321236461667
UUP.US Exposure
0.0005271469648797311
TIP.US Exposure
0.02843850321289461
Idiosyncratic Exposure
0.011508643195917632
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
40.9%

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 →1.58%
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
$250
Avg Yield on Cost
2.50%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$249.592.50%Solid

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 →
+1.4%
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 →
+4.5%
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 →
0.1% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Banc of California Inc. a high-risk investment?

Banc of California Inc. (BANC-PF.US) has an annualized volatility of 40.9% and experienced a maximum drawdown of 3.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BANC-PF.US has generated a Compound Annual Growth Rate (CAGR) of 12.3%. 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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