BANKBEES.NSE

10-Year Study

BANKBEES.NSE · Unknown · Unknown · Common Stock

Executive Summary: BANKBEES.NSE has compounded at 12.7% annually over the last 10 years, with a maximum drawdown of 41.1% and an annualized volatility of 26.2%.

1Y CAGR
+1.5%
3Y CAGR
+9.2%
5Y CAGR
+10.4%
10Y CAGR
+12.7%

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 →
41.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
22.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +41.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -5.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.11.3-16.511.3————————-5.8%
2025-2.8-2.36.56.61.43.0-2.1-3.81.56.03.2-0.217.7%
2024-4.80.52.04.60.06.9-1.5-0.43.4-2.80.7-2.06.2%
2023-5.3-1.00.66.32.81.32.2-3.31.2-3.73.78.513.1%
20227.1-4.70.2-0.5-1.7-5.712.15.8-2.26.74.7-0.321.8%
2021-2.114.4-4.6-1.98.4-1.6-0.65.42.84.5-8.9-0.614.0%
2020-3.7-6.4-34.410.7-10.111.21.29.9-9.911.423.45.5-4.7%
20190.4-1.613.8-2.85.7-0.3-7.8-4.66.42.96.11.018.8%
20186.7-8.1-3.25.45.0-1.65.21.4-10.70.26.81.26.6%
20177.45.74.14.14.9-0.88.3-3.0-0.84.01.10.941.6%
2016———3.74.92.75.74.1-2.00.8-4.5-2.712.9%

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 26.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 68.2% of variance. Idiosyncratic stock-specific factors contribute 14.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110369.641865876501
2016-05-0110875.43709096139
2016-06-0111167.619026697343
2016-07-0111807.537937387855
2016-08-0112288.170654806314
2016-09-0112047.79327445778
2016-10-0112144.87870259358
2016-11-0111597.861951965831
2016-12-0111285.623611581681
2017-01-0112124.945280018446
2017-02-0112819.00634427902
2017-03-0113342.090407970965
2017-04-0113889.293039899983
2017-05-0114574.925607580728
2017-06-0114458.150843427016
2017-07-0115657.578103708436
2017-08-0115187.712419846905
2017-09-0115064.90871772976
2017-10-0115660.469590617087
2017-11-0115832.370364925364
2017-12-0115975.04646797833
2018-01-0117051.79300821567
2018-02-0115664.22289083163
2018-03-0115169.685688801468
2018-04-0115985.812562740806
2018-05-0116791.726291849227
2018-06-0116525.632515108253
2018-07-0117377.443904919273
2018-08-0117614.129006692572
2018-09-0115732.88443937871
2018-10-0115771.645384665862
2018-11-0116838.177841277837
2018-12-0117035.549986626873
2019-01-0117099.10449336127
2019-02-0116831.103086296145
2019-03-0119156.311059777832
2019-04-0118619.198590606666
2019-05-0119674.103139150273
2019-06-0119608.764922959243
2019-07-0118082.026038590648
2019-08-0117249.409240121935
2019-09-0118345.16636798921
2019-10-0118879.017465238085
2019-11-0120032.91601103609
2019-12-0120241.67010030737
2020-01-0119497.219243896827
2020-02-0118255.648561921804
2020-03-0111970.887233043237
2020-04-0113248.142430889942
2020-05-0111916.12923031341
2020-06-0113253.064530195807
2020-07-0113405.645853499813
2020-08-0114739.504723966736
2020-09-0113285.672616652018
2020-10-0114805.950717609783
2020-11-0118276.566779875888
2020-12-0119290.49670581721
2021-01-0118891.815111192223
2021-02-0121611.21348664598
2021-03-0120606.51191015662
2021-04-0120209.062013851162
2021-05-0121910.223274423042
2021-06-0121551.534323404736
2021-07-0121428.48465714147
2021-08-0122589.457957921168
2021-09-0123223.16298814143
2021-10-0124278.92934999093
2021-11-0122124.944341223993
2021-12-0121995.743693718687
2022-01-0123557.85823058463
2022-02-0122449.797262644362
2022-03-0122487.942358771754
2022-04-0122383.96524057218
2022-05-0122002.51052412049
2022-06-0120754.786983314527
2022-07-0123258.84844280756
2022-08-0124606.857762032316
2022-09-0124059.285245089657
2022-10-0125671.236624174013
2022-11-0126882.04488958322
2022-12-0126792.83500809569
2023-01-0125371.61098723718
2023-02-0125105.82325748719
2023-03-0125259.019491156512
2023-04-0126861.7425207889
2023-05-0127609.268867820465
2023-06-0127961.806837596727
2023-07-0128579.514810374316
2023-08-0127636.95579376526
2023-09-0127958.11549781594
2023-10-0126917.730344249354
2023-11-0127921.200222419182
2023-12-0130296.673128388873
2024-01-0128840.381379612892
2024-02-0128978.196404999304
2024-03-0129555.915489348015
2024-04-0130908.84596908419
2024-05-0130916.228648645756
2024-06-0133051.141109348995
2024-07-0132542.945386853255
2024-08-0132406.974153768333
2024-09-0133517.50039593656
2024-10-0132586.013521080957
2024-11-0132829.64945696843
2024-12-0132164.56616102259
2025-01-0131277.994967873983
2025-02-0130560.615188248474
2025-03-0132546.02087747427
2025-04-0134703.69722602199
2025-05-0135198.35553253631
2025-06-0136254.73962113448
2025-07-0135503.52005673322
2025-08-0134145.666538896745
2025-09-0134662.476639273584
2025-10-0136754.32096574912
2025-11-0137922.06109693062
2025-12-0137848.84639529687
2026-01-0137882.6843024837
2026-02-0138389.64832665991
2026-03-0132048.287080338934
2026-04-0135671.48164952569
Annual Return Matrix
YearAnnual Return
20170.4155218194220307
20180.06638500368523492
20190.18820173790675043
2020-0.04699085548655968
20210.14023729036928767
20220.2180917990850617
20230.13077519117459802
20240.06165340414500653
20250.1767249154183388
2026-0.05752790251598627
Total Factor Risk
0.2619568851363458
VTI.US Exposure
0.06615701274035281
VEA.US Exposure
0.05570629024431243
VWO.US Exposure
-0.006119584592900067
QQQ.US Exposure
0.017304848209903738
VTV.US Exposure
-0.009426876075204114
IJR.US Exposure
-0.009981233671927053
QUAL.US Exposure
-0.040324290520379634
SHV.US Exposure
0.6815356284572666
TLT.US Exposure
-0.008117645088205947
LQD.US Exposure
0.010514056088184153
HYG.US Exposure
0.06143832177251676
GLD.US Exposure
0.005776051044030647
USO.US Exposure
0.003253211486797462
VNQ.US Exposure
0.009194275397544164
BTC-USD.CC Exposure
-0.0018231120115559823
CPER.US Exposure
0.0009316055734229999
VIX.INDX Exposure
0.00553853978260018
UUP.US Exposure
0.01115701507373969
TIP.US Exposure
0.0000041451458331516986
Idiosyncratic Exposure
0.14728174094366797
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
26.2%

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
1.30
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 →
-1.9%
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 →
-1.9%
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 →
8.8% 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 BANKBEES.NSE a high-risk investment?

BANKBEES.NSE (BANKBEES.NSE) has an annualized volatility of 26.2% and experienced a maximum drawdown of 41.1% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BANKBEES.NSE?

Over the past 10 years, BANKBEES.NSE has generated a Compound Annual Growth Rate (CAGR) of 12.7%. It has had a positive return in 80% 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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