Bassac

10-Year Study

BASS.PA · Real Estate · FR · Common Stock

Executive Summary: Bassac has compounded at 10.2% annually over the last 10 years, with a maximum drawdown of 46.3% and an annualized volatility of 45.7%.

1Y CAGR
-16.0%
3Y CAGR
+4.6%
5Y CAGR
-2.0%
10Y CAGR
+10.2%

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 →
46.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.44
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.81
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
33.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +68.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -30.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.4-2.3-14.49.9————————-2.2%
2025-1.722.617.94.4-5.82.1-0.3-1.7-16.42.11.01.021.7%
2024-10.8-4.8-5.54.613.8-12.1-2.10.28.91.6-5.7-3.2-16.8%
20236.1-2.02.8-1.2-8.4-1.10.9-3.6-16.410.51.827.311.4%
2022-5.9-8.48.1-0.62.2-12.03.1-2.0-11.86.3-7.7-4.2-30.2%
20211.88.413.50.413.37.610.8-4.2-2.9-3.3-0.910.968.0%
20207.6-0.8-23.8-3.616.68.90.013.6-7.0-12.310.0-1.60.0%
20199.2-9.240.1-13.7-4.54.318.511.5-12.5-1.35.90.444.9%
20185.1-1.9-0.84.2-3.0-9.1-1.59.5-2.2-15.5-8.3-7.7-29.1%
2017-0.12.09.2-5.07.83.55.83.37.4-9.1-0.65.231.7%
2016———16.513.41.02.11.526.0-0.016.4-2.298.4%

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 45.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 36.0% of variance. Idiosyncratic stock-specific factors contribute 21.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111647.139854578505
2016-05-0113209.426834810272
2016-06-0113344.268348102703
2016-07-0113628.933765053396
2016-08-0113833.716768916156
2016-09-0117424.448988866166
2016-10-0117419.47852760736
2016-11-0120281.115087480117
2016-12-0119836.613837764144
2017-01-0119826.601908657125
2017-02-0120226.15598727562
2017-03-0122079.001931379233
2017-04-0120975.27550556692
2017-05-0122621.35026130425
2017-06-0123422.30458986594
2017-07-0124769.15757782322
2017-08-0125575.295387411952
2017-09-0127473.159509202455
2017-10-0124983.45546466712
2017-11-0124825.323790047718
2017-12-0126121.194046807545
2018-01-0127447.597137014316
2018-02-0126937.48579868212
2018-03-0126733.412860713477
2018-04-0127855.7430129516
2018-05-0127021.344580777095
2018-06-0124564.871620086342
2018-07-0124191.092933424225
2018-08-0126487.37502840264
2018-09-0125899.937514201316
2018-10-0121894.81083844581
2018-11-0120079.101340604408
2018-12-0118530.44762553965
2019-01-0120239.292206316746
2019-02-0118370.256759827313
2019-03-0125739.74664848898
2019-04-0122215.192569870484
2019-05-0121215.703817314243
2019-06-0122125.795273801406
2019-07-0126221.02931152011
2019-08-0129235.61406498523
2019-09-0125595.39025221541
2019-10-0125254.132583503746
2019-11-0126732.91581458759
2019-12-0126846.668370824817
2020-01-0128894.356396273575
2020-02-0128666.780277209724
2020-03-0121841.413883208363
2020-04-0121045.074982958417
2020-05-0124540.019313792323
2020-06-0126726.738241308794
2020-07-0126726.738241308794
2020-08-0130371.29345603272
2020-09-0128245.35616905249
2020-10-0124783.003862758465
2020-11-0127273.417973187916
2020-12-0126848.230515791864
2021-01-0127334.199613724155
2021-02-0129642.410815723702
2021-03-0133651.44285389684
2021-04-0133772.93512837991
2021-05-0138267.22619859123
2021-06-0141181.62065439672
2021-07-0145616.550215860036
2021-08-0143715.84583049307
2021-09-0142448.7332424449
2021-10-0141054.94489888661
2021-11-0140674.77561917745
2021-12-0145109.70518064076
2022-01-0142448.7332424449
2022-02-0138900.817995910016
2022-03-0142068.63496932515
2022-04-0141815.212451715524
2022-05-0142720.54646671211
2022-06-0137594.08373097023
2022-07-0138777.12451715519
2022-08-0137988.45432856169
2022-09-0133519.22858441264
2022-10-0135622.37275619178
2022-11-0132861.99159281982
2022-12-0131481.765507839125
2023-01-0133387.72438082254
2023-02-0132730.48738922972
2023-03-0133650.66178141331
2023-04-0133256.29118382186
2023-05-0130464.80913428766
2023-06-0130126.320722563058
2023-07-0130397.13985457851
2023-08-0129313.934333106114
2023-09-0124507.28527607362
2023-10-0127079.85401045217
2023-11-0127553.7519881845
2023-12-0135068.37934560327
2024-01-0131277.1955237446
2024-02-0129787.83231083845
2024-03-0128163.059531924562
2024-04-0129449.34389911384
2024-05-0133511.275846398545
2024-06-0129461.98307202909
2024-07-0128833.64576232674
2024-08-0128903.516246307656
2024-09-0131486.66496250852
2024-10-0131975.33231083845
2024-11-0130160.19086571234
2024-12-0129182.78516246308
2025-01-0128694.046807543742
2025-02-0135186.889343331066
2025-03-0141470.26244035446
2025-04-0143285.40388548057
2025-05-0140757.7823221995
2025-06-0141609.861395137465
2025-07-0141467.84821631447
2025-08-0140757.7823221995
2025-09-0134083.16291751875
2025-10-0134793.228811633715
2025-11-0135148.26175869121
2025-12-0135503.294705748696
2026-01-0137775.50556691661
2026-02-0136923.426493978644
2026-03-0131597.93228811634
2026-04-0134722.222222222226
Annual Return Matrix
YearAnnual Return
20170.3168171876733856
2018-0.2905972218446733
20190.44878682443824536
20200.00005818766580167889
20210.6801742354717821
2022-0.30210660030316916
20230.11392670582185316
2024-0.16783194128068846
20250.21658349290853485
2026-0.02200000000000002
Total Factor Risk
0.45724651501645563
VTI.US Exposure
0.3599265157728484
VEA.US Exposure
0.00159676740593959
VWO.US Exposure
0.007854575716418065
QQQ.US Exposure
0.09818447557681312
VTV.US Exposure
0.07258944125575463
IJR.US Exposure
0.048639041466866616
QUAL.US Exposure
0.03475071307568493
SHV.US Exposure
0.0595008185227362
TLT.US Exposure
0.016597402099635804
LQD.US Exposure
0.00007972847241878353
HYG.US Exposure
0.03209090301178367
GLD.US Exposure
0.004534339451031939
USO.US Exposure
0.0076874639997022475
VNQ.US Exposure
0.013273191397950015
BTC-USD.CC Exposure
-0.0000769270360838319
CPER.US Exposure
-0.003166083706255358
VIX.INDX Exposure
0.013082310682198875
UUP.US Exposure
-0.0011258781362286938
TIP.US Exposure
0.014835131019366411
Idiosyncratic Exposure
0.21914606995141844
Value Score
46.6
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
45.7%

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 →8.6x
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$738.3M
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 →
+0.7%
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 →
-4.8%
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 →
21.1% 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 →
0.69
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bassac a high-risk investment?

Bassac (BASS.PA) has an annualized volatility of 45.7% and experienced a maximum drawdown of 46.3% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BASS.PA?

Over the past 10 years, BASS.PA has generated a Compound Annual Growth Rate (CAGR) of 10.2%. It has had a positive return in 60% 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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