BBGI.US

10-Year Study

BBGI.US · Unknown · Unknown · Common Stock

Executive Summary: BBGI.US has compounded at -20.2% annually over the last 10 years, with a maximum drawdown of 95.5% and an annualized volatility of 133.6%.

1Y CAGR
+250.6%
3Y CAGR
-13.0%
5Y CAGR
-24.3%
10Y CAGR
-20.2%

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 →
95.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.38
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
130.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +179.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -51.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.0-18.6-18.1319.2————————179.4%
2025-14.5-4.3-27.92.3-22.0-6.30.210.814.3-3.6-16.918.7-46.8%
20241.1-2.2-10.3-12.8-4.41.5-7.60.0-11.716.8-28.85.0-46.5%
202323.9-7.0-22.618.38.2-2.9-2.0-2.0-11.2-4.6-12.020.5-4.3%
2022-1.60.0-5.9-4.0-12.4-13.5-0.8-4.7-10.7-2.8-2.9-9.8-51.6%
202137.619.016.0-0.7-1.84.7-8.0-4.95.5-12.0-15.7-4.027.5%
202023.0-18.2-38.633.3-4.42.5-27.2-14.1-18.4-2.424.8-1.3-50.5%
2019————-13.63.30.9-6.23.3-7.1-1.410.6-11.6%

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 133.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.1% of variance. Idiosyncratic stock-specific factors contribute 13.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018637.603009980961
2019-06-018920.073786693552
2019-07-019003.180144215374
2019-08-018449.138134098097
2019-09-018727.059127138227
2019-10-018107.7189846612255
2019-11-017995.111838767853
2019-12-018841.511612421156
2020-01-0110873.056667208413
2020-02-018898.738415104923
2020-03-015461.3964520424015
2020-04-017281.861562695
2020-05-016958.876205673071
2020-06-017135.049833124195
2020-07-015197.1354508234135
2020-08-014463.076522948238
2020-09-013640.9307813475
2020-10-013552.843967621938
2020-11-014433.714345046767
2020-12-014374.989429201524
2021-01-016019.280912402999
2021-02-017164.412291046817
2021-03-018309.543669690633
2021-04-018250.819313887694
2021-05-018104.007584316889
2021-06-018485.717857184061
2021-07-017810.384125175279
2021-08-017428.673292265805
2021-09-017839.746583097901
2021-10-016900.151289827828
2021-11-015813.744266986951
2021-12-015578.845723690584
2022-01-015490.758909965023
2022-02-015490.758909965023
2022-03-015167.772992900792
2022-04-014962.236347484743
2022-05-014345.627251300054
2022-06-013758.380333016835
2022-07-013729.017875094213
2022-08-013552.843967621938
2022-09-013171.133414733615
2022-10-013083.0463209869017
2022-11-012994.9592272401887
2022-12-012701.3357680985787
2023-01-013347.30732220589
2023-02-013112.408778909524
2023-03-012407.7123089569695
2023-04-012848.147497669384
2023-05-013083.0463209869017
2023-06-012994.9592272401887
2023-07-012936.234591416097
2023-08-012877.509955592006
2023-09-012554.524038527774
2023-10-012437.074766879591
2023-11-012143.451307737981
2023-12-012583.886496450396
2024-01-012613.2486743518657
2024-02-012554.524038527774
2024-03-012290.2630373087864
2024-04-011996.6395781671763
2024-05-011908.5524844204633
2024-06-011937.914802332509
2024-07-011791.1030727617042
2024-08-011791.1030727617042
2024-09-011581.1623946826448
2024-10-011846.8915467998793
2024-11-011315.4331025548347
2024-12-011381.4983528595817
2025-01-011181.8344510470943
2025-02-011130.4502896930821
2025-03-01814.805127120082
2025-04-01833.890598760268
2025-05-01650.3759367967618
2025-06-01609.2686917198978
2025-07-01610.7367726128562
2025-08-01676.802092922891
2025-09-01773.6978120379301
2025-10-01745.8035750188426
2025-11-01619.5454679864698
2025-12-01735.5267987522706
2026-01-01735.5267987522706
2026-02-01598.9918566488838
2026-03-01490.3511767664882
2026-04-012055.364213991268
Annual Return Matrix
YearAnnual Return
2020-0.5051763068370299
20210.2751678178817396
2022-0.5157894837228876
2023-0.04347822030685711
2024-0.4653409293490989
2025-0.46758763973203876
20261.7944110499820498
Total Factor Risk
1.3359002272186447
VTI.US Exposure
0.004544854833664812
VEA.US Exposure
0.0477651755866226
VWO.US Exposure
0.0066078644274170295
QQQ.US Exposure
-0.006894964961448538
VTV.US Exposure
0.019048852096457507
IJR.US Exposure
0.030048947480720928
QUAL.US Exposure
0.015142528400466657
SHV.US Exposure
0.7207956262228965
TLT.US Exposure
0.005376707872889607
LQD.US Exposure
0.001223000176179537
HYG.US Exposure
-0.00031643069552362733
GLD.US Exposure
0.0010124093081163839
USO.US Exposure
0.00007632766846027723
VNQ.US Exposure
0.008142127143354912
BTC-USD.CC Exposure
-0.0008094401208653407
CPER.US Exposure
0.0031777931295835426
VIX.INDX Exposure
-0.0013675354937574475
UUP.US Exposure
0.007443206420038948
TIP.US Exposure
0.0018188849365828662
Idiosyncratic Exposure
0.13716406556814262
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
133.6%

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 →
+181.9%
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 →
+179.4%
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 →
16.1% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BBGI.US a high-risk investment?

BBGI.US (BBGI.US) has an annualized volatility of 133.6% and experienced a maximum drawdown of 95.5% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BBGI.US?

Over the past 10 years, BBGI.US has generated a Compound Annual Growth Rate (CAGR) of -20.2%. It has had a positive return in 29% 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.

Run a Full Backtest on BBGI.US

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest