BCDA.US

10-Year Study

BCDA.US · Unknown · Unknown · Common Stock

Executive Summary: BCDA.US has compounded at -50.8% annually over the last 10 years, with a maximum drawdown of 99.6% and an annualized volatility of 174.1%.

1Y CAGR
-54.9%
3Y CAGR
-60.5%
5Y CAGR
-54.6%
10Y CAGR
-50.8%

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 →
99.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
83.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · +7.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -78.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
14%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.64.9-6.2-5.8-18.410.8——————-17.6%
202513.3-18.626.423.6-31.2-9.79.7-7.6-34.78.53.6-13.8-42.7%
2024-31.821.4-26.0-4.9-20.4-35.71.31.32.3-25.3-2.1-4.4-78.1%
202321.5-13.4-11.45.6-14.150.8-61.4-24.3-44.9-13.466.96.9-68.2%
2022-4.611.90.0-25.69.1-13.70.037.2-2.50.5-5.113.07.7%
202118.8-5.611.9-18.415.5-2.9-16.4-11.16.4-10.8-26.8-5.4-43.9%
202027.7-21.9-7.640.1-14.3-41.04.2-6.0-3.4-12.318.147.2-6.0%
2019————-15.41.578.9-71.0-30.624.08.5-20.0-66.8%

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 174.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.5% of variance. Idiosyncratic stock-specific factors contribute 13.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018455.283622573696
2019-06-018581.757652368353
2019-07-0115356.829483185475
2019-08-014453.480550123788
2019-09-013089.4327548526076
2019-10-013831.0772845993883
2019-11-014155.377389567835
2019-12-013324.3019116542678
2020-01-014245.711680645396
2020-02-013315.268482546511
2020-03-013062.332467529339
2020-04-014290.878826184176
2020-05-013676.6056468567576
2020-06-012168.022985861479
2020-07-012258.3572769390407
2020-08-012122.855840322698
2020-09-012050.588407460649
2020-10-011797.6523924434764
2020-11-012122.855840322698
2020-12-013125.566471283632
2021-01-013712.7393632877825
2021-02-013504.970493809391
2021-03-013920.508232766174
2021-04-013197.8339041456816
2021-05-013694.6725050722703
2021-06-013586.2713557791963
2021-07-012999.0984637750457
2021-08-012664.8615867880676
2021-09-012836.496739835435
2021-10-012529.3601501717258
2021-11-011851.8529670900132
2021-12-011752.4852469046955
2022-01-011671.18438493489
2022-02-011869.9198253055254
2022-03-011869.9198253055254
2022-04-011391.148082594449
2022-05-011517.6160901030353
2022-06-011309.8472206246433
2022-07-011309.8472206246433
2022-08-011797.6523924434764
2022-09-011752.4852469046955
2022-10-011761.5186760124516
2022-11-011671.18438493489
2022-12-011887.986683521038
2023-01-012294.490993370065
2023-02-011987.3544037063557
2023-03-011761.5186760124516
2023-04-011860.8863961977693
2023-05-011598.9169520728408
2023-06-012411.925571770895
2023-07-01930.4431980988846
2023-08-01704.6074704049805
2023-09-01388.34711734243746
2023-10-01336.3145656817619
2023-11-01561.1566161738127
2023-12-01600.0003613371642
2024-01-01409.39500716350926
2024-02-01496.8386009265889
2024-03-01367.6605646856758
2024-04-01349.684040761241
2024-05-01278.2296165188898
2024-06-01178.861896333572
2024-07-01181.27081076230698
2024-08-01183.67972519104194
2024-09-01187.89532544132817
2024-10-01140.3192654738124
2024-11-01137.30812243789364
2024-12-01131.28583636605623
2025-01-01148.7504659743848
2025-02-01121.04795004393256
2025-03-01152.966066224671
2025-04-01189.09978265569566
2025-05-01130.08137915168874
2025-06-01117.4345784008301
2025-07-01128.87692193732124
2025-08-01119.06059564022623
2025-09-0177.687490326703
2025-10-0184.31200500572416
2025-11-0187.32314804164291
2025-12-0175.27857589796801
2026-01-0174.07411868360053
2026-02-0177.687490326703
2026-03-0172.86966146923304
2026-04-0168.65406121894682
2026-05-0156.00726046808821
2026-06-0162.02954653992565
Annual Return Matrix
YearAnnual Return
2020-0.05978260869565222
2021-0.4393063583815029
20220.07731958762886593
2023-0.6822009569377991
2024-0.7811904044966376
2025-0.42660550458715596
2026-0.17599999999999993
Total Factor Risk
1.7408093407339904
VTI.US Exposure
0.03578653717487456
VEA.US Exposure
-0.0066912184740675375
VWO.US Exposure
0.004876551187509589
QQQ.US Exposure
-0.00902095930235461
VTV.US Exposure
0.03605542825505974
IJR.US Exposure
0.02375035732097439
QUAL.US Exposure
0.02193664819138752
SHV.US Exposure
0.6152053280901381
TLT.US Exposure
0.029141731376300117
LQD.US Exposure
0.004452119612900342
HYG.US Exposure
-0.0011873353684533935
GLD.US Exposure
0.0018939423152863149
USO.US Exposure
0.0002458980423117619
VNQ.US Exposure
0.023921210160916015
BTC-USD.CC Exposure
0.0017489894642062258
CPER.US Exposure
0.0203772113847828
VIX.INDX Exposure
0.018821771577479628
UUP.US Exposure
0.027559451207116538
TIP.US Exposure
0.018370193511184872
Idiosyncratic Exposure
0.13275614427244706
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
174.1%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-5.4%
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 →
-22.1%
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 →
57.4% 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
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
52
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-43.7%
50.0% retracement-37.4%
61.8% retracement-29.6%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is BCDA.US a high-risk investment?

BCDA.US (BCDA.US) has an annualized volatility of 174.1% and experienced a maximum drawdown of 99.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCDA.US has generated a Compound Annual Growth Rate (CAGR) of -50.8%. It has had a positive return in 14% 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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