BayCom Corp

10-Year Study

BCML.US · Financial Services · US · Common Stock

Executive Summary: BayCom Corp has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 61.5% and an annualized volatility of 28.9%.

1Y CAGR
+11.1%
3Y CAGR
+24.1%
5Y CAGR
+11.0%
10Y CAGR
+9.9%

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 →
61.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.42
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +30.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -33.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.70.81.1-4.7————————-3.6%
20254.3-1.8-7.93.31.55.8-2.512.0-4.2-5.27.01.713.0%
2024-13.5-1.94.0-4.02.01.418.4-4.43.44.816.7-6.916.6%
20236.02.1-16.4-2.3-2.83.520.9-4.40.23.15.613.426.9%
202210.98.0-2.84.02.3-10.5-5.3-5.0-5.39.4-1.40.42.2%
2021-3.116.35.40.42.4-3.11.9-5.47.51.6-3.63.023.7%
2020-1.2-5.1-43.52.36.9-2.0-20.412.7-11.17.829.75.3-33.3%
2019-6.56.8-1.91.8-5.20.24.6-3.52.8-6.93.93.6-1.5%
20182.614.0-1.1-2.29.13.1-2.08.01.8-9.3-4.5-0.118.7%
20177.72.8-0.32.42.11.7-0.6-1.45.35.31.61.030.9%
2016———-1.21.8-0.23.1-1.40.4-0.07.312.623.8%

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 28.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 40.6% of variance. Idiosyncratic stock-specific factors contribute 21.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019883.317278857163
2016-05-0110062.521582668436
2016-06-0110040.802602642627
2016-07-0110350.04816342851
2016-08-0110208.37498409698
2016-09-0110253.357808836625
2016-10-0110249.995456280327
2016-11-0110999.981825121316
2016-12-0112383.362716053869
2017-01-0113333.363624797803
2017-02-0113708.311372021592
2017-03-0113666.690899838242
2017-04-0114000.018174878684
2017-05-0114291.724977735774
2017-06-0114541.7204340161
2017-07-0114450.028171061957
2017-08-0114241.653186964975
2017-09-0114999.999999999998
2017-10-0115791.69771541775
2017-11-0116041.693171698076
2017-12-0116208.356809218296
2018-01-0116625.015903018844
2018-02-0118958.397702695333
2018-03-0118741.662274404316
2018-04-0118333.363624797803
2018-05-0120000
2018-06-0120625.03407789753
2018-07-0120216.735428291016
2018-08-0121833.390887115827
2018-09-0122233.329092528304
2018-10-0120158.394067719597
2018-11-0119258.374075353044
2018-12-0119241.653186964977
2019-01-0118000.036349757363
2019-02-0119225.02317297032
2019-03-0118866.70543974119
2019-04-0119208.39315897566
2019-05-0118216.680903654968
2019-06-0118250.031806037692
2019-07-0119083.349993638793
2019-08-0118416.695443557914
2019-09-0118925.046800312608
2019-10-0117616.72815833954
2019-11-0118300.012722415075
2019-12-0118950.0372585013
2020-01-0118716.671816215625
2020-02-0117758.401337671068
2020-03-0110041.71134657676
2020-04-0110274.985914469022
2020-05-0110983.35181112666
2020-06-0110758.346813035023
2020-07-018566.638192690063
2020-08-019654.22293306192
2020-09-018583.359081078132
2020-10-019250.013631159012
2020-11-0112000.054524636047
2020-12-0112641.718616528233
2021-01-0112250.049980916376
2021-02-0114241.653186964975
2021-03-0115016.720888388068
2021-04-0115075.062248959486
2021-05-0115433.379982188617
2021-06-0114958.379527816649
2021-07-0115249.99545628033
2021-08-0114425.037712873265
2021-09-0115499.990912560657
2021-10-0115741.716799040367
2021-11-0115175.024081714253
2021-12-0115633.394522091561
2022-01-0117333.38179967649
2022-02-0118716.671816215625
2022-03-0118183.33000127224
2022-04-0118918.412969593428
2022-05-0119352.70169571618
2022-06-0117312.208066011157
2022-07-0116399.73828174697
2022-08-0115579.324258010576
2022-09-0114756.729248832266
2022-10-0116141.745878846257
2022-11-0115915.105141673179
2022-12-0115974.082622998489
2023-01-0116925.174024463384
2023-02-0117278.675414841604
2023-03-0114447.665436833207
2023-04-0114109.340070155029
2023-05-0113711.764598971302
2023-06-0114192.581014521727
2023-07-0117153.54137511132
2023-08-0116396.285054797256
2023-09-0116432.72568655604
2023-10-0116937.442067574197
2023-11-0117878.35553697679
2023-12-0120273.98629614147
2024-01-0117541.029788626158
2024-02-0117205.794151324037
2024-03-0117891.44144962832
2024-04-0117170.989258646696
2024-05-0117518.22031587939
2024-06-0117756.402101015974
2024-07-0121019.70156849203
2024-08-0120094.7819923302
2024-09-0120783.79164319078
2024-10-0121773.868159430032
2024-11-0125401.392195707092
2024-12-0123638.15634030643
2025-01-0124650.951454899034
2025-02-0124219.388960578686
2025-03-0122300.667018047654
2025-04-0123044.9283001036
2025-05-0123381.617927700332
2025-06-0124730.92092110285
2025-07-0124106.159466385558
2025-08-0127006.779229748638
2025-09-0125873.75729267007
2025-10-0124532.81474346159
2025-11-0126260.70045982443
2025-12-0126717.07166354664
2026-01-0126517.147998037108
2026-02-0126717.07166354664
2026-03-0127012.413442140274
2026-04-0125753.803093364353
Annual Return Matrix
YearAnnual Return
20170.30888169723121184
20180.18714397847050912
2019-0.015155450814446025
2020-0.3328921498105789
20210.2366510437632987
20220.021792330541233307
20230.2691800070541921
20240.16593530226491393
20250.13025192315824663
2026-0.036054421768707434
Total Factor Risk
0.28888131494256086
VTI.US Exposure
0.016907690561785496
VEA.US Exposure
0.00457990073090506
VWO.US Exposure
0.0032115805862897562
QQQ.US Exposure
0.00490434732240021
VTV.US Exposure
0.03262971615981734
IJR.US Exposure
0.31737481615329094
QUAL.US Exposure
-0.056360293908949345
SHV.US Exposure
0.4060356524761562
TLT.US Exposure
0.004296852056666596
LQD.US Exposure
0.020333696989763145
HYG.US Exposure
-0.0045312134725524296
GLD.US Exposure
-0.0027320381467633823
USO.US Exposure
0.00016457013500577918
VNQ.US Exposure
-0.015691802325599996
BTC-USD.CC Exposure
-0.004805364185073922
CPER.US Exposure
0.0024440353409590295
VIX.INDX Exposure
0.012954232462469713
UUP.US Exposure
0.040189806660233245
TIP.US Exposure
0.001265568216202684
Idiosyncratic Exposure
0.21682824618699392
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
35.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
28.9%

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 →13.6x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.98%
Market Cap$323.7M
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
$273
Avg Yield on Cost
2.73%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$272.622.73%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 →
-4.5%
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 →
-1.7%
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 →
13.8% 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 →
0.32
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BayCom Corp a high-risk investment?

BayCom Corp (BCML.US) has an annualized volatility of 28.9% and experienced a maximum drawdown of 61.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BCML.US has generated a Compound Annual Growth Rate (CAGR) of 9.9%. It has had a positive return in 70% 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 BayCom Corp

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

Start a Free Backtest