Bright Horizons Family Solutions Inc

10-Year Study

BFAM.US · Consumer Cyclical · US · Common Stock

Executive Summary: Bright Horizons Family Solutions Inc has compounded at 2.7% annually over the last 10 years, with a maximum drawdown of 66.7% and an annualized volatility of 61.5%.

1Y CAGR
-36.9%
3Y CAGR
-0.4%
5Y CAGR
-9.5%
10Y CAGR
+2.7%

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 →
66.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.15
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
32.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +49.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -49.9%
% 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.
2026-8.6-19.610.23.2————————-16.4%
202510.65.8-2.0-1.33.0-4.3-8.54.4-8.00.6-5.9-1.3-8.5%
20244.316.9-1.3-8.51.44.79.217.0-0.4-4.8-13.4-4.117.6%
202321.72.7-2.3-1.112.58.05.0-2.7-13.7-9.118.17.849.4%
20222.01.71.6-13.9-20.7-6.710.8-27.2-15.513.313.6-15.0-49.9%
2021-12.25.17.4-15.5-4.66.41.6-2.5-4.319.1-25.92.4-27.2%
20208.9-4.0-35.114.2-3.94.8-8.524.014.34.07.61.715.1%
20193.97.12.50.87.010.10.88.5-7.6-2.61.3-0.234.8%
20184.5-2.74.3-4.96.71.34.411.6-1.3-2.55.9-8.418.6%
20171.2-2.54.95.00.80.62.31.27.90.13.15.734.2%
2016———1.3-1.32.31.11.6-1.90.02.91.78.1%

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 61.5%. The dominant macroeconomic risk driver is SHV.US, accounting for 63.6% of variance. Idiosyncratic stock-specific factors contribute 16.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110129.669651126891
2016-05-0110001.54368632294
2016-06-0110236.184007409694
2016-07-0110353.504167953071
2016-08-0110521.765977153442
2016-09-0110325.717814140167
2016-10-0110328.805186786045
2016-11-0110623.649274467425
2016-12-0110808.891633220128
2017-01-0110938.56128434702
2017-02-0110668.416177832665
2017-03-0111190.182154986105
2017-04-0111750.54029021303
2017-05-0111843.161469589379
2017-06-0111918.802099413397
2017-07-0112196.665637542452
2017-08-0112338.684779252857
2017-09-0113308.11979005866
2017-10-0113322.01296696511
2017-11-0113731.089842543995
2017-12-0114510.651435628279
2018-01-0115158.999691262736
2018-02-0114753.01018832973
2018-03-0115393.64001234949
2018-04-0114646.495832046927
2018-05-0115622.105588144488
2018-06-0115825.87218277246
2018-07-0116515.899969126272
2018-08-0118436.24575486261
2018-09-0118190.79962951528
2018-10-0117738.4995368941
2018-11-0118783.57517752393
2018-12-0117204.38406915715
2019-01-0117874.34393331275
2019-02-0119141.710404445814
2019-03-0119621.7968508799
2019-04-0119782.340228465575
2019-05-0121157.764742204385
2019-06-0123289.59555418339
2019-07-0123474.837912936087
2019-08-0125478.542760111144
2019-09-0123541.216424822476
2019-10-0122926.829268292684
2019-11-0123235.56653288052
2019-12-0123200.061747452917
2020-01-0125274.77616548317
2020-02-0124259.030564989196
2020-03-0115745.600493979624
2020-04-0117976.227230626737
2020-05-0117270.76258104353
2020-06-0118092.003704847175
2020-07-0116554.492127199752
2020-08-0120532.571781414015
2020-09-0123470.20685396727
2020-10-0124397.962334053722
2020-11-0126259.64803951837
2020-12-0126704.229700524855
2021-01-0123459.4010497067
2021-02-0124646.495832046927
2021-03-0126466.50200679222
2021-04-0122357.209015128126
2021-05-0121338.376041988267
2021-06-0122709.169496758263
2021-07-0123078.110527940724
2021-08-0122500.77184316147
2021-09-0121522.074714418028
2021-10-0125625.19296079037
2021-11-0118979.623340537204
2021-12-0119431.92343315838
2022-01-0119822.476072861995
2022-02-0120166.718122877428
2022-03-0120483.173819079962
2022-04-0117635.072553257178
2022-05-0113978.079654214263
2022-06-0113047.236801481939
2022-07-0114459.709786971287
2022-08-0110527.940722445199
2022-09-018899.351651744364
2022-10-0110083.359061438714
2022-11-0111454.152516208707
2022-12-019740.660697746218
2023-01-0111852.423587527015
2023-02-0112170.422970052487
2023-03-0111884.841000308737
2023-04-0111750.54029021303
2023-05-0113213.95492435937
2023-06-0114271.380055572708
2023-07-0114978.388391478851
2023-08-0114575.486261191725
2023-09-0112574.86878666255
2023-10-0111432.540907687559
2023-11-0113497.993207780179
2023-12-0114547.69990737882
2024-01-0115166.718122877432
2024-02-0117730.781105279406
2024-03-0117499.22815683853
2024-04-0116009.570855202222
2024-05-0116227.230626736648
2024-06-0116992.89904291448
2024-07-0118562.828033343623
2024-08-0121722.75393640012
2024-09-0121631.67644334671
2024-10-0120603.58135226922
2024-11-0117849.64495214572
2024-12-0117111.762889780795
2025-01-0118925.594319234333
2025-02-0120015.43686322939
2025-03-0119610.99104661933
2025-04-0119360.91386230318
2025-05-0119944.42729237419
2025-06-0119078.41926520531
2025-07-0117459.09231244211
2025-08-0118221.673355974068
2025-09-0116759.802408150663
2025-10-0116861.68570546465
2025-11-0115862.920654523
2025-12-0115652.979314603272
2026-01-0114299.16640938561
2026-02-0111503.550478542758
2026-03-0112678.295770299475
2026-04-0113078.110527940722
Annual Return Matrix
YearAnnual Return
20170.34247357897743513
20180.18563829787234054
20190.3484970838941228
20200.1510413201144456
2021-0.27232788022429044
2022-0.4987289482046393
20230.49350237717908074
20240.17625212224108666
2025-0.08525033829499318
2026-0.16449704142011845
Total Factor Risk
0.614583497433516
VTI.US Exposure
0.09467880312295937
VEA.US Exposure
-0.00004579781450320914
VWO.US Exposure
0.02091035502263716
QQQ.US Exposure
-0.03006171918116259
VTV.US Exposure
-0.025363377668793406
IJR.US Exposure
-0.01286404467106023
QUAL.US Exposure
0.006467433991492231
SHV.US Exposure
0.6357475668744896
TLT.US Exposure
0.003675865081592909
LQD.US Exposure
-0.009162834200938262
HYG.US Exposure
0.054092518108127034
GLD.US Exposure
-0.0019797545707640877
USO.US Exposure
0.0003923249159009353
VNQ.US Exposure
0.05792380415743028
BTC-USD.CC Exposure
0.0013749909276336856
CPER.US Exposure
-0.0036769282786564775
VIX.INDX Exposure
0.00953783142756193
UUP.US Exposure
0.026820969568682306
TIP.US Exposure
0.008745940586563344
Idiosyncratic Exposure
0.1627860526008073
Value Score
40
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
61.5%

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 →24.9x
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$4.7B
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 →
+7.7%
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 →
-14.9%
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 →
35.6% 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 →
1.31
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bright Horizons Family Solutions Inc a high-risk investment?

Bright Horizons Family Solutions Inc (BFAM.US) has an annualized volatility of 61.5% and experienced a maximum drawdown of 66.7% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BFAM.US has generated a Compound Annual Growth Rate (CAGR) of 2.7%. 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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