Blue Hat Interactive Entertainment 

10-Year Study

BHAT.US · Communication Services · US · Common Stock

Executive Summary: Blue Hat Interactive Entertainment  has compounded at -80.4% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 215.4%.

1Y CAGR
-97.2%
3Y CAGR
-92.0%
5Y CAGR
-85.4%
10Y CAGR
-80.4%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
102.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +163.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -94.4%
% 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.
2026-32.0-93.751.5-14.1————————-94.4%
2025-73.911.1-54.59.3-14.11.82.3-5.113.6-19.3-12.9-14.1-91.6%
20244.0-1.95.913.9-7.3-2.2-19.2-47.6-27.8-16.1-48.3-6.8-86.2%
202331.6-4.040.020.524.716.81.722.5-6.8-36.523.0-6.5163.2%
2022-15.7-15.157.1-38.0-55.0109.6-11.2-46.2-32.4-26.1-1.5-43.3-91.2%
202149.4-4.57.1-14.7-28.44.1-17.0-9.3-6.213.6-24.0-17.8-51.3%
2020-37.8-23.2-15.645.7-2.513.9-6.1-13.0-17.7-11.513.10.9-55.7%
2019———————-21.210.3-10.2-7.0-27.4-47.4%

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 215.4%. The dominant macroeconomic risk driver is SHV.US, accounting for 30.5% of variance. Idiosyncratic stock-specific factors contribute 29.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-08-017879.581151832461
2019-09-018691.099476439791
2019-10-017801.047120418848
2019-11-017251.30890052356
2019-12-015261.780104712042
2020-01-013272.2513089005233
2020-02-012513.089005235602
2020-03-012120.418848167539
2020-04-013089.005235602094
2020-05-013010.471204188482
2020-06-013429.3193717277486
2020-07-013219.8952879581147
2020-08-012801.047120418848
2020-09-012306.282722513089
2020-10-012041.8848167539265
2020-11-012308.9005235602094
2020-12-012329.8429319371726
2021-01-013481.675392670157
2021-02-013324.607329842932
2021-03-013560.2094240837696
2021-04-013036.6492146596856
2021-05-012172.7748691099478
2021-06-012261.780104712042
2021-07-011876.9633507853403
2021-08-011701.5706806282724
2021-09-011596.8586387434555
2021-10-011814.1361256544503
2021-11-011379.5811518324608
2021-12-011133.5078534031413
2022-01-01955.4973821989529
2022-02-01811.5183246073299
2022-03-011274.869109947644
2022-04-01790.5759162303665
2022-05-01356.020942408377
2022-06-01746.0732984293194
2022-07-01662.303664921466
2022-08-01356.020942408377
2022-09-01240.8376963350785
2022-10-01178.0104712041885
2022-11-01175.39267015706804
2022-12-0199.47643979057591
2023-01-01130.89005235602093
2023-02-01125.65445026178011
2023-03-01175.91622237759734
2023-04-01212.04188481675394
2023-05-01264.3979057591623
2023-06-01308.9005235602094
2023-07-01314.13612565445027
2023-08-01384.8167539267016
2023-09-01358.6387434554974
2023-10-01227.74869109947645
2023-11-01280.1047120418848
2023-12-01261.78010471204186
2024-01-01272.25130890052355
2024-02-01267.0157068062827
2024-03-01282.72251308900525
2024-04-01321.98952879581157
2024-05-01298.4293193717278
2024-06-01291.8848167539267
2024-07-01235.86387035110235
2024-08-01123.56021142130746
2024-09-0189.2670117123589
2024-10-0174.86911094625583
2024-11-0138.74345599668813
2024-12-0136.1256549495677
2025-01-019.424083519980545
2025-02-0110.471204188481677
2025-03-014.764398043068291
2025-04-015.209424108734929
2025-05-014.476439890437101
2025-06-014.554973846954825
2025-07-014.659685788978456
2025-08-014.424083919425286
2025-09-015.026177898127371
2025-10-014.057591498210168
2025-11-013.534031476025806
2025-12-013.0366491272811493
2026-01-012.0654449600199754
2026-02-010.12958115183246074
2026-03-010.1963350785340314
2026-04-010.16858638743455498
Annual Return Matrix
YearAnnual Return
2020-0.5572139303482587
2021-0.5134831460674157
2022-0.9122401847575058
20231.6315789473684212
2024-0.8619999980926514
2025-0.9159420325660425
2026-0.9444827570232001
Total Factor Risk
2.1538154353220524
VTI.US Exposure
0.001628966173910673
VEA.US Exposure
0.12031364903727337
VWO.US Exposure
-0.004539745949705145
QQQ.US Exposure
0.09611062474168271
VTV.US Exposure
-0.006180643892907883
IJR.US Exposure
-0.0014258865957338216
QUAL.US Exposure
0.0012633943513245577
SHV.US Exposure
0.3050062396631877
TLT.US Exposure
0.06403236410422553
LQD.US Exposure
0.052716325878125046
HYG.US Exposure
0.010703911570594892
GLD.US Exposure
-0.0041414407155388406
USO.US Exposure
-0.00038149564536594084
VNQ.US Exposure
-0.0025578089202116885
BTC-USD.CC Exposure
0.0019040765287850522
CPER.US Exposure
0.0037858883997428606
VIX.INDX Exposure
0.0034058193819730123
UUP.US Exposure
0.00908683420330789
TIP.US Exposure
0.05197229899614485
Idiosyncratic Exposure
0.2972966286891852
Value Score
50
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
215.4%

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$2.1M
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 →
-99.9%
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 →
-99.8%
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 →
100.0% 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 →
0.83
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Blue Hat Interactive Entertainment  a high-risk investment?

Blue Hat Interactive Entertainment  (BHAT.US) has an annualized volatility of 215.4% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BHAT.US has generated a Compound Annual Growth Rate (CAGR) of -80.4%. 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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