Northern Lights Fund Trust IV - Inspire 100 ETF

10-Year Study

BIBL.US · · US · ETF

Executive Summary: Northern Lights Fund Trust IV - Inspire 100 ETF has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 29.0% and an annualized volatility of 16.2%.

1Y CAGR
+33.9%
3Y CAGR
+20.6%
5Y CAGR
+8.8%
10Y CAGR
+12.2%

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 →
29.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -23.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
78%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.95.1-6.19.0————————13.9%
20255.2-0.9-5.0-1.85.14.62.42.03.22.00.4-0.617.3%
20240.76.24.5-5.92.81.22.92.81.5-2.66.9-8.012.5%
20237.6-2.30.1-1.9-0.77.73.6-2.7-5.5-5.210.27.317.9%
2022-9.1-2.63.6-9.6-0.7-9.811.4-4.7-10.07.76.1-5.4-23.3%
2021-0.93.04.74.62.32.42.23.8-5.96.7-2.54.827.4%
20200.6-7.3-12.012.76.92.05.15.3-1.0-2.310.72.622.6%
20198.64.32.21.9-7.07.1-0.0-1.22.12.53.23.429.7%
20185.9-3.7-1.2-1.02.9-0.33.32.20.8-9.52.7-8.5-7.5%
2017——————————2.12.24.4%

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 16.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 78.8% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-10-0110000
2017-11-0110213.283132841672
2017-12-0110438.150994528285
2018-01-0111056.020438771606
2018-02-0110641.504359788578
2018-03-0110508.693718387656
2018-04-0110400.397190703254
2018-05-0110697.61789013126
2018-06-0110665.397863031267
2018-07-0111013.508621313833
2018-08-0111259.218651413443
2018-09-0111353.551443436527
2018-10-0110271.930822619184
2018-11-0110552.705344490529
2018-12-019651.682371559491
2019-01-0110483.714146815752
2019-02-0110930.088230122363
2019-03-0111169.902460720528
2019-04-0111383.185593562202
2019-05-0110587.35609594638
2019-06-0111339.742860393675
2019-07-0111339.12224991984
2019-08-0111207.449394387613
2019-09-0111443.022786747899
2019-10-0111730.779176449902
2019-11-0112105.214162331014
2019-12-0112516.575471405373
2020-01-0112590.893575647246
2020-02-0111671.459158659067
2020-03-0110269.241510565895
2020-04-0111576.143733385741
2020-05-0112374.66254305485
2020-06-0112616.907498008875
2020-07-0113263.169871430197
2020-08-0113964.201119167556
2020-09-0113823.736281922651
2020-10-0113504.27704051552
2020-11-0114954.333412633563
2020-12-0115348.007323203592
2021-01-0115205.422066839748
2021-02-0115662.501680820033
2021-03-0116404.493219830572
2021-04-0117166.447729082844
2021-05-0117556.811717125747
2021-06-0117975.982374662544
2021-07-0118365.208576836747
2021-08-0119070.739250509418
2021-09-0117944.020935259985
2021-10-0119145.471095067183
2021-11-0118668.27335822671
2021-12-0119559.883738971235
2022-01-0117776.86984764013
2022-02-0117320.048821357275
2022-03-0117950.795932932695
2022-04-0116229.843088985199
2022-05-0116110.479007850725
2022-06-0114526.474208463058
2022-07-0116187.848446922291
2022-08-0115420.773901260873
2022-09-0113882.021948923757
2022-10-0114952.988756606917
2022-11-0115858.7697431707
2022-12-0115010.033202660352
2023-01-0116148.077659057293
2023-02-0115782.12434965194
2023-03-0115799.811748156271
2023-04-0115498.195057871926
2023-05-0115387.571240910642
2023-06-0116576.816061399062
2023-07-0117171.56776549199
2023-08-0116707.86830645745
2023-09-0115792.519575088698
2023-10-0114964.004592517507
2023-11-0116489.672007364577
2023-12-0117692.46682319842
2024-01-0117814.106476070294
2024-02-0118914.19025848426
2024-03-0119768.770880956567
2024-04-0118595.144757393024
2024-05-0119118.68140961326
2024-06-0119344.480187010624
2024-07-0119898.892210304206
2024-08-0120464.9923975217
2024-09-0120765.678172095282
2024-10-0120224.454121370723
2024-11-0121628.58531842489
2024-12-0119903.02961346311
2025-01-0120938.466471519147
2025-02-0120749.18027699914
2025-03-0119712.295327837484
2025-04-0119353.065298565354
2025-05-0120333.31954198947
2025-06-0121273.751280009106
2025-07-0121788.495950516663
2025-08-0122220.854580622476
2025-09-0122929.229718966893
2025-10-0123388.533187145087
2025-11-0123481.41788806256
2025-12-0123340.125570185875
2026-01-0124715.812120522554
2026-02-0125977.720083989283
2026-03-0124384.81986780997
2026-04-0126582.81529597948
Annual Return Matrix
YearAnnual Return
2018-0.07534558787098056
20190.29682836520686084
20200.22621457908089493
20210.27442496781976367
2022-0.23261132821795527
20230.17870937287884492
20240.12494372957456634
20250.17269209881483527
20260.13893197429647675
Total Factor Risk
0.16229579099146163
VTI.US Exposure
0.7877884371752184
VEA.US Exposure
0.14460167348471772
VWO.US Exposure
-0.03036874544180184
QQQ.US Exposure
-0.2094295115155194
VTV.US Exposure
-0.09788904152671336
IJR.US Exposure
0.09405955433699832
QUAL.US Exposure
0.15141300208194486
SHV.US Exposure
0.08753321832879467
TLT.US Exposure
0.05293449941317113
LQD.US Exposure
-0.019625072699918956
HYG.US Exposure
0.008625154362837196
GLD.US Exposure
0.01660296488026089
USO.US Exposure
-0.003086396791740785
VNQ.US Exposure
0.052913545250388466
BTC-USD.CC Exposure
0.003280763713579889
CPER.US Exposure
0.00311101050570291
VIX.INDX Exposure
-0.050101485308723874
UUP.US Exposure
-0.018015867017630083
TIP.US Exposure
-0.01826639388836416
Idiosyncratic Exposure
0.04391869065679784
Value Score
40.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
10.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
16.2%

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 →24.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.91%
Market Cap$60.2B
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
$103
Avg Yield on Cost
1.03%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$103.381.03%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 →
+5.1%
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 →
+13.0%
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 →
0.0% 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 →
1.14
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Northern Lights Fund Trust IV - Inspire 100 ETF a high-risk investment?

Northern Lights Fund Trust IV - Inspire 100 ETF (BIBL.US) has an annualized volatility of 16.2% and experienced a maximum drawdown of 29.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BIBL.US has generated a Compound Annual Growth Rate (CAGR) of 12.2%. It has had a positive return in 78% 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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