BIRD.US

10-Year Study

BIRD.US · Unknown · Unknown · Common Stock

Executive Summary: BIRD.US has compounded at -55.4% annually over the last 10 years, with a maximum drawdown of 99.3% and an annualized volatility of 211.0%.

1Y CAGR
+61.0%
3Y CAGR
-23.2%
5Y CAGR
-55.4%
10Y CAGR
-55.4%

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 →
99.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.12
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 →
150.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +166.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -84.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
20%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-4.6-27.46.0262.5————————166.1%
2025-8.93.5-2.0-21.739.950.8-5.2-36.2-11.858.7-43.8-19.0-41.2%
2024-21.6-5.2-23.7-13.1-2.2-15.324.813.1-16.4-6.5-27.6-12.8-71.6%
202313.64.0-58.04.2-5.66.819.0-14.0-14.0-22.14.535.5-49.4%
2022-18.0-36.2-23.7-15.57.5-28.030.8-20.0-26.013.2-16.3-16.0-84.0%
2021———————————-21.6-21.6%

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 211.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 72.5% of variance. Idiosyncratic stock-specific factors contribute 4.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-017837.8378378378375
2022-01-016424.116424116424
2022-02-014095.6340956340955
2022-03-013123.7006237006235
2022-04-012640.33264033264
2022-05-012837.837837837838
2022-06-012042.6195426195422
2022-07-012671.5176715176713
2022-08-012136.1746361746364
2022-09-011580.04158004158
2022-10-011787.9417879417877
2022-11-011496.881496881497
2022-12-011257.7962577962576
2023-01-011429.3139293139293
2023-02-011486.4864864864865
2023-03-01623.7006237006236
2023-04-01649.6881496881497
2023-05-01613.3056133056133
2023-06-01654.8856548856547
2023-07-01779.6257796257796
2023-08-01670.4781704781706
2023-09-01576.9230769230769
2023-10-01449.5841995841996
2023-11-01469.8544698544698
2023-12-01636.6943866943867
2024-01-01498.9604989604989
2024-02-01472.9729729729729
2024-03-01360.7068607068607
2024-04-01313.4095634095634
2024-05-01306.65280665280665
2024-06-01259.87525987525987
2024-07-01324.3243243243243
2024-08-01366.9438669438669
2024-09-01306.65280665280665
2024-10-01286.6424116424116
2024-11-01207.64033264033264
2024-12-01181.1330561330561
2025-01-01165.02079002079
2025-02-01170.73804573804574
2025-03-01167.35966735966736
2025-04-01130.97713097713097
2025-05-01183.2120582120582
2025-06-01276.2474012474013
2025-07-01261.95426195426194
2025-08-01167.09979209979207
2025-09-01147.34927234927235
2025-10-01233.88773388773387
2025-11-01131.49688149688149
2025-12-01106.54885654885653
2026-01-01101.61122661122661
2026-02-0173.8045738045738
2026-03-0178.22245322245321
2026-04-01283.5239085239085
Annual Return Matrix
YearAnnual Return
2022-0.8395225464190982
2023-0.49380165289256195
2024-0.7155102040816327
2025-0.4117647058823529
20261.6609756097560977
Total Factor Risk
2.10959303651371
VTI.US Exposure
0.15589449708547562
VEA.US Exposure
0.008066370303182132
VWO.US Exposure
-0.0054329602947852445
QQQ.US Exposure
-0.012825392061801286
VTV.US Exposure
-0.013285992359127046
IJR.US Exposure
0.017561419003134276
QUAL.US Exposure
-0.011103206285181952
SHV.US Exposure
0.7247115351734318
TLT.US Exposure
0.0054539635297272656
LQD.US Exposure
-0.0016267864213780853
HYG.US Exposure
0.03839650190308309
GLD.US Exposure
0.005221063881086742
USO.US Exposure
0.002057306146035205
VNQ.US Exposure
0.009850837265344773
BTC-USD.CC Exposure
0.00327967410963422
CPER.US Exposure
0.007724350004379983
VIX.INDX Exposure
-0.007627747329760717
UUP.US Exposure
0.0012190221242276578
TIP.US Exposure
0.023794797647219666
Idiosyncratic Exposure
0.048670746576072045
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
211.0%

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$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 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 →
+217.1%
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 →
+89.4%
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 →
35.8% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BIRD.US a high-risk investment?

BIRD.US (BIRD.US) has an annualized volatility of 211.0% and experienced a maximum drawdown of 99.3% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BIRD.US has generated a Compound Annual Growth Rate (CAGR) of -55.4%. It has had a positive return in 20% 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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