Bank Rakyat

10-Year Study

BKRKY.US · Financial Services · US · Common Stock

Executive Summary: Bank Rakyat has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 43.4% and an annualized volatility of 25.8%.

1Y CAGR
-26.3%
3Y CAGR
-13.5%
5Y CAGR
-1.8%
10Y CAGR
+7.6%

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 →
43.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.23
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.31
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +60.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -27.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.43.2-13.6-0.7————————-7.6%
20254.8-18.814.80.917.0-15.0-2.38.2-4.21.8-7.81.2-5.8%
2024-1.89.11.4-20.4-12.35.51.614.7-0.9-6.0-12.2-4.8-27.4%
2023-2.21.86.210.33.91.61.4-2.0-6.6-8.610.09.325.5%
20220.012.04.62.2-4.3-12.36.4-1.8-3.25.84.91.113.7%
20213.18.1-6.6-6.32.4-6.0-4.46.3-0.59.8-4.51.51.1%
20201.7-7.9-36.4-3.414.91.73.114.0-13.26.830.12.3-2.6%
201910.9-2.86.25.1-2.87.91.1-4.4-1.61.4-3.29.829.4%
20181.9-1.0-5.7-7.7-6.8-8.15.52.3-1.1-3.223.3-0.8-5.0%
20170.91.211.6-0.210.37.7-3.63.3-2.63.17.111.060.7%
2016———-7.7-2.79.59.9-4.19.4-1.3-13.59.56.0%

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 25.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 14.9% of variance. Idiosyncratic stock-specific factors contribute 58.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019229.024085907664
2016-05-018975.687223503612
2016-06-019826.25628615722
2016-07-0110797.44394449276
2016-08-0110357.129353045715
2016-09-0111331.341929141301
2016-10-0111189.548909139034
2016-11-019675.577570234811
2016-12-0110598.366544409575
2017-01-0110691.382765531063
2017-02-0110821.643286573148
2017-03-0112074.337353953188
2017-04-0112055.62067531289
2017-05-0113302.264907172837
2017-06-0114330.736945589293
2017-07-0113818.202442621092
2017-08-0114267.780844708286
2017-09-0113900.63145158241
2017-10-0114328.279199909253
2017-11-0115346.920255605552
2017-12-0117036.147767232582
2018-01-0117354.142246757667
2018-02-0117185.69213899497
2018-03-0116207.131243619315
2018-04-0114955.949635119297
2018-05-0113941.84595606307
2018-06-0112818.467122925096
2018-07-0113518.168412296292
2018-08-0113826.331909101222
2018-09-0113672.250160698755
2018-10-0113235.71671645177
2018-11-0116316.784512421067
2018-12-0116188.414564979015
2019-01-0117960.071085567364
2019-02-0117465.686089159455
2019-03-0118550.497220856807
2019-04-0119487.654554391804
2019-05-0118947.895791583167
2019-06-0120437.289673687
2019-07-0120663.213218890614
2019-08-0119759.140923356146
2019-09-0119440.012099671043
2019-10-0119708.473550875337
2019-11-0119080.992173025297
2019-12-0120955.874012175296
2020-01-0121314.89393882104
2020-02-0119626.989828714035
2020-03-0112487.994857639811
2020-04-0112057.889363632929
2020-05-0113854.690513101676
2020-06-0114083.638976065338
2020-07-0114515.256928952245
2020-08-0116553.48432714486
2020-09-0114361.175180549779
2020-10-0115332.362838885318
2020-11-0119952.92471735925
2020-12-0120410.82164328657
2021-01-0121046.999659696754
2021-02-0122755.889136764097
2021-03-0121257.23144402012
2021-04-0119925.32234279881
2021-05-0120408.174840246535
2021-06-0119186.86429462699
2021-07-0118348.962075093586
2021-08-0119499.18705335199
2021-09-0119399.9319393504
2021-10-0121302.038038340837
2021-11-0120338.412674405416
2021-12-0120640.337278330247
2022-01-0120640.337278330247
2022-02-0123107.157711649714
2022-03-0124169.09290278671
2022-04-0124691.26933111506
2022-05-0123624.607705977996
2022-06-0120715.39305025145
2022-07-0122035.769652512572
2022-08-0121632.888418346127
2022-09-0120931.674670094908
2022-10-0122140.129315234244
2022-11-0123221.72647181155
2022-12-0123467.87915453549
2023-01-0122946.648013007147
2023-02-0123362.007032933794
2023-03-0124803.75846031686
2023-04-0127357.35622187772
2023-05-0128418.5351835747
2023-06-0128862.2528075018
2023-07-0129274.019737588387
2023-08-0128695.882330699133
2023-09-0126802.850984988847
2023-10-0124490.11230007184
2023-11-0126937.459825311
2023-12-0129449.27591031119
2024-01-0128918.780958142706
2024-02-0131538.926910424627
2024-03-0131983.967935871744
2024-04-0125443.717623927103
2024-05-0122323.704011797185
2024-06-0123558.437629976936
2024-07-0123933.716489582937
2024-08-0127454.153590199265
2024-09-0127195.523121715134
2024-10-0125577.19212008924
2024-11-0122457.178507959317
2024-12-0121375.58135138201
2025-01-0122392.709948198288
2025-02-0118177.865164290848
2025-03-0120875.713691534012
2025-04-0121061.74613377699
2025-05-0124635.68646727417
2025-06-0120947.177373615155
2025-07-0120473.58868680758
2025-08-0122149.393125874394
2025-09-0121220.365258819525
2025-10-0121602.828298105647
2025-11-0119908.874352478542
2025-12-0120145.763224562335
2026-01-0121023.178432336368
2026-02-0121703.784928347264
2026-03-0118754.490112300075
2026-04-0118622.149960297957
Annual Return Matrix
YearAnnual Return
20170.6074314561444194
2018-0.04976085050659751
20190.2944982306982611
2020-0.026009526902674107
20210.011244801363455403
20220.1369910693840164
20230.25487589723759574
2024-0.27415596171253587
2025-0.05753378617420213
2026-0.07562946348971
Total Factor Risk
0.2580575687579602
VTI.US Exposure
-0.085827469268499
VEA.US Exposure
0.03530122498848108
VWO.US Exposure
0.02188255411521438
QQQ.US Exposure
0.11295985510912916
VTV.US Exposure
0.14866383171961495
IJR.US Exposure
0.001046681862847861
QUAL.US Exposure
-0.06893398612971868
SHV.US Exposure
0.015091706515796527
TLT.US Exposure
0.014229274239311198
LQD.US Exposure
-0.006517995592649559
HYG.US Exposure
-0.014921894375139504
GLD.US Exposure
0.00032694040616242407
USO.US Exposure
0.0064746051332636775
VNQ.US Exposure
0.059617613039634004
BTC-USD.CC Exposure
0.029433068058530604
CPER.US Exposure
-0.010501523454032142
VIX.INDX Exposure
0.049713537982044
UUP.US Exposure
0.07079297761825441
TIP.US Exposure
0.041435584826845964
Idiosyncratic Exposure
0.5797334132049087
Value Score
46.5
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
25.8%

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 →8.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$29.5B
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 →
-6.8%
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 →
-10.8%
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 →
25.2% 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 →
0.36
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Bank Rakyat a high-risk investment?

Bank Rakyat (BKRKY.US) has an annualized volatility of 25.8% and experienced a maximum drawdown of 43.4% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, BKRKY.US has generated a Compound Annual Growth Rate (CAGR) of 7.6%. It has had a positive return in 50% 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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