BLEG.US

10-Year Study

BLEG.US · Unknown · Unknown · Common Stock

Executive Summary: BLEG.US has compounded at -51.6% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 1106.6%.

1Y CAGR
+13078.5%
3Y CAGR
+174.3%
5Y CAGR
-1.9%
10Y CAGR
-51.6%

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 →
100.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
7.986331242184448e+83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.2753777150552526e+93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
186771841855.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +11775.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -96.2%
% 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.
2026-12.5-14.3-33.30.0499999999850.0-100.0——————11775.0%
2025100.0-11.10.012.5-22.20.0-22.9-7.40.0-40.0-33.3100.0-11.1%
202443.2-46.05.9183.3-57.8-20.90.0-14.720.7-25.7-38.5-43.7-79.5%
2023-3.611.1-48.9-28.339.4-50.08.712.0-50.0-35.7266.7-33.3-73.8%
20221.410.1-0.5-17.7-34.4-4.80.0-24.0-35.52.0-11.0-5.6-76.0%
20210.756.0-33.3-44.6-35.1-32.67.612.27.5-4.8-24.8-22.4-81.7%
20209.3-33.2-24.4-8.1-77.2-6.0-27.3-7.5-18.9-41.398.6-45.4-96.2%
2019————61.1-0.7-31.7-19.9-14.0-12.5-22.916.1-41.1%

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 1106.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 91.3% of variance. Idiosyncratic stock-specific factors contribute 5.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-0116112.0852251365
2019-06-0116007.006718250856
2019-07-0110928.19700307873
2019-08-018756.568032936273
2019-09-017527.145271667592
2019-10-016584.939062793818
2019-11-015078.809158500197
2019-12-015894.920268436112
2020-01-016444.834201388986
2020-02-014308.231307429755
2020-03-013257.4431768777185
2020-04-012994.7457963197526
2020-05-01682.9439812129904
2020-06-01642.084122369405
2020-07-01466.9702676512041
2020-08-01431.94749670756386
2020-09-01350.22770943640194
2020-10-01205.7587662468878
2020-11-01408.5989711478052
2020-12-01222.9782990633104
2021-01-01224.49596070497378
2021-02-01350.22770943640194
2021-03-01233.48513382560205
2021-04-01129.4675044709106
2021-05-0184.05464330633734
2021-06-0156.67851370069821
2021-07-0160.99799214697341
2021-08-0168.41114440225738
2021-09-0173.54781724204463
2021-10-0170.04553753828094
2021-11-0152.65089660781939
2021-12-0140.85989798458041
2022-01-0141.44361199337427
2022-02-0145.64634154929146
2022-03-0145.41285681557381
2022-04-0137.35762262981617
2022-05-0124.515938355848302
2022-06-0123.348512512760315
2022-07-0123.348512512760315
2022-08-0117.74487020553775
2022-09-0111.440771522662505
2022-10-0111.674256256380158
2022-11-0110.390088046433341
2022-12-019.806375124889346
2023-01-019.456148024312869
2023-02-0110.506830413292167
2023-03-015.370158117129842
2023-04-013.8525046298404435
2023-05-015.370158117129842
2023-06-012.685079058564921
2023-07-012.9185640640950394
2023-08-013.2687917082964493
2023-09-011.6343958541482246
2023-10-011.0506830685104633
2023-11-013.8525046298404435
2023-12-012.568336419893629
2024-01-013.6773908077397386
2024-02-011.9846236342558676
2024-03-012.1013661370209267
2024-04-015.953871038673836
2024-05-012.509965236464216
2024-06-011.9846236342558676
2024-07-011.9846236342558676
2024-08-011.6927671734838707
2024-09-012.0429949535915135
2024-10-011.5176533513831656
2024-11-010.9339404977922878
2024-12-010.5253415342552317
2025-01-011.0506830685104633
2025-02-010.9339404977922878
2025-03-010.9339404977922878
2025-04-011.0506830685104633
2025-05-010.8171979270741123
2025-06-010.8171979270741123
2025-07-010.6304098275156548
2025-08-010.5837128535908777
2025-09-010.5837128535908777
2025-10-010.35022771215452664
2025-11-010.23348512444807196
2025-12-010.4669702488961439
2026-01-010.40859896353705616
2026-02-010.3502276955196037
2026-03-010.23348513034640248
2026-04-010.23348513034640248
2026-05-011167425651.61527
2026-06-0155.452718457270585
Annual Return Matrix
YearAnnual Return
2020-0.9621745012808349
2021-0.8167539255782957
2022-0.7600000095793179
2023-0.7380952301758281
2024-0.7954545478598207
2025-0.11111111829724218
2026117.7500029998774
Total Factor Risk
11.066014724241992
VTI.US Exposure
0.01739532124038011
VEA.US Exposure
0.001451046493593443
VWO.US Exposure
-0.00011647344300360614
QQQ.US Exposure
0.00007323489456971607
VTV.US Exposure
-0.0002964069779440605
IJR.US Exposure
0.00009767537134186596
QUAL.US Exposure
-0.00013304018993194275
SHV.US Exposure
0.9128692192339716
TLT.US Exposure
-0.00008781750049833133
LQD.US Exposure
0.010945654574884523
HYG.US Exposure
0.00003273289226863087
GLD.US Exposure
0.002030086649196042
USO.US Exposure
0.0007099399414359463
VNQ.US Exposure
0.0015819714993678996
BTC-USD.CC Exposure
0.000027224853864444894
CPER.US Exposure
0.001919437107044127
VIX.INDX Exposure
-0.0007232562729245282
UUP.US Exposure
0.0010950437077844192
TIP.US Exposure
0.0007455043434264746
Idiosyncratic Exposure
0.05038290158117323
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
1106.6%

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
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →No estimate availableN/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%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
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: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

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 →
-100.0%
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 →
-100.0%
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 →
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 →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Golden Cross
Bullish — 50 SMA above 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
50
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-100.0%
50.0% retracement-100.0%
61.8% retracement-100.0%
% distance of current price from each 52-week Fibonacci support level.

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Frequently Asked Questions & Methodology

Is BLEG.US a high-risk investment?

BLEG.US (BLEG.US) has an annualized volatility of 1106.6% 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 BLEG.US?

Over the past 10 years, BLEG.US has generated a Compound Annual Growth Rate (CAGR) of -51.6%. 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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