Boxlight Corp Class A

10-Year Study

BOXL.US · Technology · US · Common Stock

Executive Summary: Boxlight Corp Class A has compounded at -58.3% annually over the last 10 years, with a maximum drawdown of 99.9% and an annualized volatility of 107.2%.

1Y CAGR
-90.5%
3Y CAGR
-74.7%
5Y CAGR
-71.6%
10Y CAGR
-58.3%

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 →
99.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.26
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.61
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
116.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +37.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -85.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
11%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-27.611.4-10.2-0.8————————-28.2%
2025114.9-55.4-20.211.68.00.015.3-11.834.6-36.9-40.1-68.9-85.2%
2024-18.7-2.3-23.1-16.535.5-17.5-2.5-26.921.8-16.8-2.4-11.4-64.3%
202348.729.7-36.2-8.3-20.0-1.15.9-0.9-18.0-12.0-36.90.9-57.0%
2022-18.82.74.3-18.6-9.2-23.3-23.425.4-5.1-14.5-23.5-23.3-77.5%
202134.035.6-9.02.0-3.1-3.6-20.335.4-13.5-0.9-30.0-11.5-9.8%
20202.7-3.5-48.228.116.68.1134.8-21.3-5.3-17.415.00.037.8%
2019135.8-0.713.921.3-21.10.3-14.7-14.9-17.5-9.8-12.0-24.0-7.5%
2018-1.7-29.71.5-12.6110.7-31.7-33.84.6-17.5-39.731.3-48.1-79.3%
2017———————————-27.5-27.5%

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 107.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.7% of variance. Idiosyncratic stock-specific factors contribute 38.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-11-0110000
2017-12-017253.634085213032
2018-01-017131.705304928989
2018-02-015012.531328320802
2018-03-015087.7192982456145
2018-04-014448.621553884712
2018-05-019373.433583959899
2018-06-016403.508771929824
2018-07-014241.854636591478
2018-08-014436.090225563909
2018-09-013659.147869674185
2018-10-012205.5137844611527
2018-11-012894.736842105263
2018-12-011503.7593984962405
2019-01-013546.3659147869676
2019-02-013521.303258145363
2019-03-014010.0250626566412
2019-04-014862.155388471178
2019-05-013834.586466165413
2019-06-013847.117794486215
2019-07-013283.208020050125
2019-08-012794.4862155388473
2019-09-012305.764411027569
2019-10-012080.2005012531326
2019-11-011829.5739348370926
2019-12-011390.9774436090224
2020-01-011428.5714285714287
2020-02-011378.4461152882204
2020-03-01714.2857142857143
2020-04-01914.7869674185463
2020-05-011066.9172932330828
2020-06-011152.8822055137846
2020-07-012706.766917293233
2020-08-012130.3258145363407
2020-09-012017.5438596491226
2020-10-011666.6666666666665
2020-11-011917.2932330827066
2020-12-011917.2932330827066
2021-01-012568.9223057644112
2021-02-013483.7092731829575
2021-03-013170.4260651629074
2021-04-013233.0827067669175
2021-05-013132.832080200501
2021-06-013020.050125313283
2021-07-012406.0150375939847
2021-08-013258.145363408521
2021-09-012819.5488721804513
2021-10-012794.4862155388473
2021-11-011954.8872180451126
2021-12-011729.3233082706765
2022-01-011403.5087719298244
2022-02-011441.1027568922304
2022-03-011503.7593984962405
2022-04-011224.5614035087717
2022-05-011111.5288220551379
2022-06-01852.3809523809524
2022-07-01653.1328320802005
2022-08-01818.796992481203
2022-09-01776.9423558897244
2022-10-01663.9097744360903
2022-11-01507.76942355889724
2022-12-01389.47368421052636
2023-01-01579.3233082706766
2023-02-01751.5037593984962
2023-03-01479.32330827067665
2023-04-01439.4736842105263
2023-05-01351.62907268170426
2023-06-01347.7443609022556
2023-07-01368.1077694235589
2023-08-01364.9749373433584
2023-09-01299.18546365914784
2023-10-01263.1735588972431
2023-11-01166.04010025062655
2023-12-01167.6065162907268
2024-01-01136.27819548872182
2024-02-01133.1453634085213
2024-03-01102.44360902255639
2024-04-0185.52631578947367
2024-05-01115.91478696741854
2024-06-0195.64536340852132
2024-07-0193.28007518796991
2024-08-0168.1547619047619
2024-09-0183.02005012531328
2024-10-0169.07894736842105
2024-11-0167.43421052631578
2024-12-0159.774436090225564
2025-01-01128.44611528822057
2025-02-0157.33082706766917
2025-03-0145.73934837092732
2025-04-0151.06516290726817
2025-05-0155.13784461152882
2025-06-0155.140977443609025
2025-07-0163.59649122807017
2025-08-0156.07769423558897
2025-09-0175.50125313283208
2025-10-0147.61904761904761
2025-11-0128.50250626566416
2025-12-018.876357560568087
2026-01-016.4223057644110275
2026-02-017.1532999164578115
2026-03-016.4223057644110275
2026-04-016.370091896407686
Annual Return Matrix
YearAnnual Return
2018-0.7926888259277175
2019-0.07500000000000007
20200.3783783783783785
2021-0.0980392156862745
2022-0.7747826086956522
2023-0.5696589446589446
2024-0.6433644859813084
2025-0.8515024458420685
2026-0.2823529411764706
Total Factor Risk
1.0719636649025797
VTI.US Exposure
0.21482603281545115
VEA.US Exposure
0.002887362281086988
VWO.US Exposure
0.007483795674333866
QQQ.US Exposure
-0.01654994906031258
VTV.US Exposure
-0.010367458106255466
IJR.US Exposure
0.015384356742617563
QUAL.US Exposure
-0.013661323489227653
SHV.US Exposure
0.3772678709851827
TLT.US Exposure
-0.00036264601050015435
LQD.US Exposure
0.013426881835426997
HYG.US Exposure
0.0035323835509958024
GLD.US Exposure
0.00001555421213731793
USO.US Exposure
0.0039821075546466475
VNQ.US Exposure
-0.004794721883092234
BTC-USD.CC Exposure
0.012224652527247125
CPER.US Exposure
-0.003258531629213786
VIX.INDX Exposure
-0.0011293277096269727
UUP.US Exposure
0.013914838803001846
TIP.US Exposure
0.0045603805791277095
Idiosyncratic Exposure
0.38061774032697326
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
107.2%

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 →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$1.2M
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 →
-7.7%
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 →
-82.3%
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 →
95.7% 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 →
0.96
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Boxlight Corp Class A a high-risk investment?

Boxlight Corp Class A (BOXL.US) has an annualized volatility of 107.2% and experienced a maximum drawdown of 99.9% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BOXL.US has generated a Compound Annual Growth Rate (CAGR) of -58.3%. It has had a positive return in 11% 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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