Boston Pizza Royalties Income Fund

10-Year Study

BPF-UN.TO · Consumer Cyclical · CA · Common Stock

Executive Summary: Boston Pizza Royalties Income Fund has compounded at 11.0% annually over the last 10 years, with a maximum drawdown of 69.6% and an annualized volatility of 25.2%.

1Y CAGR
+42.0%
3Y CAGR
+25.0%
5Y CAGR
+21.4%
10Y CAGR
+11.0%

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 →
69.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.45
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +51.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -25.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.59.6-4.52.9————————11.5%
2025-1.00.6-0.33.59.73.5-0.611.3-2.5-1.22.29.739.4%
20240.81.81.40.71.12.14.42.64.5-0.61.32.024.2%
202310.3-1.3-7.24.55.22.51.0-2.2-5.8-2.57.1-0.310.2%
2022-0.25.39.3-6.3-0.2-7.93.74.0-3.1-0.3-0.52.75.4%
2021-3.09.713.62.26.41.63.3-0.6-6.311.60.55.351.7%
20205.4-6.0-49.623.9-13.411.9-13.80.7-19.134.438.310.0-13.8%
201911.02.3-1.710.3-5.13.92.7-2.30.8-2.3-16.3-1.6-1.2%
2018-4.4-1.9-1.30.70.8-1.4-2.4-6.3-2.5-3.1-1.1-5.9-25.5%
2017-0.11.3-0.82.00.51.3-3.1-4.52.61.41.7-0.12.0%
2016———-0.11.08.06.62.61.40.80.95.129.0%

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 25.2%. The dominant macroeconomic risk driver is SHV.US, accounting for 57.8% of variance. Idiosyncratic stock-specific factors contribute 13.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019986.735596217943
2016-05-0110086.615422987097
2016-06-0110889.735392150193
2016-07-0111607.487019023647
2016-08-0111911.207854340973
2016-09-0112080.243974332812
2016-10-0112171.847720109743
2016-11-0112281.25070856858
2016-12-0112903.884089517718
2017-01-0112886.87844364329
2017-02-0113058.18198308505
2017-03-0112953.99405936104
2017-04-0113207.718295807541
2017-05-0113273.926943745322
2017-06-0113444.890370269595
2017-07-0113028.932272181031
2017-08-0112447.11244133052
2017-09-0112772.260390449628
2017-10-0112956.941704645944
2017-11-0113172.80003627871
2017-12-0113165.88440695644
2018-01-0112582.930866380972
2018-02-0112339.183275514137
2018-03-0112183.411559304353
2018-04-0112269.686869373963
2018-05-0112365.371970160759
2018-06-0112189.873704736638
2018-07-0111897.036482778949
2018-08-0111146.180531936603
2018-09-0110867.174568623448
2018-10-0110534.770877264584
2018-11-0110418.452259483482
2018-12-019807.042604811462
2019-01-0110884.520327415368
2019-02-0111139.71838650432
2019-03-0110945.627281590821
2019-04-0112075.453689194961
2019-05-0111461.730328038244
2019-06-0111911.014444181536
2019-07-0112228.818306606016
2019-08-0111944.059930663907
2019-09-0112037.253089522303
2019-10-0111759.76787768067
2019-11-019847.973392217486
2019-12-019693.402166937229
2020-01-0110219.120999311093
2020-02-019609.675906378781
2020-03-014845.309051540658
2020-04-016003.167692329371
2020-05-015199.304122307229
2020-06-015818.794009512688
2020-07-015014.93422365501
2020-08-015051.807122195607
2020-09-014085.694257195049
2020-10-015492.860680628944
2020-11-017594.9024127524
2020-12-018355.464869998867
2021-01-018108.582196180407
2021-02-018892.488623412506
2021-03-0110098.205051586892
2021-04-0110320.57661097993
2021-05-0110976.79397669157
2021-06-0111151.60075114746
2021-07-0111521.753663581869
2021-08-0111455.036681695738
2021-09-0110730.798419142538
2021-10-0111977.57032878047
2021-11-0112033.472168627497
2021-12-0112671.280114815012
2022-01-0112646.680883417062
2022-02-0113313.888543923014
2022-03-0114557.786650947735
2022-04-0113646.14358984191
2022-05-0113619.92149248368
2022-06-0112540.024748584368
2022-07-0113001.547933795204
2022-08-0113522.867404681805
2022-09-0113109.475547887921
2022-10-0113066.603126886563
2022-11-0113007.483666054994
2022-12-0113358.39139921358
2023-01-0114740.29365949365
2023-02-0114548.089459210385
2023-03-0113497.517827530068
2023-04-0114104.275082502847
2023-05-0114832.945142238721
2023-06-0115196.749307891801
2023-07-0115354.041888016847
2023-08-0115023.702710506757
2023-09-0114154.409855706206
2023-10-0113794.403909985484
2023-11-0114769.618771712643
2023-12-0114718.67418731391
2024-01-0114843.488905626236
2024-02-0115106.606185591669
2024-03-0115312.280930178162
2024-04-0115422.440120114996
2024-05-0115591.766343236664
2024-06-0115911.566082118625
2024-07-0116611.75327652628
2024-08-0117044.736293347014
2024-09-0117812.629758350766
2024-10-0117700.334137276346
2024-11-0117928.047855703197
2024-12-0118286.06873686491
2025-01-0118097.76655073931
2025-02-0118214.52640469181
2025-03-0118156.300006673828
2025-04-0118788.605777730187
2025-05-0120610.622583061508
2025-06-0121325.90102535298
2025-07-0121199.570478875223
2025-08-0123599.00537149232
2025-09-0123016.99222735698
2025-10-0122749.291783630302
2025-11-0123238.77453828343
2025-12-0125499.852617735753
2026-01-0126402.51230075051
2026-02-0128932.272181030763
2026-03-0127639.843094574062
2026-04-0128433.439902047474
Annual Return Matrix
YearAnnual Return
20170.020303988754173163
2018-0.25511706607193596
2019-0.011587635789252149
2020-0.13802556356341733
20210.5165260475587077
20220.05422587758873809
20230.10182983470452966
20240.2423720033578669
20250.3944961590529177
20260.11504330351585423
Total Factor Risk
0.25245462218976505
VTI.US Exposure
0.07114046627326406
VEA.US Exposure
0.05684510257520465
VWO.US Exposure
0.03478260842353775
QQQ.US Exposure
-0.038082280648604055
VTV.US Exposure
-0.055418717648588904
IJR.US Exposure
0.06908408038595966
QUAL.US Exposure
0.015621577520409873
SHV.US Exposure
0.5775753011356625
TLT.US Exposure
0.008056947738305129
LQD.US Exposure
0.011310663441861796
HYG.US Exposure
0.05166035632965536
GLD.US Exposure
0.006739857426892594
USO.US Exposure
0.0002050187550191737
VNQ.US Exposure
0.011343607240832776
BTC-USD.CC Exposure
0.006911721616808694
CPER.US Exposure
0.003866859977658276
VIX.INDX Exposure
-0.0037895626398026295
UUP.US Exposure
-0.0006664394785509888
TIP.US Exposure
0.034120658031428226
Idiosyncratic Exposure
0.13869217354304614
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
69.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
25.2%

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 →12.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →5.77%
Market Cap$520.7M
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
$669
Avg Yield on Cost
3.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2025$396.83.97%Solid
2026$272.092.72%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 →
+2.0%
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 →
+15.9%
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 →
2.3% 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 →
0.75
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Boston Pizza Royalties Income Fund a high-risk investment?

Boston Pizza Royalties Income Fund (BPF-UN.TO) has an annualized volatility of 25.2% and experienced a maximum drawdown of 69.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BPF-UN.TO?

Over the past 10 years, BPF-UN.TO has generated a Compound Annual Growth Rate (CAGR) of 11.0%. It has had a positive return in 70% 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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