Northern Lights Fund Trust II

10-Year Study

BSR.US · · US · ETF

Executive Summary: Northern Lights Fund Trust II has compounded at 7.5% annually over the last 10 years, with a maximum drawdown of 9.4% and an annualized volatility of 35.8%.

1Y CAGR
+11.4%
3Y CAGR
+8.0%
5Y CAGR
+7.5%
10Y CAGR
+7.5%

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 →
9.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
10.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +12.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 2.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.33.0-5.00.8————————2.0%
20252.7-0.4-3.1-2.6-0.42.50.91.91.50.11.3-0.34.2%
2024-0.83.83.6-4.13.50.63.42.21.7-1.35.8-5.812.4%
2023————-0.74.41.7-1.9-3.6-2.83.04.34.0%

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 35.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 91.9% of variance. Idiosyncratic stock-specific factors contribute 0.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-04-0110000
2023-05-019926.967368620079
2023-06-0110367.547814853664
2023-07-0110547.352453954383
2023-08-0110346.907778376257
2023-09-019974.199954403244
2023-10-019691.195927007391
2023-11-019977.772573828906
2023-12-0110402.972254191038
2024-01-0110319.922153583566
2024-02-0110709.49728345134
2024-03-0111091.448337056434
2024-04-0110631.661984303822
2024-05-0111007.59540954535
2024-06-0111077.405616024329
2024-07-0111454.542884575329
2024-08-0111700.886071556733
2024-09-0111895.473525333635
2024-10-0111740.606548034102
2024-11-0112416.644769582723
2024-12-0111697.673175758502
2025-01-0112012.152623508884
2025-02-0111968.44104117835
2025-03-0111602.560025207653
2025-04-0111301.841395867434
2025-05-0111254.487314024671
2025-06-0111531.3260119649
2025-07-0111640.200775017805
2025-08-0111866.043685694936
2025-09-0112048.578412723067
2025-10-0112062.745012090445
2025-11-0112224.233921683957
2025-12-0112190.642246435144
2026-01-0112597.816040830934
2026-02-0112974.472046496303
2026-03-0112326.449965024221
2026-04-0112430.699710736146
Annual Return Matrix
YearAnnual Return
20240.12445490480337185
20250.04214248964471312
20260.019691945629132235
Total Factor Risk
0.35818747016856056
VTI.US Exposure
0.01334942195835829
VEA.US Exposure
0.015056069034205984
VWO.US Exposure
-0.0039543494911050275
QQQ.US Exposure
-0.004971099928525284
VTV.US Exposure
0.005680840577520603
IJR.US Exposure
0.0115682288117784
QUAL.US Exposure
0.009974342442470134
SHV.US Exposure
0.9187909477698414
TLT.US Exposure
0.00772533635393945
LQD.US Exposure
0.001758607511358192
HYG.US Exposure
0.009050424424179606
GLD.US Exposure
0.0024905204595538494
USO.US Exposure
-0.0007190265669287139
VNQ.US Exposure
0.009262520086875203
BTC-USD.CC Exposure
0.0003022956016542097
CPER.US Exposure
-0.0004939387003973527
VIX.INDX Exposure
0.002983613580156653
UUP.US Exposure
-0.001223666500730589
TIP.US Exposure
-0.0013578801277724748
Idiosyncratic Exposure
0.004726792703567525
Value Score
41.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
11.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.8%

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 →21.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.99%
Market Cap$96.6B
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 →
-3.8%
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 →
+1.5%
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 →
19.8% 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 Northern Lights Fund Trust II a high-risk investment?

Northern Lights Fund Trust II (BSR.US) has an annualized volatility of 35.8% and experienced a maximum drawdown of 9.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, BSR.US has generated a Compound Annual Growth Rate (CAGR) of 7.5%. It has had a positive return in 100% 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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