BTOG.US

10-Year Study

BTOG.US · Unknown · Unknown · Common Stock

Executive Summary: BTOG.US has compounded at -70.4% annually over the last 10 years, with a maximum drawdown of 100.0% and an annualized volatility of 204.9%.

1Y CAGR
-77.3%
3Y CAGR
-74.0%
5Y CAGR
-75.1%
10Y CAGR
-70.4%

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 →
-0.31
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.76
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
138.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +43.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -87.2%
% 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.
2026-60.9-37.4-11.516.1————————-74.8%
2025-40.3-68.94.4-20.511.9-6.5147.50.0-2.0-7.3-23.1-37.0-82.4%
202470.6-20.8-28.5-1.7-4.8-23.2-39.6-0.617.9-11.8-25.0-27.4-76.4%
202334.78.49.7-39.4-56.9-7.6-12.4-1.8-16.4-0.7215.1-9.8-21.4%
2022-13.9-13.67.8-4.5-18.6-49.1-11.0-0.30.8-32.9-11.9-23.5-87.2%
2021-3.720.8-5.4-21.964.616.3-22.3-9.0-3.6-7.0102.0-31.843.6%
2020-4.4-41.3-15.1-5.8-13.9-13.9-6.9-14.0-33.731.9-6.612.2-75.5%
2019————————-4.3-4.7-7.2-4.9-19.6%

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 204.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.3% of variance. Idiosyncratic stock-specific factors contribute 26.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-08-0110000
2019-09-019567.01030927835
2019-10-019113.40206185567
2019-11-018453.60824742268
2019-12-018041.237113402062
2020-01-017690.721649484536
2020-02-014515.4639175257735
2020-03-013835.0515463917527
2020-04-013614.4328778278923
2020-05-013113.40206185567
2020-06-012680.4123711340208
2020-07-012494.8453608247423
2020-08-012144.329896907216
2020-09-011422.680412371134
2020-10-011876.2886597938145
2020-11-011752.5773195876288
2020-12-011967.0102533469358
2021-01-011894.8453048933275
2021-02-012288.6597938144328
2021-03-012164.9484536082473
2021-04-011690.721649484536
2021-05-012783.5051546391755
2021-06-013237.113402061856
2021-07-012515.463917525773
2021-08-012288.6597938144328
2021-09-012206.185567010309
2021-10-012051.546391752577
2021-11-014144.329896907217
2021-12-012824.742268041237
2022-01-012432.9896907216494
2022-02-012103.092783505155
2022-03-012268.041237113402
2022-04-012164.9484536082473
2022-05-011762.8865979381444
2022-06-01896.9072164948453
2022-07-01797.9381163641896
2022-08-01795.8762746769402
2022-09-01802.0618696529567
2022-10-01538.1443159140535
2022-11-01474.2268041237113
2022-12-01362.8865839552907
2023-01-01488.65980080585985
2023-02-01529.8969142079217
2023-03-01581.443305960499
2023-04-01352.5773056047752
2023-05-01151.890041355688
2023-06-01140.41237323144867
2023-07-01123.02405673067459
2023-08-01120.824746113326
2023-09-01101.03092433933813
2023-10-01100.34364086382713
2023-11-01316.1512027491409
2023-12-01285.2233676975945
2024-01-01486.5979241614762
2024-02-01385.5670173007052
2024-03-01275.60138156187355
2024-04-01270.79037101544606
2024-05-01257.73195876288656
2024-06-01197.93814782561034
2024-07-01119.58763061383608
2024-08-01118.90034713832509
2024-09-01140.206187314867
2024-10-01123.71134020618557
2024-11-0192.78350515463917
2024-12-0167.35395101610601
2025-01-0140.206183819153594
2025-02-0112.50859115268493
2025-03-0113.058418807022075
2025-04-0110.378007353512828
2025-05-0111.615120668181849
2025-06-0110.85910600485261
2025-07-0126.87285118496295
2025-08-0126.87285118496295
2025-09-0126.323023530625804
2025-10-0124.39862455562491
2025-11-0118.762885636616954
2025-12-0111.821305492353057
2026-01-014.627720460312746
2026-02-012.8980526918671243
2026-03-012.5658648339060712
2026-04-012.9782359679266897
Annual Return Matrix
YearAnnual Return
2020-0.7553846223401888
20210.43605874104359166
2022-0.8715328516654628
2023-0.21401512122934985
2024-0.7638554247507608
2025-0.8244897988311586
2026-0.7480620080537428
Total Factor Risk
2.048520527864529
VTI.US Exposure
0.5127038648768769
VEA.US Exposure
-0.0009470785000380086
VWO.US Exposure
0.000241163321801652
QQQ.US Exposure
-0.008758341929320814
VTV.US Exposure
0.022173899394443208
IJR.US Exposure
-0.0035559188409422953
QUAL.US Exposure
0.001992218064470689
SHV.US Exposure
0.0805123876291216
TLT.US Exposure
0.07615865795783676
LQD.US Exposure
-0.005758020988946586
HYG.US Exposure
0.008752371226599533
GLD.US Exposure
0.014645764315489437
USO.US Exposure
0.026057534026708497
VNQ.US Exposure
-0.005142882350006055
BTC-USD.CC Exposure
0.006152389753330918
CPER.US Exposure
0.009028603431448094
VIX.INDX Exposure
-0.0029768637545923354
UUP.US Exposure
0.006558985836633378
TIP.US Exposure
-0.0006448448583419763
Idiosyncratic Exposure
0.2628061113874273
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
204.9%

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$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 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 →
+0.3%
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 →
-83.1%
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 →
94.4% 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 BTOG.US a high-risk investment?

BTOG.US (BTOG.US) has an annualized volatility of 204.9% and experienced a maximum drawdown of 100.0% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, BTOG.US has generated a Compound Annual Growth Rate (CAGR) of -70.4%. 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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