BZUN.US

10-Year Study

BZUN.US · Unknown · Unknown · Common Stock

Executive Summary: BZUN.US has compounded at -32.8% annually over the last 10 years, with a maximum drawdown of 95.6% and an annualized volatility of 73.8%.

1Y CAGR
+5.4%
3Y CAGR
-8.9%
5Y CAGR
-39.3%
10Y CAGR
-32.8%

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 →
95.6%
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 →
-0.80
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
60.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +12.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -61.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
29%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.8-6.3-4.825.1————————12.4%
202518.7-1.5-14.2-4.49.2-12.38.425.119.5-19.0-12.8-7.0-2.2%
2024-19.36.8-2.513.02.7-12.41.3-3.456.3-12.6-18.56.7-0.7%
202343.6-17.3-4.3-23.1-15.11.529.3-24.2-20.7-2.6-1.3-8.1-48.3%
2022-4.6-20.6-18.5-11.018.121.3-20.5-2.3-26.1-37.310.222.1-61.9%
202119.312.1-17.0-9.0-0.12.2-30.2-2.6-27.2-1.3-20.30.8-59.5%
2020-9.15.3-11.914.0-16.845.19.4-1.5-21.612.61.6-7.63.7%
2019————-19.127.1-0.5-7.8-6.71.9-12.8-12.8-31.7%

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 73.8%. The dominant macroeconomic risk driver is VWO.US, accounting for 70.6% of variance. Idiosyncratic stock-specific factors contribute 30.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-018088.659699430171
2019-06-0110280.412496979703
2019-07-0110228.866105227125
2019-08-019435.051200316124
2019-09-018804.12386864731
2019-10-018973.195970672923
2019-11-017828.86623107281
2019-12-016828.8657591514975
2020-01-016208.247548526096
2020-02-016540.206043990617
2020-03-015760.824852383014
2020-04-016564.948485069668
2020-05-015461.855622910962
2020-06-017927.835208853496
2020-07-018672.165231606396
2020-08-018544.32961375443
2020-09-016698.9694182405765
2020-10-017544.329928368637
2020-11-017661.855638641672
2020-12-017082.4739121899165
2021-01-018451.546737828206
2021-02-019470.103155706347
2021-03-017863.917399927513
2021-04-017156.70084215931
2021-05-017152.577036434842
2021-06-017307.216211692575
2021-07-015096.907074918452
2021-08-014964.948437877537
2021-09-013614.433131267115
2021-10-013567.0101519712466
2021-11-012843.29896120681
2021-12-012865.979302789747
2022-01-012734.020665748832
2022-02-012171.1339655610705
2022-03-011769.0721492177433
2022-04-011575.2577044300199
2022-05-011859.7939088172518
2022-06-012255.670016573876
2022-07-011793.8143936629147
2022-08-011752.5773195876288
2022-09-011294.845404084196
2022-10-01812.3711458186514
2022-11-01894.8453922861631
2022-12-011092.783544481415
2023-01-011569.0721924771967
2023-02-011296.9072086294902
2023-03-011241.2371094693842
2023-04-01954.6391988537976
2023-05-01810.3092921148871
2023-06-01822.6804143374728
2023-07-011063.9174943117753
2023-08-01806.1855847073584
2023-09-01639.1752380685708
2023-10-01622.6804084384564
2023-11-01614.4329936233992
2023-12-01564.9484555745862
2024-01-01455.6701109581387
2024-02-01486.5979165146031
2024-03-01474.2267942920174
2024-04-01536.0824545634161
2024-05-01550.5154796482361
2024-06-01482.47420910707456
2024-07-01488.65977021836744
2024-08-01472.16494058825305
2024-09-01738.1443141661969
2024-10-01645.3608483383335
2024-11-01525.7731860445947
2024-12-01560.8247481670577
2025-01-01665.9793853759766
2025-02-01655.6701168571551
2025-03-01562.8866018708219
2025-04-01538.1443082671805
2025-05-01587.6288463159935
2025-06-01515.4639175257731
2025-07-01558.7628944632933
2025-08-01698.9690937946752
2025-09-01835.0515857185285
2025-10-01676.288653894798
2025-11-01589.6907000197577
2025-12-01548.4536259444719
2026-01-01552.5773333520004
2026-02-01517.5257731958762
2026-03-01492.7835051546392
2026-04-01616.4948453608248
Annual Return Matrix
YearAnnual Return
20200.037137668535737856
2021-0.595342060087648
2022-0.6187050117850821
2023-0.48301888473010923
2024-0.007299263086460783
2025-0.022058802260453536
20260.12406011410569429
Total Factor Risk
0.738031539777671
VTI.US Exposure
0.13128531604973825
VEA.US Exposure
-0.1008690603932594
VWO.US Exposure
0.7059359372377726
QQQ.US Exposure
-0.034374514696032595
VTV.US Exposure
-0.01899288950918491
IJR.US Exposure
0.012132301460935692
QUAL.US Exposure
-0.04488266149656498
SHV.US Exposure
0.010792221819128736
TLT.US Exposure
0.06334416673581231
LQD.US Exposure
-0.04122838667021304
HYG.US Exposure
0.05123714170749929
GLD.US Exposure
-0.003850463140030837
USO.US Exposure
0.004306413391474269
VNQ.US Exposure
-0.02743387676411393
BTC-USD.CC Exposure
-0.0024530943944863245
CPER.US Exposure
-0.021631691488943717
VIX.INDX Exposure
0.007542618852776877
UUP.US Exposure
0.007995848065129027
TIP.US Exposure
-0.00037159451785473137
Idiosyncratic Exposure
0.3015162677504175
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
73.8%

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 →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 →
+19.9%
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 →
+0.4%
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 →
37.3% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is BZUN.US a high-risk investment?

BZUN.US (BZUN.US) has an annualized volatility of 73.8% and experienced a maximum drawdown of 95.6% over the last 10 years. Its primary macro risk driver is VWO.US.

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

Over the past 10 years, BZUN.US has generated a Compound Annual Growth Rate (CAGR) of -32.8%. It has had a positive return in 29% 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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