Citigroup Capital XIII TR PFD SECS

10-Year Study

C-PN.US · Other · US · Preferred Stock

Executive Summary: Citigroup Capital XIII TR PFD SECS has compounded at 9.8% annually over the last 10 years, with a maximum drawdown of 9.2% and an annualized volatility of 7.8%.

1Y CAGR
+11.5%
3Y CAGR
+11.5%
5Y CAGR
+10.7%
10Y CAGR
+9.8%

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 →
9.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.81
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.29
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
6.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +16.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 1.9%
% 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.
20261.5-0.9-1.32.5————————1.9%
20255.3-1.8-1.42.1-2.20.92.51.31.11.9-0.30.810.4%
20244.4-0.31.81.00.90.12.21.70.74.00.2-1.316.4%
20233.6-1.71.14.6-1.9-0.64.6-0.41.60.40.7-1.111.1%
2022-2.0-1.33.20.40.1-1.33.80.11.90.64.0-0.69.2%
2021-0.1-4.30.22.42.10.70.90.3-0.20.4-1.73.43.9%
20203.3-3.7-5.66.60.9-1.93.6-0.20.13.10.13.99.9%
20190.33.02.41.10.91.00.60.50.31.51.20.714.3%
20180.20.7-0.10.40.30.91.41.0-1.30.7-0.50.34.0%
20171.82.11.10.2-0.5-0.57.1-0.82.6-0.30.70.214.3%
2016———1.2-0.30.02.2-1.11.60.6-0.1-0.63.4%

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 7.8%. The dominant macroeconomic risk driver is SHV.US, accounting for 22.9% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110115.710174369393
2016-05-0110084.729981378026
2016-06-0110084.729981378026
2016-07-0110304.384628406975
2016-08-0110194.176400880313
2016-09-0110355.510411376334
2016-10-0110417.724733367191
2016-11-0110405.789740985272
2016-12-0110341.628576265446
2017-01-0110526.747926189266
2017-02-0110742.762823768411
2017-03-0110865.075334349076
2017-04-0110883.020145589979
2017-05-0110824.953445065177
2017-06-0110775.181987472488
2017-07-0111536.143558489926
2017-08-0111438.97071271373
2017-09-0111734.721516844422
2017-10-0111704.672422549518
2017-11-0111790.672083968175
2017-12-0111816.488911460978
2018-01-0111843.575418994415
2018-02-0111922.3802268495
2018-03-0111904.943287624852
2018-04-0111952.852547824616
2018-05-0111984.086676824107
2018-06-0112091.163026917215
2018-07-0112260.199762993057
2018-08-0112383.189436262062
2018-09-0112228.288471305232
2018-10-0112308.955476553243
2018-11-0112253.089554765533
2018-12-0112290.333502624004
2019-01-0112325.12273573726
2019-02-0112695.784662265109
2019-03-0112995.090570509565
2019-04-0113133.316404266126
2019-05-0113249.703741323852
2019-06-0113385.55950567124
2019-07-0113469.781615033013
2019-08-0113539.106145251399
2019-09-0113583.71423734552
2019-10-0113789.233113255461
2019-11-0113950.905705095649
2019-12-0114046.893516167258
2020-01-0114510.919248349417
2020-02-0113970.204841713223
2020-03-0113182.410699170478
2020-04-0114051.633654985611
2020-05-0114172.422549517523
2020-06-0113909.937362451328
2020-07-0114407.228711697986
2020-08-0114380.565430844761
2020-09-0114396.563399356693
2020-10-0114845.776197731504
2020-11-0114867.445403758253
2020-12-0115441.764008803113
2021-01-0115432.029795158287
2021-02-0114761.300152361606
2021-03-0114788.809886575249
2021-04-0115148.721855425767
2021-05-0115461.232436092769
2021-06-0115572.879634332148
2021-07-0115705.772811918065
2021-08-0115756.81394955138
2021-09-0115722.786524462503
2021-10-0115786.439817166074
2021-11-0115516.16725918402
2021-12-0116045.20060944642
2022-01-0115726.003047232098
2022-02-0115515.744032503811
2022-03-0116006.43304553919
2022-04-0116076.773319790078
2022-05-0116100.474013881836
2022-06-0115892.92364990689
2022-07-0116493.905535804977
2022-08-0116518.114101912986
2022-09-0116837.9041814796
2022-10-0116932.791603182664
2022-11-0117617.487726426276
2022-12-0117518.79126460132
2023-01-0118146.35178601659
2023-02-0117843.06754697816
2023-03-0118032.588454376164
2023-04-0118869.05366514305
2023-05-0118519.722363297784
2023-06-0118409.768071779246
2023-07-0119250.888776028438
2023-08-0119177.83985102421
2023-09-0119476.722532588454
2023-10-0119549.85610292873
2023-11-0119679.363467072963
2023-12-0119461.23243609277
2024-01-0120325.376671745387
2024-02-0120262.40054173015
2024-03-0120633.48569493821
2024-04-0120833.16404266125
2024-05-0121012.78144574234
2024-06-0121027.171152869476
2024-07-0121499.153546639584
2024-08-0121867.69933976638
2024-09-0122015.066869815473
2024-10-0122887.33705772812
2024-11-0122932.706957846625
2024-12-0122645.58997799221
2025-01-0123849.162011173183
2025-02-0123408.413746402573
2025-03-0123091.3323175893
2025-04-0123568.139495513795
2025-05-0123054.003724394785
2025-06-0123267.56390722871
2025-07-0123845.86084306755
2025-08-0124153.377348908074
2025-09-0124412.307431860503
2025-10-0124864.82139834095
2025-11-0124798.54410022008
2025-12-0125005.58659217877
2026-01-0125385.136278991024
2026-02-0125165.05840528187
2026-03-0124843.40612832233
2026-04-0125469.78161503301
Annual Return Matrix
YearAnnual Return
20170.14261393399685707
20180.04010028653295117
20190.14292207881651264
20200.09930099427538419
20210.039078216730892734
20220.09183996454910903
20230.11087757951750765
20240.16362568775416997
20250.10421440185396302
20260.018563652611909953
Total Factor Risk
0.07833186720849998
VTI.US Exposure
0.19737476280586827
VEA.US Exposure
0.025872612043608804
VWO.US Exposure
0.000034843848209787785
QQQ.US Exposure
-0.06441608126599825
VTV.US Exposure
-0.0439294105424902
IJR.US Exposure
-0.0037334265798129544
QUAL.US Exposure
0.13138415172791804
SHV.US Exposure
0.22943052190751034
TLT.US Exposure
0.02694251085185649
LQD.US Exposure
0.17578452532285874
HYG.US Exposure
0.01978068894559045
GLD.US Exposure
0.0021734227381505346
USO.US Exposure
0.0005496619923749205
VNQ.US Exposure
-0.004954488979943523
BTC-USD.CC Exposure
-0.0009946063323588031
CPER.US Exposure
0.0014033262154480406
VIX.INDX Exposure
-0.021317946777222933
UUP.US Exposure
-0.002412277331788334
TIP.US Exposure
0.09380205023198694
Idiosyncratic Exposure
0.23722515917823367
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
7.8%

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
1.18
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 →
+1.2%
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 →
+2.7%
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 →
0.2% 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 Citigroup Capital XIII TR PFD SECS a high-risk investment?

Citigroup Capital XIII TR PFD SECS (C-PN.US) has an annualized volatility of 7.8% and experienced a maximum drawdown of 9.2% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of C-PN.US?

Over the past 10 years, C-PN.US has generated a Compound Annual Growth Rate (CAGR) of 9.8%. 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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