Congress Large Cap Growth ETF

10-Year Study

CAML.US · · US · ETF

Executive Summary: Congress Large Cap Growth ETF has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 11.3% and an annualized volatility of 21.0%.

1Y CAGR
+11.2%
3Y CAGR
+15.7%
5Y CAGR
+15.7%
10Y CAGR
+15.7%

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 →
11.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.83
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.62
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +23.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.3%
% 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.
2026-0.5-1.2-6.38.8————————0.3%
20254.9-3.3-7.62.36.75.61.71.12.92.3-1.9-1.912.4%
20242.36.62.7-4.64.44.1-1.23.41.10.17.0-4.023.2%
2023————————-4.8-1.89.83.66.3%

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 21.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 60.7% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2023-08-0110000
2023-09-019518.989198096644
2023-10-019345.286564963859
2023-11-0110257.254332917826
2023-12-0110631.095125443326
2024-01-0110872.912654705717
2024-02-0111590.338104592063
2024-03-0111902.740418568932
2024-04-0111351.183423960236
2024-05-0111852.609398697907
2024-06-0112334.739368866283
2024-07-0112192.026119071787
2024-08-0112600.869863885984
2024-09-0112743.58311368048
2024-10-0112751.3015155082
2024-11-0113648.025439852425
2024-12-0113101.87132652313
2025-01-0113742.498678223687
2025-02-0113287.11297038835
2025-03-0112276.002330957352
2025-04-0112561.583198582903
2025-05-0113402.888997804117
2025-06-0114151.573975092717
2025-07-0114386.985230838103
2025-08-0114540.967347301068
2025-09-0114969.72456883078
2025-10-0115308.137896967055
2025-11-0115016.42089988847
2025-12-0114730.56988819895
2026-01-0114661.104271749493
2026-02-0114483.58102971199
2026-03-0113576.668814955176
2026-04-0114769.161897337539
Annual Return Matrix
YearAnnual Return
20240.23241031821514913
20250.12431037682218116
20260.0026198585276395736
Total Factor Risk
0.20980576087857025
VTI.US Exposure
0.6068913783462827
VEA.US Exposure
-0.027917114232302757
VWO.US Exposure
0.00831773973383308
QQQ.US Exposure
-0.05987835617910156
VTV.US Exposure
-0.08872896326506641
IJR.US Exposure
-0.044836080684268566
QUAL.US Exposure
0.11239764907375921
SHV.US Exposure
0.42563927091809245
TLT.US Exposure
-0.013904124832332679
LQD.US Exposure
0.028195015920484755
HYG.US Exposure
-0.036699938881287725
GLD.US Exposure
0.0071026774529241235
USO.US Exposure
-0.0012009619060339596
VNQ.US Exposure
0.03547311169930992
BTC-USD.CC Exposure
0.012354463414510516
CPER.US Exposure
-0.004582071079637228
VIX.INDX Exposure
0.010983224277539404
UUP.US Exposure
-0.0009896070272474116
TIP.US Exposure
0.017430286291090575
Idiosyncratic Exposure
0.013952400959451588
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
21.0%

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 →
+4.4%
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 →
+1.3%
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 →
4.3% 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 Congress Large Cap Growth ETF a high-risk investment?

Congress Large Cap Growth ETF (CAML.US) has an annualized volatility of 21.0% and experienced a maximum drawdown of 11.3% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CAML.US has generated a Compound Annual Growth Rate (CAGR) of 15.7%. 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.

Run a Full Backtest on Congress Large Cap Growth ETF

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest