CAPS.US

10-Year Study

CAPS.US · Unknown · Unknown · Common Stock

Executive Summary: CAPS.US has compounded at -43.7% annually over the last 10 years, with a maximum drawdown of 98.6% and an annualized volatility of 140.6%.

1Y CAGR
-73.7%
3Y CAGR
-76.6%
5Y CAGR
-57.5%
10Y CAGR
-43.7%

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 →
98.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.22
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.33
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
91.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +126.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -85.9%
% 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.
2026-17.83.38.1-20.2————————-26.8%
202511.652.0-36.6-27.03.4-1.1-7.8-26.57.4-22.1-10.8-19.8-67.4%
20240.00.00.00.0-21.20.00.09.8-27.8-1.50.0-30.0-56.9%
20230.00.00.00.00.0-78.4-6.30.00.00.0-30.70.0-85.9%
2022102.90.00.02.94.2-1.30.00.00.00.00.00.0114.5%
20210.00.00.05.90.00.00.0-38.90.0-27.37.80.0-49.3%
202026.7-13.2-3.00.012.5-0.1-11.1-6.30.00.07.0111.8126.7%
2019————-33.30.0-50.0100.0-29.50.00.06.4-50.0%

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 140.6%. The dominant macroeconomic risk driver is SHV.US, accounting for 71.3% of variance. Idiosyncratic stock-specific factors contribute 14.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-04-0110000
2019-05-016666.666666666666
2019-06-016666.666666666666
2019-07-013333.333333333333
2019-08-016666.666666666666
2019-09-014700
2019-10-014700
2019-11-014700
2019-12-015000
2020-01-016333.333333333333
2020-02-015500
2020-03-015333.333333333333
2020-04-015333.333333333333
2020-05-016000
2020-06-015996.666666666666
2020-07-015333.333333333333
2020-08-015000
2020-09-015000
2020-10-015000
2020-11-015350
2020-12-0111333.333333333334
2021-01-0111333.333333333334
2021-02-0111333.333333333334
2021-03-0111333.333333333334
2021-04-0112003.333333333332
2021-05-0112003.333333333332
2021-06-0112003.333333333332
2021-07-0112003.333333333332
2021-08-017333.333333333333
2021-09-017333.333333333333
2021-10-015333.333333333333
2021-11-015750
2021-12-015750
2022-01-0111666.666666666668
2022-02-0111666.666666666668
2022-03-0111666.666666666668
2022-04-0112000
2022-05-0112500
2022-06-0112333.333333333334
2022-07-0112333.333333333334
2022-08-0112333.333333333334
2022-09-0112333.333333333334
2022-10-0112333.333333333334
2022-11-0112333.333333333334
2022-12-0112333.333333333334
2023-01-0112333.333333333334
2023-02-0112333.333333333334
2023-03-0112333.333333333334
2023-04-0112333.333333333334
2023-05-0112333.333333333334
2023-06-012666.6666666666665
2023-07-012500
2023-08-012500
2023-09-012500
2023-10-012500
2023-11-011733.3333333333335
2023-12-011733.3333333333335
2024-01-011733.3333333333335
2024-02-011733.3333333333335
2024-03-011733.3333333333335
2024-04-011733.3333333333335
2024-05-011366.6666666666665
2024-06-011366.6666666666665
2024-07-011366.6666666666665
2024-08-011500
2024-09-011083.3333333333333
2024-10-011066.6666666666667
2024-11-011066.6666666666667
2024-12-01746.6666666666667
2025-01-01833.3333333333333
2025-02-011266.6666666666665
2025-03-01803.3333333333334
2025-04-01586.6666666666666
2025-05-01606.6666666666666
2025-06-01600
2025-07-01553.3333333333334
2025-08-01406.66666666666663
2025-09-01436.6666666666667
2025-10-01340
2025-11-01303.3333333333333
2025-12-01243.33333333333331
2026-01-01200
2026-02-01206.66666666666666
2026-03-01223.33333333333334
2026-04-01178.16666666666666
Annual Return Matrix
YearAnnual Return
20201.2666666666666666
2021-0.49264705882352944
20221.1449275362318843
2023-0.8594594594594595
2024-0.5692307692307692
2025-0.6741071428571429
2026-0.2678082191780822
Total Factor Risk
1.4061051634699553
VTI.US Exposure
0.013828569050040393
VEA.US Exposure
-0.011055951028720666
VWO.US Exposure
0.007980480906672468
QQQ.US Exposure
0.013795066593055955
VTV.US Exposure
-0.005502137065351943
IJR.US Exposure
0.025975429154536087
QUAL.US Exposure
-0.01006803896810458
SHV.US Exposure
0.7134249505063461
TLT.US Exposure
0.013743435969957495
LQD.US Exposure
0.035484601873180796
HYG.US Exposure
0.008229281390233108
GLD.US Exposure
0.0013260588106177992
USO.US Exposure
0.0025880717892638487
VNQ.US Exposure
0.016356758564034353
BTC-USD.CC Exposure
0.0007454012839065634
CPER.US Exposure
-0.00008724338405583769
VIX.INDX Exposure
0.01295900556731263
UUP.US Exposure
0.01623244582564597
TIP.US Exposure
0.0020662141807644145
Idiosyncratic Exposure
0.141977598980665
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
140.6%

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 →
-13.2%
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 →
-45.3%
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 →
80.6% 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 CAPS.US a high-risk investment?

CAPS.US (CAPS.US) has an annualized volatility of 140.6% and experienced a maximum drawdown of 98.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CAPS.US has generated a Compound Annual Growth Rate (CAGR) of -43.7%. 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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