Carter Bank and Trust

10-Year Study

CARE.US · Financial Services · US · Common Stock

Executive Summary: Carter Bank and Trust has compounded at 7.0% annually over the last 10 years, with a maximum drawdown of 71.8% and an annualized volatility of 36.6%.

1Y CAGR
+51.9%
3Y CAGR
+20.2%
5Y CAGR
+9.3%
10Y CAGR
+7.0%

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 →
71.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
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 →
35.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +58.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -54.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.9-2.711.93.5————————22.8%
20250.2-1.6-6.7-5.47.45.40.212.0-0.3-12.07.67.011.8%
2024-3.4-8.7-4.2-3.74.818.67.76.20.55.81.5-5.817.5%
20230.24.5-19.4-8.29.74.9-0.7-2.6-12.4-10.111.319.5-9.8%
20220.08.34.3-5.8-9.6-10.85.718.1-2.211.23.6-10.57.8%
2021-6.618.218.0-7.220.2-19.7-8.36.316.75.3-3.16.143.6%
2020-16.6-14.0-45.73.3-25.514.3-12.60.6-6.24.534.814.4-54.5%
201912.62.111.2-0.13.00.01.0-5.30.04.07.512.358.1%
20180.3-4.31.22.8-0.12.60.5-3.010.9-10.60.6-14.0-14.5%
201716.11.48.00.0-10.52.43.212.5-5.3-3.55.80.932.1%
2016———-4.8-2.91.09.61.2-5.5-7.47.61.4-1.1%

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 36.6%. The dominant macroeconomic risk driver is IJR.US, accounting for 38.6% of variance. Idiosyncratic stock-specific factors contribute 23.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019523.488323290465
2016-05-019242.962496627395
2016-06-019338.96933177444
2016-07-0110231.885361393412
2016-08-0110358.395539167192
2016-09-019785.427346583925
2016-10-019063.614833468238
2016-11-019748.928260934736
2016-12-019889.603381599063
2017-01-0111482.072728362862
2017-02-0111645.756512875858
2017-03-0112575.921096021824
2017-04-0112575.921096021824
2017-05-0111260.305183319842
2017-06-0111534.160745870433
2017-07-0111906.196600413705
2017-08-0113394.489912162364
2017-09-0112687.59180981503
2017-10-0112241.058848217763
2017-11-0112948.03189735288
2017-12-0113059.627664358306
2018-01-0113096.876217885303
2018-02-0112538.747489282609
2018-03-0112687.59180981503
2018-04-0113037.293521599662
2018-05-0113022.454057619088
2018-06-0113364.736037413437
2018-07-0113431.738465689361
2018-08-0113022.454057619088
2018-09-0114436.325209101537
2018-10-0112910.783343825884
2018-11-0112985.205504092095
2018-12-0111162.049944539376
2019-01-0112568.501364031537
2019-02-0112836.361183559673
2019-03-0114280.061156578828
2019-04-0114272.566477800761
2019-05-0114696.765296639387
2019-06-0114696.765296639387
2019-07-0114845.609617171807
2019-08-0114056.794675780195
2019-09-0114056.794675780195
2019-10-0114622.343136373174
2019-11-0115716.191504032135
2019-12-0117650.94283059028
2020-01-0114726.519171388314
2020-02-0112666.007134934196
2020-03-016880.115118266031
2020-04-017104.955481608058
2020-05-015291.243217315705
2020-06-016048.20577390053
2020-07-015283.7485385376385
2020-08-015313.727253649908
2020-09-014983.961387414935
2020-10-015208.801750756963
2020-11-017022.5140150493135
2020-12-018034.2956500884375
2021-01-017502.173456845639
2021-02-018866.204994453938
2021-03-0110462.571574182331
2021-04-019705.609017597506
2021-05-0111669.214857451208
2021-06-019375.843151362531
2021-07-018596.396558443505
2021-08-019136.013430464369
2021-09-0110657.433222412086
2021-10-0111227.028809545223
2021-11-0110874.778906976046
2021-12-0111534.310639445992
2022-01-0111534.310639445992
2022-02-0112486.134844260574
2022-03-0113018.257037503374
2022-04-0112261.294480918548
2022-05-0111084.629912761939
2022-06-019892.975987049194
2022-07-0110455.076895404263
2022-08-0112343.73594747729
2022-09-0112066.432832688792
2022-10-0113415.475012740952
2022-11-0113895.134454537278
2022-12-0112433.6720928141
2023-01-0112456.156129148307
2023-02-0113018.257037503374
2023-03-0110492.5502892946
2023-04-019630.66222981683
2023-05-0110567.497077075277
2023-06-0111084.629912761939
2023-07-0111009.683124981262
2023-08-0110724.885331414695
2023-09-019390.832508918667
2023-10-018439.008304104085
2023-11-019390.832508918667
2023-12-0111219.534130767155
2024-01-0110837.305513085708
2024-02-019892.975987049194
2024-03-019473.27397547741
2024-04-019121.024072908234
2024-05-019555.715442036155
2024-06-0111331.954312438169
2024-07-0112208.831729472075
2024-08-0112965.7942860569
2024-09-0113033.246395059508
2024-10-0113790.208951644332
2024-11-0114000.059957430225
2024-12-0113183.139970620858
2025-01-0113205.62400695506
2025-02-0112995.77300116917
2025-03-0112126.390262913332
2025-04-0111474.353209221454
2025-05-0112328.746589921157
2025-06-0112995.77300116917
2025-07-0113025.75171628144
2025-08-0114584.644902119495
2025-09-0114547.171508229158
2025-10-0112800.91135293941
2025-11-0113767.724915310131
2025-12-0114734.538477680846
2026-01-0116046.10726384267
2026-02-0115618.91057349282
2026-03-0117477.59091045358
2026-04-0118092.15457025512
Annual Return Matrix
YearAnnual Return
20170.3205410935546209
2018-0.14530105823749517
20190.5813352312784945
2020-0.5448234280060973
20210.4356343283582089
20220.07797270955165692
2023-0.0976491862567811
20240.17501670006680015
20250.11768050028425248
20260.22787385554425232
Total Factor Risk
0.3660169677168984
VTI.US Exposure
-0.14302052382889469
VEA.US Exposure
-0.05094528881457199
VWO.US Exposure
0.01901375022729331
QQQ.US Exposure
0.2487337134335552
VTV.US Exposure
0.2840022436142581
IJR.US Exposure
0.3857316544586907
QUAL.US Exposure
-0.1285015248729406
SHV.US Exposure
0.007076232116860914
TLT.US Exposure
0.031055502226676062
LQD.US Exposure
-0.0004790269721637855
HYG.US Exposure
0.027834456252014264
GLD.US Exposure
-0.004340571945050077
USO.US Exposure
0.008734913293399763
VNQ.US Exposure
0.008247844349763644
BTC-USD.CC Exposure
-0.006252603191584508
CPER.US Exposure
0.008742667354324295
VIX.INDX Exposure
0.04035876555079454
UUP.US Exposure
0.02989981369973361
TIP.US Exposure
-0.001936196700578056
Idiosyncratic Exposure
0.23604417974841924
Value Score
43.2
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
36.6%

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 →17.1x
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$522.2M
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 →
+10.8%
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 →
+23.1%
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 →
2.0% 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 →
0.44
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Carter Bank and Trust a high-risk investment?

Carter Bank and Trust (CARE.US) has an annualized volatility of 36.6% and experienced a maximum drawdown of 71.8% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, CARE.US has generated a Compound Annual Growth Rate (CAGR) of 7.0%. It has had a positive return in 70% 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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