CDNPV

10-Year Study

CDNPV.US · · US · Common Stock

Executive Summary: CDNPV has compounded at -34.5% annually over the last 10 years, with a maximum drawdown of 97.2% and an annualized volatility of 189.0%.

1Y CAGR
-95.4%
3Y CAGR
-60.3%
5Y CAGR
-34.5%
10Y CAGR
-34.5%

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 →
97.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.07
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.06
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
57.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +94.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -91.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-91.91.2-3.01.3————————-91.9%
20250.0-8.83.7-6.0-14.64.1-24.110.3-6.1-5.99.0-13.2-44.5%
20247.56.18.67.50.9-7.814.3-10.2-27.2-2.8-0.21.5-9.0%
20232.9-5.6-0.712.28.53.22.43.38.29.824.23.094.9%
202221.36.412.9-8.4-18.613.7-1.811.7-1.04.821.42.875.2%
2021———————————11.111.1%

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 189.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 35.9% of variance. Idiosyncratic stock-specific factors contribute 21.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-0111112.828339795426
2022-01-0113477.589033569231
2022-02-0114343.121348150516
2022-03-0116197.836820171315
2022-04-0114837.712455161747
2022-05-0112071.096663832013
2022-06-0113724.88411536632
2022-07-0113477.589033569231
2022-08-0115054.095533807069
2022-09-0114899.53646146528
2022-10-0115610.50970370478
2022-11-0118948.99566650811
2022-12-0119474.497833254056
2023-01-0120030.912003151767
2023-02-0118918.08366335634
2023-03-0118794.437537583377
2023-04-0121081.91633664366
2023-05-0122875.40875902355
2023-06-0123617.313816172922
2023-07-0124173.74308074348
2023-08-0124977.47214419639
2023-09-0127017.7115230657
2023-10-0129676.206059643202
2023-11-0136847.95305858639
2023-12-0137960.8115877275
2024-01-0140804.78380371793
2024-02-0143277.80066088251
2024-03-0146987.32405979528
2024-04-0150511.37543979745
2024-05-0150944.86048088231
2024-06-0146987.976904395815
2024-07-0153727.042653583114
2024-08-0148224.50608815327
2024-09-0135117.32994860453
2024-10-0134128.111884734055
2024-11-0134066.284104762315
2024-12-0134560.89502353165
2025-01-0134560.89502353165
2025-02-0131531.407391446188
2025-03-0132706.10690839779
2025-04-0130758.577123306306
2025-05-0126276.806487992282
2025-06-0127358.79263749785
2025-07-0120774.134070506836
2025-08-0122907.192479532096
2025-09-0121516.067430167797
2025-10-0120248.597940746997
2025-11-0122072.517449913517
2025-12-0119166.61179124143
2026-01-011551.2589994911207
2026-02-011570.4256112823623
2026-03-011524.0547763035522
2026-04-011544.4579436942288
Annual Return Matrix
YearAnnual Return
20220.7524339653043322
20230.9492575322228225
2024-0.08956385340546891
2025-0.44542490065169427
2026-0.9194193548387097
Total Factor Risk
1.8901869189165796
VTI.US Exposure
0.3594982454838679
VEA.US Exposure
0.0022930633271488754
VWO.US Exposure
0.0004877984612200715
QQQ.US Exposure
0.04243622785394894
VTV.US Exposure
0.15278658582554355
IJR.US Exposure
0.006599446431860606
QUAL.US Exposure
0.0044660404215010364
SHV.US Exposure
0.005723535494770424
TLT.US Exposure
0.002654157255645391
LQD.US Exposure
0.03271128148360923
HYG.US Exposure
0.0550507103316484
GLD.US Exposure
0.025198403284057144
USO.US Exposure
0.000448494532410889
VNQ.US Exposure
0.016178452000222516
BTC-USD.CC Exposure
0.02523509537498176
CPER.US Exposure
0.02238055562306006
VIX.INDX Exposure
0.005106717904613466
UUP.US Exposure
0.021013657971076218
TIP.US Exposure
0.004280445545650975
Idiosyncratic Exposure
0.2154510853931626
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
189.0%

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 →
-39.4%
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 →
-90.9%
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 →
95.0% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CDNPV a high-risk investment?

CDNPV (CDNPV.US) has an annualized volatility of 189.0% and experienced a maximum drawdown of 97.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, CDNPV.US has generated a Compound Annual Growth Rate (CAGR) of -34.5%. It has had a positive return in 40% 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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