CF Bankshares Inc

10-Year Study

CFBK.US · Financial Services · US · Common Stock

Executive Summary: CF Bankshares Inc has compounded at 15.0% annually over the last 10 years, with a maximum drawdown of 35.2% and an annualized volatility of 36.0%.

1Y CAGR
+25.4%
3Y CAGR
+24.0%
5Y CAGR
+9.5%
10Y CAGR
+15.0%

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 →
35.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.53
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
28.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +57.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -23.1%
% 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.
202617.13.8-7.64.5————————17.3%
2025-4.0-2.4-7.64.64.20.1-1.24.2-2.6-2.83.14.3-1.0%
202412.10.3-8.6-7.25.2-3.513.92.1-0.517.611.2-9.532.6%
2023-3.42.7-7.1-12.8-4.7-7.120.71.7-8.7-10.16.721.9-6.7%
20220.15.03.5-5.10.6-1.1-1.42.2-2.37.94.8-8.94.1%
2021-4.714.14.00.9-1.8-1.3-4.93.07.3-1.52.8-0.716.9%
20201.1-0.9-24.812.4-10.3-1.61.93.59.812.27.721.527.1%
20198.40.80.4-1.7-1.5-3.01.3-2.85.06.84.60.319.3%
2018-6.9-4.7-4.95.2-0.8-0.80.89.16.2-14.73.6-14.7-23.1%
201730.3-19.316.38.4-5.2-5.510.13.52.10.012.41.157.1%
2016———3.00.7-2.9-2.24.51.45.70.017.429.6%

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 36.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 58.0% of variance. Idiosyncratic stock-specific factors contribute 17.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110296.374325613178
2016-05-0110370.396731626073
2016-06-0110074.022406012897
2016-07-019851.955187974207
2016-08-0110296.374325613178
2016-09-0110444.561488419766
2016-10-0111037.025438084529
2016-11-0111037.025438084529
2016-12-0112962.889151446994
2017-01-0116888.923685746417
2017-02-0113629.517857905452
2017-03-0115851.89824766189
2017-04-0117185.1556605788
2017-05-0116296.317385300861
2017-06-0115407.336759242125
2017-07-0116962.946091759313
2017-08-0117555.55239220487
2017-09-0117925.949123830946
2017-10-0117925.949123830946
2017-11-0120148.18716280659
2017-12-0120370.396731626075
2018-01-0118962.974561915475
2018-02-0118074.13628663753
2018-03-0117185.1556605788
2018-04-0118074.13628663753
2018-05-0117925.949123830946
2018-06-0117777.761961024356
2018-07-0117925.949123830946
2018-08-0119561.417244373588
2018-09-0120781.50578655924
2018-10-0117724.665119788184
2018-11-0118368.09064897721
2018-12-0115673.24801776538
2019-01-0116987.145724494298
2019-02-0117121.24016000228
2019-03-0117188.287377756267
2019-04-0116893.336559951033
2019-05-0116638.52866232971
2019-06-0116142.578542043304
2019-07-0116357.101168699912
2019-08-0115901.151617816624
2019-09-0116692.194906689063
2019-10-0117831.85525772609
2019-11-0118649.660493387808
2019-12-0118703.326737747157
2020-01-0118904.468391009126
2020-02-0118743.61200871187
2020-03-0114104.54241341514
2020-04-0115847.627724238067
2020-05-0114211.87490213384
2020-06-0113983.971302082595
2020-07-0114252.017822317757
2020-08-0114748.11029338496
2020-09-0116196.10243562186
2020-10-0118167.091346496036
2020-11-0119563.125453743116
2020-12-0123768.73692152201
2021-01-0122652.7068000968
2021-02-0125842.645446910275
2021-03-0126865.5781576962
2021-04-0127095.474668678562
2021-05-0126610.200856951702
2021-06-0126259.73323463679
2021-07-0124978.718558271292
2021-08-0125734.885905849194
2021-09-0127611.63859983772
2021-10-0127192.2731996185
2021-11-0127963.387379179774
2021-12-0127774.060840723712
2022-01-0127802.67334766331
2022-02-0129198.849805691185
2022-03-0130229.184757078394
2022-04-0128682.543523751232
2022-05-0128845.535167760398
2022-06-0128519.551879742063
2022-07-0128112.713348232715
2022-08-0128725.24875798944
2022-09-0128071.858674144823
2022-10-0130296.231974832386
2022-11-0131742.800609261343
2022-12-0128904.18368944754
2023-01-0127932.781961309058
2023-02-0128698.771512761745
2023-03-0126674.258708309015
2023-04-0123247.306011473473
2023-05-0122149.496789989895
2023-06-0120585.061709063477
2023-07-0124846.18998135205
2023-08-0125259.434297997126
2023-09-0123069.509886261727
2023-10-0120738.658201540235
2023-11-0122121.168984611882
2023-12-0126960.24142692423
2024-01-0130215.519082122166
2024-02-0130298.651938105886
2024-03-0127691.78208942476
2024-04-0125708.408660621506
2024-05-0127043.94368603112
2024-06-0126097.880396873978
2024-07-0129726.401799313873
2024-08-0130354.45344417714
2024-09-0130214.807328218198
2024-10-0135530.327833848176
2024-11-0139506.04279064471
2024-12-0135754.245612037186
2025-01-0134323.76261583795
2025-02-0133495.13872083589
2025-03-0130953.18082819684
2025-04-0132386.653190792757
2025-05-0133739.69736224003
2025-06-0133781.975544135865
2025-07-0133370.86648920269
2025-08-0134784.83679482982
2025-09-0133865.820154023546
2025-10-0132915.343990661786
2025-11-0133922.61811556036
2025-12-0135398.22630927131
2026-01-0141438.31228914291
2026-02-0143018.40595595667
2026-03-0139730.10291961452
2026-04-0141509.487679539925
Annual Return Matrix
YearAnnual Return
20170.5714395528370471
2018-0.230587002096436
20190.1933280655386318
20200.270829369277489
20210.16851227443958017
20220.040689867254369405
2023-0.0672547020669888
20240.3261841778735224
2025-0.009957399370943976
20260.17264315214200399
Total Factor Risk
0.359975041355565
VTI.US Exposure
0.0034646041680923994
VEA.US Exposure
-0.03388196772011213
VWO.US Exposure
0.016447546554561907
QQQ.US Exposure
-0.04014078642120061
VTV.US Exposure
0.006225901572874304
IJR.US Exposure
0.19399290864084953
QUAL.US Exposure
0.0787453205954879
SHV.US Exposure
0.5802465747032084
TLT.US Exposure
0.03961336573638061
LQD.US Exposure
-0.005013950686649786
HYG.US Exposure
0.0017468355624331157
GLD.US Exposure
0.0022173058983997675
USO.US Exposure
0.006477036101799616
VNQ.US Exposure
-0.028820244314006198
BTC-USD.CC Exposure
0.0035952553598685402
CPER.US Exposure
-0.008350324017957522
VIX.INDX Exposure
-0.010962860163928171
UUP.US Exposure
0.009302229032706558
TIP.US Exposure
0.008511576748882189
Idiosyncratic Exposure
0.17658367264830946
Value Score
45.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
12.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
36.0%

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 →10.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.07%
Market Cap$182.3M
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
$128
Avg Yield on Cost
1.28%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$128.121.28%Solid

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 →
-2.1%
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 →
+13.2%
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 →
12.5% 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 →
0.42
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CF Bankshares Inc a high-risk investment?

CF Bankshares Inc (CFBK.US) has an annualized volatility of 36.0% and experienced a maximum drawdown of 35.2% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, CFBK.US has generated a Compound Annual Growth Rate (CAGR) of 15.0%. 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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