Carlyle Secured Lending Inc

10-Year Study

CGBD.US · Financial Services · US · Common Stock

Executive Summary: Carlyle Secured Lending Inc has compounded at 4.4% annually over the last 10 years, with a maximum drawdown of 65.8% and an annualized volatility of 23.0%.

1Y CAGR
-10.5%
3Y CAGR
+2.0%
5Y CAGR
+4.9%
10Y CAGR
+4.4%

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 →
65.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.20
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
34.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +44.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -31.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
56%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-1.9-9.2-1.65.8————————-7.4%
20253.5-4.3-6.5-8.7-4.90.20.81.5-7.81.10.11.9-21.5%
20242.65.62.95.54.41.2-0.5-3.92.30.21.93.728.9%
20235.20.3-7.33.3-2.68.97.8-5.0-2.3-6.210.10.411.2%
20222.60.24.2-2.61.3-10.07.05.9-18.39.714.40.210.8%
20214.915.86.34.2-2.20.50.34.6-0.95.2-2.92.644.1%
20203.5-12.3-54.251.212.90.4-5.08.25.2-7.732.1-2.3-8.3%
201920.50.1-0.73.3-2.16.7-0.8-4.62.4-0.8-5.11.319.4%
2018-10.4-3.85.9-0.11.6-4.44.4-4.40.5-4.2-3.1-16.4-31.0%
2017——————2.60.13.8-1.50.110.916.5%

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 23.0%. The dominant macroeconomic risk driver is LQD.US, accounting for 24.8% of variance. Idiosyncratic stock-specific factors contribute 21.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-06-0110000
2017-07-0110260.958618335379
2017-08-0110272.084760977583
2017-09-0110659.729685307171
2017-10-0110501.182152655734
2017-11-0110506.871657415953
2017-12-0111651.600015172013
2018-01-0110436.448231828355
2018-02-0110041.090867712692
2018-03-0110634.442997483973
2018-04-0110628.500625845523
2018-05-0110800.702969921485
2018-06-0110329.864842653584
2018-07-0110785.025223471106
2018-08-0110311.658427420885
2018-09-0110360.588168358767
2018-10-019926.289304995385
2018-11-019616.148078843893
2018-12-018037.879458359147
2019-01-019684.42213596652
2019-02-019690.870241361434
2019-03-019626.009887094939
2019-04-019945.127887423667
2019-05-019732.466842830592
2019-06-0110381.702552691137
2019-07-0110299.900117583098
2019-08-019823.119618676748
2019-09-0110058.032948554233
2019-10-019981.287851010835
2019-11-019471.381791056097
2019-12-019596.550895780916
2020-01-019933.622444464112
2020-02-018707.21808503913
2020-03-013985.308434374723
2020-04-016023.794773241628
2020-05-016802.498324756932
2020-06-016826.394244749851
2020-07-016483.886058184669
2020-08-017017.561604693209
2020-09-017383.5864109339645
2020-10-016811.727965812397
2020-11-018999.532196275271
2020-12-018796.606526494126
2021-01-019225.21588509729
2021-02-0110682.740571226277
2021-03-0111358.906603618523
2021-04-0111840.87087352863
2021-05-0111582.693790853804
2021-06-0111640.473872529807
2021-07-0111675.622368604048
2021-08-0112213.217351725185
2021-09-0112098.415789007877
2021-10-0112729.950817392184
2021-11-0112360.006574538833
2021-12-0112678.365974232864
2022-01-0113010.759485668768
2022-02-0113038.448408835167
2022-03-0113581.227162960058
2022-04-0113222.661929627146
2022-05-0113392.462038359905
2022-06-0112059.221422881925
2022-07-0112904.302529933118
2022-08-0113663.914632141908
2022-09-0111165.716308649311
2022-10-0112249.12444843412
2022-11-0114015.778893201674
2022-12-0114044.985017637464
2023-01-0114771.21869191964
2023-02-0114810.53949148471
2023-03-0113731.935822386306
2023-04-0114185.57900193443
2023-05-0113822.715031671578
2023-06-0115054.050295222081
2023-07-0116232.662814661222
2023-08-0115415.902797972007
2023-09-0115063.659236594895
2023-10-0114128.683954332242
2023-11-0115551.945178460799
2023-12-0115611.874628601772
2024-01-0116018.990302555221
2024-02-0116916.414853400427
2024-03-0117413.677569443567
2024-04-0118365.59493254776
2024-05-0119167.815103738638
2024-06-0119402.981300494353
2024-07-0119315.4893606261
2024-08-0118560.80816254283
2024-09-0118994.474858710633
2024-10-0119027.979720076364
2024-11-0119397.418229173254
2024-12-0120124.031203772774
2025-01-0120831.173428748432
2025-02-0119944.495720228086
2025-03-0118649.817303680476
2025-04-0117024.641877283702
2025-05-0116194.732782926429
2025-06-0116234.685749687078
2025-07-0116365.291492293882
2025-08-0116602.607057514575
2025-09-0115306.79074001492
2025-10-0115478.234483456186
2025-11-0115490.498527050433
2025-12-0115791.536545585575
2026-01-0115488.096291707232
2026-02-0114059.398429696686
2026-03-0113831.818239287924
2026-04-0114628.348905718585
Annual Return Matrix
YearAnnual Return
2018-0.3101480098962629
20190.19391575172240216
2020-0.0833574872862376
20210.44127919511318714
20220.10779141777276946
20230.11156221306015168
20240.28902080515715234
2025-0.21528960148774556
2026-0.0736589271417134
Total Factor Risk
0.23042861270557527
VTI.US Exposure
0.1407852837961946
VEA.US Exposure
0.03170917925885047
VWO.US Exposure
-0.010975093716287236
QQQ.US Exposure
-0.04887342287579844
VTV.US Exposure
-0.018321904765654526
IJR.US Exposure
0.06311831517186652
QUAL.US Exposure
-0.01288471681269273
SHV.US Exposure
0.14893367333372323
TLT.US Exposure
0.0295821342596179
LQD.US Exposure
0.2475189405753296
HYG.US Exposure
-0.008801465263907318
GLD.US Exposure
0.03569232494573093
USO.US Exposure
0.00434291191350403
VNQ.US Exposure
0.06851591383192009
BTC-USD.CC Exposure
-0.003235064270344845
CPER.US Exposure
0.0713939687383626
VIX.INDX Exposure
0.003830601232501035
UUP.US Exposure
-0.002240831669130024
TIP.US Exposure
0.04565649645478755
Idiosyncratic Exposure
0.21425275586142659
Value Score
45.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
23.0%

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 →10.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →14.73%
Market Cap$799.0M
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
$506
Avg Yield on Cost
5.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$505.735.06%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 →
+2.4%
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 →
-5.1%
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 →
15.7% 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 →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Carlyle Secured Lending Inc a high-risk investment?

Carlyle Secured Lending Inc (CGBD.US) has an annualized volatility of 23.0% and experienced a maximum drawdown of 65.8% over the last 10 years. Its primary macro risk driver is LQD.US.

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

Over the past 10 years, CGBD.US has generated a Compound Annual Growth Rate (CAGR) of 4.4%. It has had a positive return in 56% 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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